My experiments on using Machine Learning on time-series datasets with Hurst exponent approaching 0.5.

Monday, January 23, 2012

Jan 25, 2012





Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$12.99+0.1020 Jan
Bearish
21 Jan (43.1188%)
Bearish
21 Jan (55.2724%)
Bearish
21 Jan (58.0645%)
Bullish
21 Jan (69.7819%)
Bearish
21 Jan (65.9294%)
Bearish (>-0)
21 Jan (30.1565%)
G13
$1.60+0.0620 Jan
Bullish
21 Jan (43.6321%)
Bullish (>0.03)
21 Jan (48.9011%)
Bearish (>0.01)
21 Jan (55.0933%)
C31
$2.53+0.0420 Jan
Bearish
21 Jan (45.0065%)
Bearish
21 Jan (61.7831%)
Bearish
21 Jan (68.8822%)
Bearish (>-0)
21 Jan (30.6477%)
C38U
$1.74-0.0119 Jan
Bullish
20 Jan (48.1511%)
Bullish
20 Jan (55.7929%)
Bearish
20 Jan (61.5730%)
Bullish
20 Jan (65.3825%)
C09
$9.76+0.4420 Jan
Bearish
21 Jan (49.9542%)
Bearish
21 Jan (56.9703%)
Bullish
21 Jan (59.7109%)
Bearish
21 Jan (66.6972%)
Bearish (>-0)
21 Jan (28.5714%)
Bullish (>0.2)
21 Jan (39.0144%)
C52
$1.45+0.0020 Jan
F83
$1.08+0.0320 Jan
Bullish
21 Jan (49.1450%)
Bullish
21 Jan (54.1927%)
Bullish
21 Jan (62.2394%)
Bearish
21 Jan (72.1980%)
Bearish (>-0)
21 Jan (32.5000%)
F99
$6.42-0.0120 Jan
Bullish
21 Jan (50.0649%)
Bullish
21 Jan (58.3219%)
Bullish
21 Jan (59.8841%)
E5H
$0.74+0.0120 Jan
Bullish
21 Jan (69.4045%)
Bullish (>0.02)
21 Jan (44.9664%)
H78
$5.27+0.2720 Jan
Bearish
21 Jan (45.4443%)
Bearish
21 Jan (53.7859%)
Bearish
21 Jan (63.9870%)
Bearish
21 Jan (65.1722%)
Bearish
21 Jan (68.2429%)
Bearish (>-0)
21 Jan (33.2871%)
Bearish (>0.06)
21 Jan (57.2308%)
C07
$49.90-0.5120 Jan
Bearish
21 Jan (48.6390%)
Bearish
21 Jan (61.5046%)
Bullish (>0.54)
21 Jan (45.9770%)
BN4
$10.59+0.1920 Jan
Bearish
21 Jan (46.3303%)
Bullish
21 Jan (60.3135%)
Bearish
21 Jan (71.8853%)
Bearish
21 Jan (76.7519%)
Bullish (>0.29)
21 Jan (42.5532%)
N03
$1.28+0.0220 Jan
Bearish
21 Jan (46.1458%)
Bullish
21 Jan (63.1433%)
Bullish
21 Jan (68.9496%)
Bullish
21 Jan (68.6916%)
Bearish (>-0)
21 Jan (29.4118%)
Bullish (>0.06)
21 Jan (47.5162%)
N21
$1.28+0.0620 Jan
Bullish
21 Jan (47.5442%)
Bullish
21 Jan (57.0701%)
Bullish
21 Jan (63.5468%)
Bearish
21 Jan (61.8026%)
Bearish
21 Jan (64.4015%)
Bearish (>-0)
21 Jan (29.3103%)
Bearish (>0.05)
21 Jan (56.7108%)
O39
$8.27+0.1220 Jan
Bearish
21 Jan (48.1448%)
Bearish
21 Jan (55.3209%)
Bearish
21 Jan (59.5784%)
Bearish
21 Jan (62.5056%)
Bearish (>-0)
21 Jan (33.7349%)
Bullish (>0.1)
21 Jan (39.3082%)
U96
$4.58+0.0620 Jan
Bearish
21 Jan (43.7370%)
Bearish
21 Jan (52.1155%)
Bearish
21 Jan (62.9327%)
Bearish
21 Jan (65.7652%)
Bearish
21 Jan (70.8209%)
Bearish (>0.06)
21 Jan (61.6959%)
S51
$4.75+0.2220 Jan
Bearish
21 Jan (44.7236%)
Bullish
21 Jan (60.5655%)
Bearish
