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

Sunday, March 18, 2012

Mar 20, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE1-Day Sentiment3-Day Sentiment
D05
$14.31-0.0616 Mar
Bullish
17 Mar (51.3608%)
Bearish
17 Mar (52.9511%)
Bearish
17 Mar (57.4170%)
Bearish (>-0)
17 Mar (25.8303%)
G13
$1.65+0.0116 Mar
Bullish
17 Mar (43.0288%)
Bullish
17 Mar (49.0786%)
Bearish
17 Mar (55.8904%)
Bullish (>0.03)
17 Mar (48.7374%)
Bullish (>0.02)
17 Mar (44.0217%)
C31
$3.07+0.0116 Mar
Bearish
17 Mar (42.3873%)
Bearish
17 Mar (51.3716%)
Bearish
17 Mar (55.7283%)
Bearish (>-0)
17 Mar (25.9542%)
C38U
$1.75-0.0416 Mar
Bullish
17 Mar (45.1282%)
Bullish
17 Mar (53.0539%)
Bullish
17 Mar (57.6813%)
C09
$11.29+0.0716 Mar
Bearish
17 Mar (46.6441%)
Bearish
17 Mar (56.0634%)
Bearish
17 Mar (58.1375%)
Bearish (>-0)
17 Mar (27.4510%)
Bullish (>0.2)
17 Mar (35.2941%)
C52
$1.51+0.0116 Mar
Bearish
17 Mar (45.9877%)
Bullish
17 Mar (51.3784%)
F83
$1.21+0.0316 Mar
Bullish
17 Mar (47.4496%)
Bearish
17 Mar (52.7828%)
Bearish
17 Mar (59.5186%)
F99
$6.68-0.0716 Mar
Bullish
17 Mar (49.6170%)
Bullish
17 Mar (54.6468%)
Bearish
17 Mar (56.7948%)
Bullish (>0.1)
17 Mar (28.6908%)
E5H
$0.75+0.0016 Mar
Bearish (>0.02)
17 Mar (36.1493%)
H78
$5.65-0.1116 Mar
Bearish
17 Mar (46.8382%)
Bullish
17 Mar (54.6512%)
Bearish
17 Mar (56.6717%)
Bullish (>0.09)
17 Mar (40.4669%)
C07
$47.50-1.4016 Mar
Bullish
17 Mar (52.6654%)
Bearish
17 Mar (50.7359%)
Bullish
17 Mar (64.5361%)
Bullish (>0.56)
17 Mar (46.5839%)
BN4
$11.00+0.0216 Mar
Bearish
17 Mar (45.6432%)
Bearish
17 Mar (52.8105%)
Bearish
17 Mar (60.8496%)
Bullish (>0.28)
17 Mar (33.2094%)
Bullish (>0.2)
17 Mar (30.6473%)
N03
$1.46+0.0216 Mar
Bearish
17 Mar (43.9753%)
Bearish
17 Mar (50.2177%)
Bearish (>-0)
17 Mar (29.9722%)
N21
$1.42+0.0016 Mar
Bearish
17 Mar (42.5365%)
Bullish
17 Mar (54.7995%)
Bullish
17 Mar (62.7923%)
Bearish (>-0)
17 Mar (27.4964%)
O39
$9.00+0.0616 Mar
Bearish
17 Mar (48.4290%)
Bearish
17 Mar (53.5755%)
Bearish
17 Mar (53.8002%)
U96
$5.23-0.0216 Mar
Bearish
17 Mar (47.5261%)
Bearish
17 Mar (52.8782%)
Bullish
17 Mar (59.4818%)
Bearish (>0.05)
17 Mar (48.9552%)
S51
$5.36+0.0216 Mar
Bullish
17 Mar (50.0000%)
Bullish
17 Mar (57.5517%)
Bearish
17 Mar (57.3655%)
Bearish (>-0)
17 Mar (24.6675%)
Bearish (>0.09)
17 Mar (48.1605%)
S59
$4.07+0.0316 Mar
Bearish
17 Mar (42.4242%)
Bearish
17 Mar (50.9637%)
Bearish
17 Mar (55.4085%)
Bearish (>0.04)
17 Mar (35.4628%)
C6L
$11.01+0.0116 Mar
Bearish
17 Mar (49.3198%)
Bearish
17 Mar (54.2841%)
Bearish
17 Mar (54.3869%)
Z74
$3.12-0.0116 Mar
Bullish
17 Mar (44.9322%)
Bearish
17 Mar (50.9861%)
Bearish
17 Mar (55.2433%)
S68
$7.13+0.0516 Mar
Bullish
17 Mar (48.1452%)
Bearish
17 Mar (51.7422%)
Bearish
17 Mar (54.5388%)
Bearish (>-0)
17 Mar (31.8584%)
