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

Wednesday, January 25, 2012

Jan 26, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.24+0.2525 Jan
Bearish
26 Jan (43.1188%)
Bullish
26 Jan (61.1459%)
Bearish
26 Jan (58.0645%)
Bearish
26 Jan (65.3482%)
Bearish
26 Jan (65.9294%)
Bearish (>-0)
26 Jan (30.1565%)
G13
$1.64+0.0325 Jan
Bullish
26 Jan (43.6321%)
Bearish
26 Jan (49.8423%)
Bearish
26 Jan (61.3260%)
Bearish
26 Jan (67.5615%)
Bullish (>0.03)
26 Jan (48.9011%)
Bearish (>0.01)
26 Jan (55.0933%)
C31
$2.58+0.0525 Jan
Bearish
26 Jan (45.0065%)
Bearish
26 Jan (53.7143%)
Bearish
26 Jan (61.7831%)
Bearish
26 Jan (67.5947%)
Bearish
26 Jan (68.8822%)
Bearish (>-0)
26 Jan (30.6477%)
C38U
$1.75+0.0120 Jan
Bearish
21 Jan (49.2872%)
Bearish
21 Jan (61.5730%)
Bearish
21 Jan (76.1905%)
Bearish (>-0)
21 Jan (40.9091%)
C09
$10.11+0.3525 Jan
Bearish
26 Jan (49.9542%)
Bullish
26 Jan (58.0236%)
Bearish
26 Jan (58.6252%)
Bearish
26 Jan (66.6972%)
Bullish
26 Jan (68.2684%)
Bearish (>-0)
26 Jan (28.5714%)
Bullish (>0.2)
26 Jan (39.0144%)
C52
$1.45+0.0025 Jan
Bullish
26 Jan (52.4887%)
Bearish
26 Jan (58.6488%)
Bearish
26 Jan (62.7697%)
F83
$1.18+0.0925 Jan
Bullish
26 Jan (49.1450%)
Bullish
26 Jan (54.1927%)
Bullish
26 Jan (62.2394%)
Bearish
26 Jan (69.1321%)
Bullish
26 Jan (71.6729%)
F99
$6.53+0.1125 Jan
Bearish
26 Jan (48.3839%)
Bullish
26 Jan (59.8841%)
Bearish
26 Jan (64.0553%)
Bearish
26 Jan (65.6357%)
E5H
$0.73-0.0125 Jan
Bearish
26 Jan (44.6701%)
Bearish
26 Jan (51.6854%)
H78
$5.25-0.0225 Jan
Bearish
26 Jan (45.4443%)
Bearish
26 Jan (53.7859%)
Bearish
26 Jan (63.9870%)
Bearish
26 Jan (65.1722%)
Bearish
26 Jan (68.2429%)
Bearish (>-0)
26 Jan (33.2871%)
C07
$50.11+0.2125 Jan
Bullish
26 Jan (60.2871%)
Bullish (>0.54)
26 Jan (45.9770%)
BN4
$10.69+0.1025 Jan
Bearish
26 Jan (46.3303%)
Bearish
26 Jan (60.2439%)
Bearish
26 Jan (63.7865%)
Bearish
26 Jan (71.8853%)
Bearish
26 Jan (76.7519%)
Bullish (>0.29)
26 Jan (42.5532%)
Bullish (>0.2)
26 Jan (32.9204%)
N03
$1.33+0.0525 Jan
Bearish
26 Jan (46.1458%)
Bullish
26 Jan (59.0209%)
Bearish
26 Jan (59.1680%)
Bearish (>-0)
26 Jan (29.4118%)
Bullish (>0.06)
26 Jan (47.5162%)
N21
$1.36+0.0725 Jan
Bullish
26 Jan (47.5442%)
Bullish
26 Jan (63.5468%)