21 Jan (62.5874%)
Bearish
21 Jan (69.8772%)
Bearish
21 Jan (69.7183%)
Bearish (>-0)
21 Jan (27.4914%)
S59
$3.35-0.0120 Jan
Bullish
21 Jan (44.4936%)
Bullish
21 Jan (56.1056%)
Bullish
21 Jan (63.4191%)
Bullish
21 Jan (69.9449%)
Bullish
21 Jan (72.2045%)
C6L
$10.79+0.0620 Jan
Bearish
21 Jan (48.9594%)
Bullish
21 Jan (60.3634%)
Bearish
21 Jan (59.3741%)
Bearish
21 Jan (63.5314%)
Bearish
21 Jan (65.0117%)
Bearish (>-0)
21 Jan (27.9126%)
Z74
$3.05-0.0120 Jan
Bullish
21 Jan (44.7581%)
Bullish
21 Jan (54.2184%)
Bearish
21 Jan (58.0830%)
Bullish
21 Jan (63.3632%)
Bullish
21 Jan (67.6175%)
Bearish (>-0)
21 Jan (32.8152%)
Bullish (>0.05)
21 Jan (43.2143%)
S68
$6.42+0.0920 Jan
Bearish
21 Jan (46.9407%)
Bullish
21 Jan (57.0576%)
Bullish
21 Jan (66.1532%)
Bearish
21 Jan (67.7940%)
Bearish (>-0)
21 Jan (33.7922%)
Bearish (>0.08)
21 Jan (65.1786%)
T39
$3.64+0.0020 Jan
Bullish
21 Jan (47.4026%)
Bullish
21 Jan (55.7634%)
Bullish
21 Jan (60.3672%)
Bullish
21 Jan (66.4005%)
Bullish
21 Jan (72.0806%)
Bullish (>0.04)
21 Jan (38.4000%)
CC3
$2.76-0.0520 Jan
Bullish
21 Jan (50.8554%)
Bullish
21 Jan (57.2019%)
Bullish
21 Jan (61.1910%)
Bearish
21 Jan (63.1880%)
Bullish
21 Jan (70.3567%)
Bearish (>-0)
21 Jan (35.9551%)
S63
$2.84+0.0120 Jan
Bullish
21 Jan (48.2514%)
Bearish
21 Jan (62.1504%)
Bearish
21 Jan (65.7319%)
Bullish
21 Jan (64.4776%)
MS7
$1.41+0.0120 Jan
Bullish
21 Jan (58.9744%)
Bearish (>0.03)
21 Jan (60.7595%)
AK3
$0.57+0.0020 Jan
Bullish
21 Jan (67.0245%)
U11
$16.96+0.1120 Jan
Bullish
21 Jan (52.5362%)
Bullish
21 Jan (62.6880%)
Bullish
21 Jan (65.1568%)
Bullish
21 Jan (68.2006%)
Bullish
21 Jan (71.9041%)
Bullish (>0.3)
21 Jan (42.4102%)
Bearish (>0.22)
21 Jan (50.5960%)
JS8
$1.30+0.0220 Jan
Bearish
21 Jan (62.4339%)
Bearish
21 Jan (66.0508%)
Bullish
21 Jan (60.4278%)
Bearish
21 Jan (75.8893%)
Bullish (>0.04)
21 Jan (37.8641%)
Bullish (>0.03)
21 Jan (35.4545%)
MC0
$1.90+0.0420 Jan
Bearish
21 Jan (45.1064%)
Bearish
21 Jan (54.9828%)
Bearish
21 Jan (68.4746%)
Bearish
21 Jan (70.1639%)
Bearish (>-0)
21 Jan (36.5385%)
F34
$5.31+0.1620 Jan
Bullish
21 Jan (54.2980%)
Bearish
21 Jan (54.4474%)
Bullish
21 Jan (66.9333%)
Bullish
21 Jan (75.9152%)
Bearish (>-0)
21 Jan (28.2098%)
Bearish (>0.09)
21 Jan (56.1798%)
O32
$2.47-0.0120 Jan
Bullish
21 Jan (47.8357%)
Bearish
21 Jan (53.9661%)
Bearish
21 Jan (58.8542%)
Bearish
21 Jan (65.3491%)
Bearish
21 Jan (64.8221%)
F10
$0.30+0.0120 Jan
5IG
$0.28+0.0220 Jan
5IM
$0.12+0.0020 Jan
600
$1.36+0.0220 Jan
Bearish
21 Jan (71.5385%)
Bearish (>-0)
21 Jan (37.8571%)
Z59
$0.26-0.0220 Jan
Bullish
21 Jan (67.1968%)
Bullish
21 Jan (69.5312%)
Bullish
21 Jan (73.0496%)
Bullish
21 Jan (78.1411%)
Bullish (>0.02)
