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

Wednesday, March 21, 2012

Mar 23, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE1-Day Sentiment3-Day Sentiment
D05
$14.50+0.0321 Mar
Bearish
22 Mar (44.2972%)
Bearish
22 Mar (52.9511%)
Bullish
22 Mar (63.3412%)
G13
$1.63+0.0021 Mar
Bearish
22 Mar (33.3925%)
Bearish
22 Mar (45.1039%)
Bearish
22 Mar (55.8904%)
Bullish (>0.03)
22 Mar (48.7374%)
C31
$3.05+0.0021 Mar
Bearish
22 Mar (42.3873%)
Bearish
22 Mar (51.3716%)
Bearish (>-0)
22 Mar (25.9542%)
C38U
$1.77+0.0020 Mar
Bullish
21 Mar (53.0539%)
Bullish
21 Mar (57.6813%)
C09
$11.21-0.1121 Mar
Bullish
22 Mar (48.8563%)
Bearish
22 Mar (56.0634%)
Bearish
22 Mar (58.1375%)
Bearish (>-0)
22 Mar (27.4510%)
C52
$1.54+0.0321 Mar
Bearish
22 Mar (45.9877%)
Bullish
22 Mar (51.3784%)
Bearish
22 Mar (51.7898%)
Bullish (>0.03)
22 Mar (42.3901%)
F83
$1.18-0.0121 Mar
Bullish
22 Mar (47.4496%)
Bullish
22 Mar (52.2867%)
Bearish
22 Mar (59.5186%)
F99
$6.82+0.0321 Mar
Bearish
22 Mar (47.2076%)
Bearish
22 Mar (56.7948%)
Bullish (>0.12)
22 Mar (25.0811%)
Bullish (>0.1)
22 Mar (28.6908%)
E5H
$0.74+0.0021 Mar
Bearish
22 Mar (49.2411%)
Bearish (>0.02)
22 Mar (36.1493%)
H78
$5.67-0.0621 Mar
Bullish
22 Mar (49.6399%)
Bullish
22 Mar (54.6512%)
Bullish
22 Mar (60.0263%)
Bullish (>0.12)
22 Mar (39.2523%)
C07
$48.10+0.5021 Mar
Bearish
22 Mar (49.6760%)
Bullish
22 Mar (57.6790%)
Bearish
22 Mar (53.9836%)
Bullish (>0.56)
22 Mar (46.5839%)
Bearish (>0.3)
22 Mar (49.7577%)
BN4
$10.84-0.0621 Mar
Bearish
22 Mar (45.6432%)
Bullish
22 Mar (54.7091%)
Bullish
22 Mar (59.9874%)
Bullish (>0.28)
22 Mar (33.2094%)
Bullish (>0.2)
22 Mar (30.6473%)
N03
$1.38-0.0221 Mar
Bearish
22 Mar (43.9753%)
Bullish
22 Mar (56.4054%)
Bearish
22 Mar (55.5394%)
Bearish (>-0)
22 Mar (29.9722%)
N21
$1.40+0.0221 Mar
Bearish
22 Mar (42.5365%)
Bearish
22 Mar (48.3440%)
Bullish
22 Mar (62.7923%)
Bearish (>-0)
22 Mar (27.4964%)
O39
$8.96+0.0721 Mar
Bearish
22 Mar (48.4290%)
Bearish
22 Mar (53.5755%)
Bearish
22 Mar (53.8002%)
Bearish (>-0)
22 Mar (32.0086%)
U96
$5.21+0.0121 Mar
Bullish
22 Mar (51.5949%)
Bearish
22 Mar (52.8782%)
Bearish
22 Mar (57.6947%)
Bearish (>0.05)
22 Mar (48.9552%)
S51
$5.29+0.0021 Mar
Bearish
22 Mar (46.0094%)
Bullish
22 Mar (57.5517%)
Bullish
22 Mar (63.7115%)
Bearish (>-0)
22 Mar (24.6675%)
S59
$4.05+0.0021 Mar
Bearish
22 Mar (42.4242%)
Bullish
22 Mar (55.1471%)
Bullish
22 Mar (61.4578%)
C6L
$10.85-0.0421 Mar
Bullish
22 Mar (50.8440%)
Bullish
22 Mar (58.5347%)
Bullish
22 Mar (59.7844%)
Z74
$3.12+0.0121 Mar
Bearish
22 Mar (44.9817%)
Bearish
22 Mar (55.2433%)
S68
$7.03+0.0021 Mar
Bearish
22 Mar (46.4319%)
Bullish
22 Mar (53.4127%)
Bullish
22 Mar (59.6171%)
Bullish (>0.08)
22 Mar (45.1613%)
T39
$3.88+0.0121 Mar
Bullish