Bearish
26 Jan (61.8026%)
Bearish
26 Jan (64.4015%)
Bearish (>-0)
26 Jan (29.3103%)
O39
$8.49+0.2225 Jan
Bearish
26 Jan (48.1448%)
Bearish
26 Jan (55.3209%)
Bearish
26 Jan (59.5784%)
Bearish
26 Jan (62.5056%)
Bearish
26 Jan (65.8363%)
Bearish (>-0)
26 Jan (33.7349%)
U96
$4.75+0.1725 Jan
Bearish
26 Jan (43.7370%)
Bearish
26 Jan (52.1155%)
Bearish
26 Jan (62.9327%)
Bearish
26 Jan (65.7652%)
Bearish
26 Jan (70.8209%)
Bearish (>0.06)
26 Jan (61.6959%)
S51
$4.92+0.1725 Jan
Bearish
26 Jan (44.7236%)
Bearish
26 Jan (56.3356%)
Bearish
26 Jan (69.8772%)
Bullish
26 Jan (71.5177%)
Bearish (>-0)
26 Jan (27.4914%)
S59
$3.37+0.0225 Jan
Bullish
26 Jan (44.4936%)
Bullish
26 Jan (56.1056%)
Bearish
26 Jan (61.7440%)
Bullish
26 Jan (72.2045%)
C6L
$11.00+0.2125 Jan
Bearish
26 Jan (48.9594%)
Bullish
26 Jan (60.3634%)
Bearish
26 Jan (63.5314%)
Bearish
26 Jan (65.0117%)
Bearish (>0.2)
26 Jan (45.4023%)
Z74
$3.03-0.0225 Jan
Bullish
26 Jan (44.7581%)
Bullish
26 Jan (54.2184%)
Bullish
26 Jan (59.7199%)
Bearish
26 Jan (62.5879%)
Bullish
26 Jan (67.6175%)
S68
$6.50+0.0825 Jan
Bearish
26 Jan (46.9407%)
Bearish
26 Jan (62.7687%)
Bearish
26 Jan (65.9384%)
Bearish
26 Jan (67.7940%)
Bearish (>-0)
26 Jan (33.7922%)
Bearish (>0.08)
26 Jan (65.1786%)
T39
$3.67+0.0325 Jan
Bullish
26 Jan (47.4026%)
Bullish
26 Jan (55.7634%)
Bearish
26 Jan (58.3391%)
Bullish
26 Jan (66.4005%)
CC3
$2.73-0.0325 Jan
Bullish
26 Jan (50.8554%)
Bullish
26 Jan (57.2019%)
Bullish
26 Jan (61.1910%)
Bullish
26 Jan (67.5908%)
Bullish
26 Jan (70.3567%)
Bearish (>-0)
26 Jan (35.9551%)
S63
$2.85+0.0125 Jan
Bullish
26 Jan (48.2514%)
Bearish
26 Jan (55.7754%)
Bullish
26 Jan (59.5799%)
Bearish
26 Jan (65.7319%)
Bearish (>0.03)
26 Jan (50.2582%)
MS7
$1.47+0.0625 Jan
Bearish
26 Jan (42.7586%)
Bullish
26 Jan (58.9744%)
Bullish (>0.05)
26 Jan (23.8806%)
AK3
$0.60+0.0325 Jan
Bullish
26 Jan (64.9289%)
Bullish
26 Jan (67.0245%)
U11
$17.40+0.4425 Jan
Bearish
26 Jan (50.3660%)
Bullish
26 Jan (62.6880%)
Bearish
26 Jan (61.1702%)
Bearish
26 Jan (63.1667%)
Bearish
26 Jan (67.5347%)
Bearish (>-0)
26 Jan (34.8485%)
Bearish (>0.22)
26 Jan (50.5960%)
JS8
$1.31+0.0125 Jan
Bullish
26 Jan (40.0000%)
Bullish
26 Jan (50.2370%)
Bearish
26 Jan (66.0508%)
Bullish