21 Jan (66.1765%)
Bullish (>0.01)
21 Jan (64.3016%)
558
$0.46+0.0320 Jan
Bearish
21 Jan (45.7143%)
Bearish
21 Jan (64.7278%)
Bearish (>0.01)
21 Jan (54.5665%)
M1P
$0.68+0.0120 Jan
5GJ
$0.34+0.0220 Jan
Bearish (>-0)
21 Jan (50.0888%)
B20
$1.58+0.0220 Jan
Bullish
21 Jan (38.8715%)
Bullish
21 Jan (53.6585%)
Bullish
21 Jan (61.1913%)
B69
$0.30-0.0120 Jan
Bearish
21 Jan (42.3267%)
Bullish
21 Jan (66.8224%)
Bearish
21 Jan (69.1660%)
Bearish (>-0)
21 Jan (54.0785%)
G92
$1.12+0.0120 Jan
Bearish
21 Jan (61.9625%)
Bearish
21 Jan (70.6388%)
K2N
$0.93+0.0320 Jan
Bullish
21 Jan (43.9759%)
Bearish
21 Jan (66.4921%)
Bullish
21 Jan (65.0667%)
C29
$0.42+0.0120 Jan
5ME
$0.71+0.0120 Jan
Bearish
21 Jan (34.7003%)
Bearish
21 Jan (56.3025%)
Bearish
21 Jan (70.6223%)
5DN
$1.01+0.0120 Jan
Bullish
21 Jan (46.8687%)
Bullish
21 Jan (56.5027%)
Bearish
21 Jan (70.2647%)
Bearish (>-0)
21 Jan (37.2771%)
EB5
$1.62+0.0220 Jan
Bearish
21 Jan (43.1703%)
Bullish
21 Jan (61.9048%)
H22
$1.69+0.0220 Jan
Bearish
21 Jan (45.6940%)
Bearish
21 Jan (57.2529%)
Bullish
21 Jan (59.3023%)
Bullish
21 Jan (63.8780%)
Bullish
21 Jan (69.0334%)
Bullish (>0.06)
21 Jan (41.9401%)
J36
$52.00+0.0020 Jan
Bearish
21 Jan (53.6415%)
Bearish
21 Jan (58.3187%)
Bullish
21 Jan (64.6611%)
Bearish
21 Jan (65.2720%)
Bearish
21 Jan (66.3312%)
Bearish (>0.05)
21 Jan (31.5232%)
Bearish (>0.4)
21 Jan (57.3466%)
J37
$30.88+0.2820 Jan
Bearish
21 Jan (51.2627%)
Bearish
21 Jan (58.9686%)
Bullish
21 Jan (63.3910%)
Bullish
21 Jan (67.4089%)
Bearish
21 Jan (69.1188%)
Bullish (>0.34)
21 Jan (48.8152%)
Bearish (>0.2)
21 Jan (57.8199%)
K17
$2.70+0.1320 Jan
Bearish
21 Jan (50.0000%)
Bearish
21 Jan (58.9499%)
Bearish
21 Jan (73.7071%)
Bearish
21 Jan (76.0730%)
Bearish (>-0)
21 Jan (27.2127%)
B2F
$2.44+0.0320 Jan
Bullish
21 Jan (48.1308%)
Bearish
21 Jan (53.0295%)
Bullish
21 Jan (60.2151%)
Bullish
21 Jan (66.0996%)
Bearish
21 Jan (61.0066%)
MV4
$0.50+0.0020 Jan
Bearish
21 Jan (60.4878%)
Bearish
21 Jan (72.2022%)
5EN
$0.36+0.0120 Jan
Bearish (>-0)
21 Jan (58.5209%)
O23
$1.22+0.0120 Jan
Bullish
21 Jan (41.7709%)
Bullish
21 Jan (57.1657%)
Bearish
21 Jan (59.0751%)
Bearish
21 Jan (64.5549%)
Bullish
21 Jan (74.5823%)
Bearish (>-0)
21 Jan (51.6402%)
Bearish (>0.02)
21 Jan (54.3235%)
P11
$0.21+0.0020 Jan
O9E
$1.48+0.0820 Jan
Bearish
21 Jan (70.0000%)
Bearish
21 Jan (50.0000%)
Bearish
21 Jan (60.0000%)
IX2
$0.76+0.0220 Jan
Bearish
21 Jan (35.2000%)
Bearish
21 Jan (50.0000%)
Bullish
21 Jan (61.1670%)
Bullish
21 Jan (67.4699%)
Bullish
21 Jan (67.5090%)
Bearish (>-0)
21 Jan (30.1887%)
Bullish (>0.02)
21 Jan (38.0531%)
L6T
$0.36-0.0120 Jan
Bullish
21 Jan (79.7819%)
P05
$0.66+0.0320 Jan
Bullish
