artificial intelligence robo-advisor for the S&P 500 stock index SPX / ^GSPC / SP500
artificial intelligence robo-advisor for the S&P 500 stock index SPX / ^GSPC / SP500
I know that every new reader of the blog, and older too, has one and just one question to ask: what about performance? Show us tables, comparisons, benchmarks, charts! I tried to explain many times that working with Artificial Intelligence…
Time to update about the development. The alternative weekly model is under alfa testing and should need data to feed it. It has grown to a complete new model, even if it has not yet a name: maybe A1model. Or…
Latest days were hard. I do not mean bad, but hard. It was evident that the model was in crisis. Maybe the fact that the market is going into a never seen territory, or maybe due to its internal conditions,…
I perfectly understand that my readers ask for backtesting and performance statistics of the model. Let me explain, it is natural as most of you are trained in technical analysis and are used to manage tools that have as their…
Pushed by a desire to rationalize the code, I put my hand on the model: the model is the heart of the beast, it is the mechanism that transforms raw data into the description of the phenomenon. It’s inner structure…
It’s quite a time I do not update the Elliott’s view and here I am today. The moment of big choices is approaching and we can read it in the chart above (by AdvGet): A long raising wave from mid February…
Since today, the site is running under SSL for improved security. To access the site, go to If you have old urls, or bookmarks in your browser, just add an s to http, so that http:// becomes https:// for every site…
A new subscriber posed some questions that may be of general interest. Thank you for asking, here the answers: Are the signals based on what the model thinks will happen after 6 bars/hours or the full 24? All the signals,…
Bifurcation is a market behavior that you get aware of when deeply analyzing it. I means that almost identical condition may produce opposite exit direction. Today is one of those days. You may say it’s easy to preview, as Yellen speaks and…
On 15th of July, this was the forecast from the model, on daily basis. You may note how precise was the projection of future behavior of the S&P 500 for the month ahead. Consider that: as you move more into…
Forecast charts from May 05, 2016 The forecast charts are the output of the Amodel. All the work, all the code, all the information that is produced here it is put in there, in the chart. The model is designed…
This is a cut out of the monthly chart produced by the Amodel. It is one of the most precious tools of the group and in this peculiar case it shows a common behavior of the forecast process (as well as…
hen I write here, I usually have in mind an investor, as a reader. Averagely, a professional with a certain wealth, that uses markets to park money with an interesting rate of return. There are a lot of available techniques…
All indicators have been enhanced to a new adaptive behaviour, so that the indicators, when calculated, are never aware of any bars of the current move. This was already partly true, but now this has been stated peremptorily. The charts…
Please note, this is just a part of a larger chart and it shows three indicators calculated by the A model. As the set has been trained, results are perfect. Last 8 bars are excluded from training and are guesses…
Just a few words about the evaluation of the signals from the Amodel and their execution: I always consider the execution of the position opening or close at the opening price of the following day, so that any position can…
As this is an experimental service, that since the launch has been improved, I recently focused that the missing Stop indicator has to be developed seriously. While developing the Stop indicator, I modified the training model quite a bit, and…