Category model insights

Latest upgrade

r.Virgeel’s model is quite stable, since a couple of years. It took a lot of time to set it up and verify it, avoiding ex-post testing that induces a lot of uncertainty. I’m talking about the core code that builds…

Stair Seats

Most of us have a general knowledge of what statistic does: it extracts from data some relevant information about the data itself. What a neural network does is to add a layer of correlation between the data and relate it…

Waves

Today I would like to talk about waves. The markets express themselves through waves. But first, let’s look at waves. When on the shore, look at waves. look at them for a long time and pattern will arise behind your…

Going Forward

For many months, I’ve tried to put together the pieces to have a long term database, monthly based and with a huge history. I was moved by the progress of the monthly forecast, that I see sharper than before. No…

Astonishing results

The S&P 500 has entered a new never seen before territory, passing 2900 level on Monday, and you may wonder how it is possible that r.Virgeel may forecast something that it has never seen before. It’s a good question. You…

Are you kidding?

Going throug the whole materials that I have accumutated during spxbot development, I crossed this post from Dec. 19th 2014, available here. This was the very day I opened my eyes, this chart demontrated that, even if it was in…

Model’s tuning

Long time no see! I’ve been busy, reconsidering the structure of r.Virgeel. I come up that we need more signals and this led me to split the Position indicator, having signals from the long positions and from the short positions,…

New Forecast Chart

The migration process is almost completed. New hardware, new database, revised faster code and a new chart layout. And more. Porting the code to the new hardware (and new OS), was long and plenty of traps: I had to walk…

As you asked

A daytrading reader ask about some features of the site. Here the reply: Stamina indicator is designed to evaluate how much energy is implicit in market conditions to complete the current move. ​ It is somethig as the mirror of…

As you asked: intraday

A reader asked: I was looking at the details of the Spxbot but I wasn’t sure if it would give me the info I’m looking for. I day trade the SPX and I am looking for a forecast that provide…

Model Training Update

  The model needs training. The training tools have been deeply revised. In the beginning the training was done by hand (!). Then a  simple tool interfaced the operations, still giving space to errors and inaccuracies. Now the training tool…

New improvement

In latest days, I’ve added and checked a new improvement to the model that generates the forecasts published by spxbot.com. As you might know, the input to a neural network is usually preprocessed, for many reasons, usually to eliminate excesses…

New developments

New developments at spxbot.com, while the S&P 500 navigates the unknown waters of new all times highs. As it was implicit in the trained data, I shaped the Long Term Trend indicator, that reads the trend from current data. It…

What is building up

I’ve learned that trading and investing activity tends to shift to short term, using daily and sub daily time frames. We are deluged by a tsunami of data, instant data that easily make our attention derail. The S&P 500 index…

Engine maintenance

Latest days were spent revising the Amodel’s engine. For as simple as neural networks can be ideally, they cannot work if not arranged in an “engine”, a complex of parts that interact. I played with two components mainly: the preprocessor…

As you asked

I have received the following questions from a reader and I’m happy to publicly reply, considering that the answers may be of general interest. Thank you for asking. 1. How exactly does the daily and weekly forecast work? can you…

Never seen before

In the rising market, you are continuously convinced that a crash is imminent and this is the fuel that makes the market grow, having a lot of people on the wrong side. We are watching it in the latest months,…