T39
$3.84+0.0016 Mar
Bearish
17 Mar (50.8772%)
Bullish
17 Mar (56.6598%)
CC3
$3.05-0.0416 Mar
Bearish
17 Mar (46.3497%)
Bearish
17 Mar (52.0214%)
Bearish
17 Mar (56.4740%)
S63
$3.13-0.0116 Mar
Bullish
17 Mar (46.3460%)
Bearish
17 Mar (58.3390%)
MS7
$1.77+0.0316 Mar
Bearish
17 Mar (38.4106%)
Bearish
17 Mar (56.2874%)
AK3
$0.69+0.0216 Mar
Bullish
17 Mar (52.7672%)
U11
$18.55+0.0516 Mar
Bullish
17 Mar (52.0484%)
Bearish
17 Mar (51.9278%)
Bearish
17 Mar (57.2549%)
JS8
$1.64+0.0116 Mar
Bearish
17 Mar (45.9627%)
Bearish
17 Mar (59.8131%)
Bullish
17 Mar (51.7172%)
Bullish (>0.03)
17 Mar (31.3725%)
MC0
$2.19-0.0216 Mar
Bearish
17 Mar (49.8246%)
Bearish
17 Mar (53.9474%)
Bullish (>0.05)
17 Mar (26.4463%)
Bullish (>0.04)
17 Mar (36.0902%)
F34
$4.94-0.0216 Mar
Bullish
17 Mar (52.4042%)
Bearish
17 Mar (49.5397%)
Bullish
17 Mar (61.4141%)
Bearish (>-0)
17 Mar (26.0870%)
O32
$2.35+0.0216 Mar
Bullish
17 Mar (49.7597%)
Bearish
17 Mar (50.2611%)
Bearish
17 Mar (55.6833%)
F10
$0.34+0.0016 Mar
5IG
$0.31+0.0016 Mar
Bearish (>-0)
17 Mar (73.2804%)
5IM
$0.14+0.0016 Mar
600
$1.51+0.0116 Mar
Bearish
17 Mar (38.2228%)
Bullish
17 Mar (57.1523%)
Z59
$0.46+0.0016 Mar
Bearish
17 Mar (56.0000%)
Bullish (>0.02)
17 Mar (55.3435%)
Bearish (>0.01)
17 Mar (57.5835%)
558
$0.48+0.0116 Mar
M1P
$0.74+0.0316 Mar
Bearish
17 Mar (49.5935%)
Bullish
17 Mar (67.1141%)
Bearish (>-0)
17 Mar (36.1111%)
5GJ
$0.38+0.0116 Mar
Bullish (>0.02)
17 Mar (46.4646%)
B20
$1.49+0.0016 Mar
Bearish
17 Mar (33.2026%)
Bearish
17 Mar (44.2652%)
B69
$0.46+0.0016 Mar
Bullish
17 Mar (47.8992%)
Bearish
17 Mar (49.7561%)
Bullish
17 Mar (63.8095%)
G92
$1.20-0.0116 Mar
Bullish
17 Mar (50.7205%)
Bullish
17 Mar (58.9235%)
K2N
$1.01+0.0316 Mar
Bullish
17 Mar (47.5000%)
Bullish
17 Mar (52.3810%)
Bullish (>0.04)
17 Mar (33.5404%)
Bullish (>0.03)
17 Mar (38.2716%)
C29
$0.50+0.0016 Mar
Bearish (>0.01)
17 Mar (53.7014%)
5ME
$0.90+0.0216 Mar
Bullish
17 Mar (41.5301%)
Bearish
17 Mar (48.9703%)
Bearish
17 Mar (53.5922%)
Bearish (>0.02)
17 Mar (47.1299%)
5DN
$1.12+0.0016 Mar
Bearish
17 Mar (52.0986%)
Bearish (>-0)
17 Mar (42.2053%)
EB5
$1.89+0.0116 Mar
Bearish
17 Mar (40.1254%)
Bearish
17 Mar (49.8973%)
Bearish
17 Mar (50.3784%)
H22
$2.03+0.0316 Mar
Bearish
17 Mar (43.2757%)
Bullish
17 Mar (49.9592%)
Bullish
17 Mar (55.7404%)
Bullish (>0.04)
17 Mar (36.6544%)
J36
$51.20-1.7516 Mar
Bullish
17 Mar (54.1224%)
Bullish
17 Mar (62.9390%)
Bullish
17 Mar (63.5559%)
Bullish (>0.74)
17 Mar (42.9936%)
Bearish (>0.4)
17 Mar (50.7645%)
J37
$31.70-0.9316 Mar
Bearish
17 Mar (50.6561%)
Bearish
17 Mar (56.4431%)
Bearish
17 Mar (61.6505%)
Bearish (>0.02)
17 Mar (28.3688%)
Bullish (>0.22)
17 Mar (49.9376%)
K17
$3.54-0.0116 Mar
Bullish
17 Mar (49.4170%)
Bullish
17 Mar (54.7344%)
Bullish
17 Mar (58.1974%)
