Revision to AlphaChart
I put the hand on the AlphaChart and to some deeper mechanics of the brain of r.Virgeel. The results are stretching the limits!
spxbot blog
artificial intelligence robo-advisor for the S&P 500 stock index SPX / ^GSPC / SP500
spxbot blog
artificial intelligence robo-advisor for the S&P 500 stock index SPX / ^GSPC / SP500
Category 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…
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 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.
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…
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…
The new AlphaChart
Since a few weeks, subscribersSubscriber To access reserved pages. To subscribe click here 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…
Bifurcations, minority reports and r.Virgeel’s jargon
I have published the usual monthly update and in the post I have included a significant minority report. One subscriberSubscriber To access reserved pages. To subscribe click here was surprised by the existence of a “minority report” and asked how…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
Artificial Intelligence is different
Trading is one of the easiest activities around: few seconds and you are in position, few seconds and you are out of your position. Making it profitable is a totally different discourse. Libraries are plenty of technical and fundamental analysis…
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…
Artificial Intelligence core explained
It’s not my aim to explain how Artificial Intelligence works and I never tried to, just sometimes I’ve discussed the media approach on the topic. I’ve seen this video and it explains quite well how the core of this technology…
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…
The hidden disorder of the market
Often, you read someone that has the key of the “hidden order” of the markets and is so kind and altruist to share such a knowledge with you. Can you trust? Can you believe? In my opinion, after years of…
A brand new Signal indicator
Signal was the very first indicator that I developed for the A.I. model: it used to fire a +/- 1 value at market extremes, marking top and bottoms. I never did touch it again, but in the meantime the model…
Does this stock market scares you?
I read an article today that highlights the fact that a lot of investors are scared by this current stock market. The stock market is moving opposite to almost any prevision made by mainstream media, it should have crashed after Trump election…