26 Jan (60.4278%)
Bearish
26 Jan (75.8893%)
Bullish (>0.04)
26 Jan (37.8641%)
MC0
$1.94+0.0525 Jan
Bullish
26 Jan (46.8619%)
Bearish
26 Jan (59.7786%)
Bearish
26 Jan (68.4746%)
Bearish
26 Jan (70.1639%)
Bearish (>-0)
26 Jan (36.5385%)
Bearish (>0.03)
26 Jan (42.1053%)
F34
$5.40+0.0925 Jan
Bearish
26 Jan (47.4641%)
Bullish
26 Jan (61.5927%)
Bullish
26 Jan (66.9333%)
Bearish
26 Jan (67.6285%)
Bearish
26 Jan (70.3774%)
Bearish (>-0)
26 Jan (28.2098%)
O32
$2.64+0.1725 Jan
Bearish
26 Jan (40.4092%)
Bearish
26 Jan (53.9661%)
Bearish
26 Jan (58.8542%)
Bearish
26 Jan (65.3491%)
Bearish
26 Jan (64.8221%)
Bearish (>-0)
26 Jan (29.7436%)
Bearish (>0.06)
26 Jan (60.9808%)
F10
$0.30+0.0125 Jan
5IG
$0.29+0.0125 Jan
5IM
$0.12+0.0025 Jan
Bearish (>-0)
26 Jan (73.5336%)
600
$1.36+0.0025 Jan
Bearish (>-0)
26 Jan (37.8571%)
Z59
$0.28+0.0225 Jan
Bullish
26 Jan (69.5312%)
Bullish
26 Jan (73.0496%)
Bullish (>0.02)
26 Jan (66.1765%)
Bearish (>0.01)
26 Jan (59.8131%)
558
$0.48+0.0225 Jan
Bullish
26 Jan (39.9417%)
Bullish
26 Jan (53.8776%)
Bearish
26 Jan (61.6175%)
Bearish (>0.01)
26 Jan (54.5665%)
M1P
$0.69+0.0125 Jan
Bullish (>0.02)
26 Jan (54.7619%)
5GJ
$0.36+0.0225 Jan
Bearish
26 Jan (67.5737%)
Bearish
26 Jan (70.6587%)
Bearish (>-0)
26 Jan (50.0888%)
B20
$1.58+0.0025 Jan
Bearish
26 Jan (36.8421%)
Bearish
26 Jan (46.5409%)
Bullish
26 Jan (61.1913%)
Bullish (>0.02)
26 Jan (38.5593%)
B69
$0.30-0.0125 Jan
Bearish
26 Jan (42.3267%)
Bullish
26 Jan (66.8224%)
Bearish
26 Jan (69.1660%)
Bullish (>0.02)
26 Jan (52.1341%)
G92
$1.16+0.0425 Jan
Bearish
26 Jan (41.8535%)
Bullish
26 Jan (56.4372%)
Bearish
26 Jan (61.9625%)
Bullish
26 Jan (70.1646%)
Bearish
26 Jan (70.6388%)
K2N
$0.95+0.0225 Jan
Bearish
26 Jan (43.4783%)
Bullish
26 Jan (49.6732%)
Bearish
26 Jan (66.4921%)
Bearish
26 Jan (71.1957%)
C29
$0.43+0.0225 Jan
5ME
$0.72+0.0225 Jan
Bearish
26 Jan (34.7003%)
Bearish
26 Jan (70.6223%)
5DN
$1.04+0.0325 Jan
Bearish
26 Jan (56.2681%)
Bearish
26 Jan (62.1444%)
Bearish
26 Jan (66.6667%)
Bearish
26 Jan (70.2647%)
Bearish (>-0)
26 Jan (37.2771%)
EB5
$1.61-0.0125 Jan
Bearish
26 Jan (43.1703%)
Bullish
26 Jan (52.8594%)
H22
$1.72+0.0325 Jan
Bullish
26 Jan (46.0488%)
Bullish
26 Jan (53.3214%)
Bearish
26 Jan (65.1163%)