B2F
$2.49-0.0216 Mar
Bullish
17 Mar (54.8580%)
Bearish
17 Mar (50.3639%)
Bearish (>0.02)
17 Mar (35.9684%)
MV4
$0.52+0.0016 Mar
Bullish
17 Mar (39.3162%)
5EN
$0.40+0.0116 Mar
Bearish (>-0)
17 Mar (49.6863%)
O23
$1.20+0.0216 Mar
Bearish
17 Mar (47.0499%)
Bearish (>-0)
17 Mar (51.5021%)
P11
$0.18-0.0216 Mar
O9E
$1.50+0.1016 Mar
Bearish
17 Mar (36.1111%)
Bullish
17 Mar (51.0638%)
Bearish
17 Mar (54.3210%)
IX2
$0.76+0.0116 Mar
Bullish
17 Mar (43.4409%)
L6T
$0.47+0.0316 Mar
P05
$0.61+0.0116 Mar
Bullish
17 Mar (54.6109%)
NR7
$0.49+0.0216 Mar
Bullish (>0.02)
17 Mar (45.3488%)
S58
$2.48+0.0616 Mar
Bullish
17 Mar (43.3638%)
Bearish
17 Mar (46.3270%)
Bearish
17 Mar (50.2509%)
Bullish (>0.04)
17 Mar (31.7500%)
Bearish (>0.03)
17 Mar (30.4531%)
S08
$0.98+0.0016 Mar
OV8
$0.49+0.0016 Mar
Bearish
17 Mar (53.8462%)
Bearish (>-0)
17 Mar (55.0000%)
Bullish (>0.01)
17 Mar (42.8571%)
S53
$1.73-0.0116 Mar
S24
$0.54+0.0716 Mar
Bearish
17 Mar (41.9447%)
Bearish
17 Mar (55.4770%)
Bullish
17 Mar (47.7074%)
Bullish (>0.04)
17 Mar (32.6207%)
Bullish (>0.03)
17 Mar (30.5514%)
A7S
$0.40+0.0316 Mar
Bullish
17 Mar (42.4242%)
Bullish
17 Mar (51.0433%)
Bullish (>0.02)
17 Mar (34.9673%)
Bullish (>0.01)
17 Mar (34.6095%)
T03
$0.92+0.0216 Mar
Bullish
17 Mar (39.6970%)
Bullish
17 Mar (46.8148%)
Bullish
17 Mar (51.9512%)
Bullish (>0.03)
17 Mar (50.3268%)
Bullish (>0.02)
17 Mar (40.7166%)
Y92
$0.31-0.0116 Mar
Bearish (>-0)
17 Mar (66.9623%)
Bearish (>-0)
17 Mar (51.6746%)
J7X
$0.79+0.0016 Mar
Bearish
17 Mar (49.3776%)
Bearish
17 Mar (54.9020%)
T24
$0.29+0.0016 Mar
U10
$1.68+0.0116 Mar
Bearish
17 Mar (46.3519%)
Bearish
17 Mar (54.6992%)
Bullish
17 Mar (54.2021%)
Bearish (>-0)
17 Mar (35.8621%)
U14
$4.77+0.0616 Mar
Bullish
17 Mar (46.2217%)
Bullish
17 Mar (53.7549%)
Bearish
17 Mar (55.4622%)
Bearish (>-0)
17 Mar (28.2051%)
C3T
$0.20+0.0016 Mar
U04
$2.41+0.0016 Mar
Bullish
17 Mar (43.9922%)
Bullish
17 Mar (50.9306%)
Bearish
17 Mar (58.5334%)
U19
$0.34-0.0116 Mar
V03
$8.80-0.1016 Mar
Bearish
17 Mar (47.6672%)
Bullish
17 Mar (56.4226%)
Bullish
17 Mar (60.6383%)
W05
$1.29+0.0116 Mar
Bearish
17 Mar (43.0987%)
Bearish
17 Mar (55.5397%)
Bearish (>-0)
17 Mar (32.2404%)
Bearish (>0.03)
17 Mar (50.7463%)
BS6
$1.39+0.0216 Mar
Bullish
17 Mar (47.0135%)
Bearish
17 Mar (47.5446%)
Bearish
17 Mar (56.3636%)
Bearish (>0.03)
17 Mar (43.5606%)
Z25
$1.36+0.0216 Mar
Bullish
17 Mar (44.2886%)
Bearish
17 Mar (50.6276%)
Bullish
17 Mar (57.5124%)
5DM
$0.35+0.0016 Mar
Bullish
17 Mar (80.2488%)
Y02
$0.25+0.0016 Mar
AJ1
$2.47+0.0516 Mar
Bullish
17 Mar (52.5064%)
Bullish
17 Mar (59.7938%)
Bearish
17 Mar (54.7486%)
Bearish (>-0)
17 Mar (24.3373%)
J85
$1.76+0.0216 Mar
Bullish
17 Mar (51.9108%)
Posted by at 7:38 PM

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