Test of Neural Net Forecast

I have been interested in Neural Nets every since reading Ray Kurzweil’s , “The Singularity is Near”. I haven’t been able to dedicate time to learn about this area due to the inherent complexity in it so I’m using the space to review some commercial software applications as a crude apporximation of worth. My goal with NN’s is to not necessarily to create a profitable system but to forecast static volatility, implied volatility, price distribution, or simply a binary event (tomorrows close > || < todays close). Here is one commercial provider with live signals for the next 5 days. In some cases I had to make judgement calls on certain prices:

  • GOOG 410/425/450
  • IBM 105/108/110+
  • YHOO 15/16/17
  • QCOM 43/45/50+

The notation is a band of prices representing an 80% probability so for example the forecasted price for GOOG  is 425 with a range between 410 – 450 representing an 80% probability. We shall see on Friday how close it is….


~ by largecaptrader on June 22, 2009.

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