22 Mar (48.5961%)
Bearish
22 Mar (50.8772%)
Bearish
22 Mar (54.1816%)
CC3
$3.04-0.0421 Mar
Bearish
22 Mar (46.3497%)
Bearish
22 Mar (52.0214%)
Bearish
22 Mar (56.4740%)
S63
$3.17+0.0421 Mar
Bearish
22 Mar (51.7265%)
Bullish
22 Mar (55.3208%)
MS7
$1.78-0.0121 Mar
Bullish
22 Mar (59.0674%)
AK3
$0.68-0.0121 Mar
Bullish
22 Mar (50.2994%)
Bearish
22 Mar (52.8875%)
U11
$18.37+0.1421 Mar
Bearish
22 Mar (49.0958%)
Bullish
22 Mar (57.4906%)
Bullish
22 Mar (62.1343%)
Bullish (>0.3)
22 Mar (37.6879%)
Bearish (>0.22)
22 Mar (40.7809%)
JS8
$1.67-0.0321 Mar
Bullish
22 Mar (51.8182%)
Bullish
22 Mar (51.7172%)
Bullish (>0.04)
22 Mar (33.7165%)
Bullish (>0.03)
22 Mar (31.3725%)
MC0
$2.08-0.0421 Mar
Bullish
22 Mar (49.6403%)
Bullish
22 Mar (52.3438%)
F34
$4.91+0.0221 Mar
Bullish
22 Mar (52.4042%)
Bullish
22 Mar (57.5419%)
Bearish (>-0)
22 Mar (26.0870%)
O32
$2.33+0.0121 Mar
Bullish
22 Mar (49.7597%)
Bearish
22 Mar (50.2611%)
Bullish
22 Mar (60.0000%)
F10
$0.34+0.0021 Mar
Bearish (>0.01)
22 Mar (43.3488%)
5IG
$0.30-0.0121 Mar
5IM
$0.14+0.0021 Mar
Bearish (>-0)
22 Mar (63.6569%)
600
$1.49+0.0021 Mar
Bullish
22 Mar (48.0030%)
Bullish
22 Mar (53.5067%)
Bullish
22 Mar (57.1523%)
Bearish (>-0)
22 Mar (35.1351%)
Z59
$0.48-0.0121 Mar
Bullish
22 Mar (61.8557%)
Bullish
22 Mar (67.5090%)
Bearish
22 Mar (56.0000%)
Bullish (>0.02)
22 Mar (55.3435%)
Bearish (>0.01)
22 Mar (57.5835%)
558
$0.48+0.0121 Mar
Bullish
22 Mar (50.6747%)
M1P
$0.72-0.0121 Mar
Bearish
22 Mar (49.5935%)
Bearish
22 Mar (58.2524%)
Bearish (>-0)
22 Mar (36.1111%)
5GJ
$0.38-0.0121 Mar
B20
$1.49+0.0021 Mar
Bearish
22 Mar (33.2026%)
Bullish
22 Mar (49.8480%)
Bullish
22 Mar (57.1685%)
Bullish (>0.02)
22 Mar (33.5404%)
B69
$0.44-0.0121 Mar
Bearish
22 Mar (49.7561%)
Bullish
22 Mar (63.8095%)
G92
$1.18-0.0121 Mar
Bearish
22 Mar (42.0257%)
Bullish
22 Mar (58.9235%)
K2N
$1.02+0.0021 Mar
Bearish
22 Mar (43.0108%)
Bearish
22 Mar (51.2195%)
Bullish (>0.04)
22 Mar (33.5404%)
Bullish (>0.03)
22 Mar (38.2716%)
C29
$0.52+0.0121 Mar
Bullish
22 Mar (62.7986%)
5ME
$0.94-0.0021 Mar
Bearish
22 Mar (53.5922%)
Bearish (>0.02)
22 Mar (47.1299%)
5DN
$1.14+0.0221 Mar
Bearish
22 Mar (40.5427%)
Bearish
22 Mar (52.0986%)
Bearish
22 Mar (58.8832%)
EB5
$1.88+0.0121 Mar
Bearish
22 Mar (40.1254%)
Bearish
22 Mar (49.8973%)
Bearish
22 Mar (50.3784%)
Bullish (>0.04)
22 Mar (44.3243%)
Bearish (>0.02)
22 Mar (39.9027%)
H22
$1.98-0.0121 Mar
Bearish
22 Mar (53.0021%)
Bearish
22 Mar (62.0645%)
Bullish (>0.04)
22 Mar (36.6544%)
J36
$51.31-0.2921 Mar
Bullish
22 Mar (54.1224%)
Bullish
22 Mar (62.9390%)
Bullish
22 Mar (63.5559%)
Bullish (>0.74)
22 Mar (42.9936%)
J37
$32.34-0.0721 Mar
Bullish
22 Mar (51.4786%)
Bullish
22 Mar (58.1327%)
Bullish
22 Mar (61.2380%)
Bullish (>0.36)
22 Mar (45.0331%)
