model insights

A matter of frequencies: a new model

It all started as a standard revision routine. The code analysis tool showed some issues (it shows a lot of issues, definitively) that could be easily corrected.

Recent updates

Under the usual code revision, I sorted ut with a small modification of the training set that seems to have a large impact on the stability of the neural networks in the model.

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 up the model to be fed to the neural networks for getting back the reading …

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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 to the desired output. You must instruct a neural network, before using it. You must …

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Waves and Cycles

When you get the patterns into the wave observation, you will see the cycles. Cycles that expand and contract, that generates trends, cycles of any dimension. Cycles that change continuously. Unlike technical analysis that tries to avoid the so called”noise”, neural networks love noise, you feed them with noise, the rawest data as possible seems …

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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 eyes. When I first attempted to put a neural network at work, the real first …

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How r.Virgeel is trained

Following the requests coming from some users that were initially confused about how to interpret the signals coming out from r.Virgeel, I think that nothing is better than to explain how the indicators are produced. I have never done it before so extensively. The process is very different from the calculations for a technical indicator …

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The new AlphaChart

Since a few weeks, subscribers have a new tool,  the AlphaChart page. This page on the website has substituted the daily email and post, it has a larger chart, almost all model’s outputs are represented and it integrates the weekly and the monthly forecasts on the same chart. Most recent bars are enlarged in the …

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Forecast/ability 2

In the previous post “Forecast/ability” I did refer to the daily a.i. forecasts and I showed the results of a long and extensive research on the quality of the response of the model. But when we come to the weekly and to the monthly forecast, things change radically and for the best. Undoubtedly, weekly and …

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Forecast/ability

Following my previous post “New Tools at the Horizon“, one question was twirling in my mind: why the stock market is forecastable, but the forecasts are not affordable? The forecastability of the market is an evidence, because if it were not – being it just a random walk – there would not be the possibility …

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New Tools At The Horizon

In past September, I designed a new weekly model and some new tools to investigate more deeply the quality of r.Virgeel’s model response. The results were really astonishing and have started a real revolution inside my approach to artificial intelligence and investing. Three months later, after a huge amount of testing and experiments, the new …

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Bifurcation at last!

If you’ve read here and there around the blog, you know I sometimes used the word “bifurcation” to indicate double exit situations, but I’ve never been able to show them, before. Now I’m building a new tool and the results are plenty of surprises. One is the following chart: Next day bar is forecasted quite …

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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 way. Data is largely unavailable. Very few series of mayor commodities and indices are out …

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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 have to know that neural networks, if applied to a well designed model, have the …

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Latest performance

The following slider shows some latest forecasts brewed by r.Virgeel on daily time frame: it is almost in realtime, as it shows how the model has acted since the last bottom in 2700 area in late June, starting from the close of latest 27th of June to 18th of July, for 15 bars, so three …

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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 it’s very first steps, r.Virgeel could see “things that we humans…” The chart is here. …

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Spxbot robo-advisory performance

(this post was originally published in the newsletter no.1 in mid January. Probably I will not publish any performance related data in the future, mainly beacause r.Virgeel is not a trading system and also because real performance depends on a lot of factors, depending on your location, tax burden, investment strategy, etc. Anyway, the first …

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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, separated. In effect, the Position indicator has been split since its inception, but I’ve always …

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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 through any line of code and some parts had to be completely rewritten. Since a …

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A brief history of SPXBOT

In the late 80s, I crossed with BrainMaker, a suggestive piece of software that let you play with neural networks. I was working as an architect and I was self taught in the theory of patterns as formulated by Christopher Alexander. On one side pattern recognition, on the other side patterns in reality. Nice field …

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Riding the wave and then… splash!

  Following my previous post, I would like to point out that approaching the a.i. advisory, you have to change your mind. With most probability, you are trained in technical analysis, various techniques to train your eye and numbers to correlate the stream of data. With an extended application to chart reading and some discipline, …

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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 the Target. ​ It is calculated separately positive (for long position) and negative (for short ones). …

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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 intraday data for the current day. Does your program give that data? I read where …

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