21 Jan (41.7412%)
Bearish
21 Jan (55.9531%)
NR7
$0.44-0.0120 Jan
Bearish
21 Jan (69.0370%)
S58
$2.27+0.0320 Jan
Bullish
21 Jan (40.5731%)
Bearish
21 Jan (50.7740%)
Bearish
21 Jan (54.7200%)
Bearish
21 Jan (57.5517%)
Bearish
21 Jan (61.9551%)
Bearish (>-0)
21 Jan (34.6232%)
Bearish (>0.03)
21 Jan (38.8889%)
S08
$0.96-0.0220 Jan
Bearish
21 Jan (48.8636%)
OV8
$0.48+0.0120 Jan
Bearish
21 Jan (64.5161%)
Bearish
21 Jan (71.1111%)
Bearish (>-0)
21 Jan (68.7500%)
Bearish (>0.01)
21 Jan (56.2500%)
S53
$1.73+0.0020 Jan
Bullish
21 Jan (49.5610%)
Bullish
21 Jan (56.0000%)
Bullish
21 Jan (61.4173%)
Bullish (>0.02)
21 Jan (47.2527%)
S24
$0.48+0.0120 Jan
Bearish
21 Jan (61.7052%)
A7S
$0.50+0.0020 Jan
Bullish (>0.02)
21 Jan (38.9549%)
T03
$0.85+0.0020 Jan
Bullish
21 Jan (42.2583%)
Bullish
21 Jan (58.1792%)
Bullish
21 Jan (67.5279%)
Y92
$0.26+0.0020 Jan
Bullish (>0.01)
21 Jan (63.1579%)
J7X
$0.69+0.0120 Jan
Bearish
21 Jan (40.7311%)
Bearish
21 Jan (54.3779%)
Bullish
21 Jan (60.8696%)
Bearish
21 Jan (71.1019%)
T24
$0.28+0.0020 Jan
U10
$1.58+0.0120 Jan
Bearish
21 Jan (46.2946%)
Bearish
21 Jan (56.8507%)
Bearish
21 Jan (64.9706%)
Bearish
21 Jan (69.7068%)
Bearish (>-0)
21 Jan (41.2281%)
U14
$4.17+0.0820 Jan
Bearish
21 Jan (50.0644%)
Bullish
21 Jan (56.4128%)
Bearish
21 Jan (63.4204%)
Bullish
21 Jan (65.4578%)
C3T
$0.13+0.0020 Jan
U04
$2.02+0.0420 Jan
Bearish
21 Jan (50.8604%)
Bearish
21 Jan (60.6713%)
Bearish
21 Jan (63.7588%)
Bullish
21 Jan (67.8261%)
Bearish
21 Jan (74.8027%)
Bullish (>0.02)
21 Jan (49.3469%)
U19
$0.34+0.0020 Jan
Bullish
21 Jan (55.9194%)
Bullish
21 Jan (74.6032%)
V03
$6.80+0.1720 Jan
Bearish
21 Jan (47.9240%)
Bearish
21 Jan (54.4065%)
Bullish
21 Jan (66.4093%)
W05
$1.06+0.0420 Jan
Bearish
21 Jan (44.9594%)
Bearish
21 Jan (65.8695%)
Bullish
21 Jan (72.0874%)
Bearish (>-0)
21 Jan (33.1754%)
Bullish (>0.03)
21 Jan (47.3077%)
BS6
$1.07+0.0320 Jan
Bearish
21 Jan (42.7128%)
Bullish
21 Jan (53.6082%)
Bearish
21 Jan (60.2299%)
Bearish (>0.03)
21 Jan (56.0647%)
Z25
$1.18+0.0620 Jan
Bearish
21 Jan (46.9579%)
Bearish
21 Jan (57.2093%)
Bearish
21 Jan (58.9595%)
Bearish
21 Jan (66.0106%)
Bearish
21 Jan (69.6578%)
Bearish (>-0)
21 Jan (32.0792%)
5DM
$0.30+0.0120 Jan
Bearish
21 Jan (70.0291%)
Bearish
21 Jan (71.5084%)
Y02
$0.24+0.0120 Jan
AJ1
$2.27+0.0720 Jan
Bearish
21 Jan (54.6521%)
Bearish
21 Jan (64.4359%)
Bearish
21 Jan (68.2828%)
Bullish
21 Jan (74.5494%)
Bearish (>-0)
21 Jan (25.4473%)
J85
$1.66+0.0420 Jan
Bullish
21 Jan (46.4320%)
Bearish
21 Jan (57.7586%)
Bearish
21 Jan (64.4592%)
Bullish
21 Jan (66.5037%)
Bullish
21 Jan (68.0062%)
Bearish (>-0)
21 Jan (32.7416%)

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