Bullish (>0.22)
22 Mar (49.9376%)
K17
$3.44-0.0121 Mar
Bullish
22 Mar (49.4170%)
Bullish
22 Mar (54.7344%)
Bearish
22 Mar (60.4811%)
Bearish (>-0)
22 Mar (25.2229%)
B2F
$2.49-0.0221 Mar
Bullish
22 Mar (47.1519%)
Bullish
22 Mar (59.7176%)
MV4
$0.52+0.0121 Mar
Bullish
22 Mar (39.3162%)
Bullish
22 Mar (41.5730%)
5EN
$0.38+0.0121 Mar
Bearish (>-0)
22 Mar (49.6863%)
O23
$1.30+0.0221 Mar
Bearish
22 Mar (39.0511%)
Bearish
22 Mar (47.0499%)
Bearish
22 Mar (51.7723%)
Bearish (>0.02)
22 Mar (46.3442%)
P11
$0.18-0.0021 Mar
O9E
$1.45+0.0021 Mar
Bearish
22 Mar (36.1111%)
Bullish
22 Mar (51.0638%)
Bullish
22 Mar (51.8519%)
Bullish (>0.04)
22 Mar (38.0952%)
Bullish (>0.04)
22 Mar (40.0000%)
IX2
$0.76+0.0121 Mar
Bullish
22 Mar (43.4409%)
Bullish (>0.03)
22 Mar (28.2528%)
L6T
$0.44-0.0121 Mar
Bearish
22 Mar (58.1105%)
Bullish
22 Mar (77.8842%)
P05
$0.59-0.0121 Mar
Bullish
22 Mar (39.4072%)
NR7
$0.47+0.0021 Mar
S58
$2.47-0.0121 Mar
Bullish
22 Mar (50.3374%)
Bullish
22 Mar (55.9230%)
Bearish (>-0)
22 Mar (29.6540%)
Bearish (>0.03)
22 Mar (30.4531%)
S08
$0.98-0.0121 Mar
OV8
$0.50+0.0121 Mar
Bullish (>0.01)
22 Mar (42.8571%)
S53
$1.74-0.0121 Mar
Bullish
22 Mar (45.0704%)
S24
$0.52-0.0221 Mar
Bullish
22 Mar (39.3144%)
Bullish
22 Mar (47.5510%)
Bullish
22 Mar (47.7074%)
Bullish (>0.03)
22 Mar (30.5514%)
A7S
$0.42+0.0121 Mar
Bullish
22 Mar (41.1003%)
Bullish (>0.02)
22 Mar (34.9673%)
Bullish (>0.01)
22 Mar (34.6095%)
T03
$0.93+0.0121 Mar
Y92
$0.32+0.0121 Mar
Bearish (>-0)
22 Mar (51.6746%)
J7X
$0.77+0.0021 Mar
Bearish
22 Mar (37.8378%)
Bullish
22 Mar (55.2381%)
Bearish
22 Mar (54.9020%)
T24
$0.29+0.0021 Mar
Bearish (>0.01)
22 Mar (55.2147%)
U10
$1.67-0.0121 Mar
Bullish
22 Mar (54.2021%)
Bearish (>-0)
22 Mar (35.8621%)
U14
$4.80+0.1121 Mar
Bearish
22 Mar (49.7146%)
Bearish
22 Mar (54.4335%)
Bearish (>0.05)
22 Mar (54.3171%)
C3T
$0.20+0.0021 Mar
U04
$2.43+0.0021 Mar
Bearish
22 Mar (55.6268%)
Bullish
22 Mar (57.2998%)
U19
$0.34+0.0021 Mar
Bearish
22 Mar (42.4799%)
V03
$8.64+0.0021 Mar
Bearish
22 Mar (47.6672%)
Bullish
22 Mar (56.4226%)
Bullish
22 Mar (60.6383%)
Bearish (>-0)
22 Mar (29.7778%)
W05
$1.30+0.0121 Mar
Bearish
22 Mar (43.0987%)
Bearish (>0.03)
22 Mar (50.7463%)
BS6
$1.36-0.0121 Mar
Bearish
22 Mar (39.2991%)
Bearish
22 Mar (47.5446%)
Bullish
22 Mar (60.0199%)
Bearish (>0.03)
22 Mar (43.5606%)
Z25
$1.30-0.0421 Mar
Bullish
22 Mar (44.2886%)
Bearish
22 Mar (50.6276%)
5DM
$0.35+0.0121 Mar
Bullish
22 Mar (75.6381%)
Bearish (>0.01)
22 Mar (50.2825%)
Y02
$0.25+0.0021 Mar
AJ1
$2.43+0.0021 Mar
Bullish
22 Mar (52.5064%)
Bullish
22 Mar (59.7938%)
Bearish (>-0)
22 Mar (24.3373%)
J85
$1.75-0.0221 Mar
Bullish
22 Mar (51.9108%)
Posted by at 10:55 AM

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