Bearish
26 Jan (71.5496%)
Bullish
26 Jan (69.0334%)
Bullish (>0.06)
26 Jan (41.9401%)
Bullish (>0.04)
26 Jan (40.8813%)
J36
$52.99+0.9925 Jan
Bearish
26 Jan (53.6415%)
Bearish
26 Jan (58.3187%)
Bullish
26 Jan (64.6611%)
Bearish
26 Jan (65.2720%)
Bearish
26 Jan (66.3312%)
Bearish (>0.05)
26 Jan (31.5232%)
Bearish (>0.4)
26 Jan (57.3466%)
J37
$31.15+0.2725 Jan
Bearish
26 Jan (51.2627%)
Bearish
26 Jan (58.9686%)
Bearish
26 Jan (63.3703%)
Bullish
26 Jan (67.4089%)
Bearish
26 Jan (69.1188%)
Bullish (>0.34)
26 Jan (48.8152%)
Bearish (>0.2)
26 Jan (57.8199%)
K17
$2.87+0.1725 Jan
Bearish
26 Jan (50.0000%)
Bearish
26 Jan (58.9499%)
Bullish
26 Jan (63.8628%)
Bearish
26 Jan (73.7071%)
Bearish
26 Jan (76.0730%)
B2F
$2.45+0.0125 Jan
Bearish
26 Jan (46.2141%)
Bearish
26 Jan (53.0295%)
Bearish
26 Jan (54.2066%)
Bearish
26 Jan (58.3800%)
Bullish
26 Jan (69.6449%)
MV4
$0.51+0.0125 Jan
Bearish
26 Jan (60.4878%)
Bearish
26 Jan (72.2022%)
5EN
$0.38+0.0225 Jan
Bearish
26 Jan (70.2703%)
Bearish (>-0)
26 Jan (58.5209%)
O23
$1.26+0.0425 Jan
Bearish
26 Jan (41.4286%)
Bearish
26 Jan (53.0139%)
Bearish
26 Jan (59.0751%)
Bearish
26 Jan (64.5549%)
Bullish
26 Jan (74.5823%)
Bearish (>-0)
26 Jan (51.6402%)
Bearish (>0.02)
26 Jan (54.3235%)
P11
$0.22+0.0125 Jan
O9E
$1.45-0.0325 Jan
Bearish
26 Jan (50.0000%)
IX2
$0.76+0.0225 Jan
Bearish
26 Jan (35.2000%)
Bearish
26 Jan (50.0000%)
Bullish (>0.03)
26 Jan (33.0275%)
Bullish (>0.02)
26 Jan (38.0531%)
L6T
$0.38+0.0125 Jan
Bullish
26 Jan (82.5306%)
P05
$0.66+0.0025 Jan
Bearish
26 Jan (55.9531%)
NR7
$0.44+0.0125 Jan
Bearish
26 Jan (69.0370%)
S58
$2.32+0.0525 Jan
Bearish
26 Jan (42.3500%)
Bearish
26 Jan (50.7740%)
Bearish
26 Jan (54.7200%)
Bearish
26 Jan (57.5517%)
Bearish
26 Jan (61.9551%)
Bearish (>-0)
26 Jan (34.6232%)
Bearish (>0.03)
26 Jan (38.8889%)
S08
$0.96+0.0225 Jan
Bearish (>0.01)
26 Jan (54.9451%)
OV8
$0.48+0.0125 Jan
Bearish
26 Jan (64.5161%)
Bearish (>-0)
26 Jan (68.7500%)
S53
$1.74+0.0125 Jan
Bullish
26 Jan (56.0000%)
Bullish
26 Jan (61.4173%)
S24
$0.48-0.0125 Jan
Bearish
26 Jan (41.8265%)
Bearish
26 Jan (61.7052%)
A7S
$0.53+0.0325 Jan
Bearish
26 Jan (51.5050%)
Bullish
26 Jan (58.6260%)
Bullish (>0.02)
26 Jan (38.9549%)
Bullish (>0.01)
26 Jan (40.4819%)
T03
$0.86+0.0125 Jan
Bearish
26 Jan (61.3126%)
Y92
$0.27+0.0125 Jan
Bearish (>-0)
26 Jan (60.6870%)
J7X
$0.74+0.0525 Jan
Bullish
26 Jan (40.5594%)
Bullish
26 Jan (60.8696%)
Bullish
26 Jan (67.2566%)
Bearish
26 Jan (71.1019%)
Bullish (>0.04)
26 Jan (39.0625%)
Bearish (>0.03)
26 Jan (57.6471%)
T24
$0.29+0.0125 Jan
U10
$1.60+0.0225 Jan
Bearish
26 Jan (46.2946%)
Bearish
26 Jan (56.8507%)
Bearish
26 Jan (64.9706%)
Bearish
26 Jan (69.7068%)
Bearish
26 Jan (72.9940%)
U14
$4.26+0.0925 Jan
Bearish
26 Jan (50.0644%)
Bearish
26 Jan (57.8298%)
Bullish
26 Jan (60.9023%)
Bearish
26 Jan (67.8910%)
Bearish
26 Jan (70.8876%)
C3T
$0.14+0.0125 Jan
Bearish
26 Jan (64.8649%)
Bearish (>-0)
26 Jan (39.7626%)
U04
$2.04+0.0225 Jan
Bullish
26 Jan (41.4587%)
Bearish
26 Jan (60.6713%)
Bearish
26 Jan (63.7588%)
Bullish
26 Jan (67.8261%)
Bearish
26 Jan (74.8027%)
Bullish (>0.02)
26 Jan (49.3469%)
U19
$0.35+0.0125 Jan
Bullish
26 Jan (55.9194%)
V03
$7.07+0.2725 Jan
Bearish
26 Jan (47.9240%)
Bearish
26 Jan (54.4065%)
Bullish
26 Jan (66.4093%)
W05
$1.11+0.0525 Jan
Bearish
26 Jan (44.9594%)
Bullish
26 Jan (62.4260%)
Bearish
26 Jan (65.8695%)
Bearish
26 Jan (69.9533%)
Bearish (>-0)
26 Jan (33.1754%)
Bullish (>0.03)
26 Jan (47.3077%)
BS6
$1.12+0.0525 Jan
Bearish
26 Jan (42.7128%)
Bearish
26 Jan (51.2290%)
Bearish
26 Jan (60.2299%)
Bullish
26 Jan (65.1751%)
Bullish
26 Jan (71.2909%)
Bearish (>-0)
26 Jan (41.1594%)
Z25
$1.21+0.0325 Jan
Bearish
26 Jan (46.9579%)
Bearish
26 Jan (57.2093%)
Bearish
26 Jan (58.9595%)
Bearish
26 Jan (66.0106%)
Bearish
26 Jan (69.6578%)
Bearish (>-0)
26 Jan (32.0792%)
5DM
$0.33+0.0425 Jan
Bearish
26 Jan (43.6879%)
Bearish
26 Jan (57.3913%)
Bullish
26 Jan (81.5928%)
Bearish
26 Jan (70.0291%)
Bearish (>-0)
26 Jan (55.1913%)
Y02
$0.24+0.0025 Jan
Bearish (>0.01)
26 Jan (57.9560%)
AJ1
$2.35+0.0825 Jan
Bullish
26 Jan (51.7159%)
Bearish
26 Jan (54.6521%)
Bearish
26 Jan (64.4359%)
Bullish
26 Jan (70.0422%)
Bearish
26 Jan (71.9397%)
Bearish (>-0)
26 Jan (25.4473%)
J85
$1.64-0.0125 Jan
Bullish
26 Jan (46.4320%)
Bullish
26 Jan (56.8345%)
Bullish
26 Jan (61.7774%)
Bullish
26 Jan (68.0062%)
Bearish (>-0)
26 Jan (32.7416%)
Bearish (>0.03)
26 Jan (55.1020%)

No comments:

Post a Comment