Archive for March, 2006

Quick Glance at Head and Shoulders Pattern Statistics

Remember, this blog is like a whiteboard – we are kind of brainstorming here…
I am beginning to play around with quantifying the predictability of patterns, such as the head and shoulders pattern. There is a lot of analysis, running of data and thinking that needs to be done, but I wanted to talk a [...]

Feedback on Correlation Pattern Matching

Previously, I discussed the importance of feedback in understanding and learning and that is one nice aspect of blogs – getting feedback from readers. Michael wrote a nice entry about the last article over at Taylor Tree, a blog that discusses “the mechanics of system trading such as money management, position sizing, etc.” – [...]

Correlation Pattern Matching Explained

It has been pointed out that in the article Oversimplified Method for Finding Patterns in Stock Charts the actual method used was not described in detail. The process is pretty simple – you might even say oversimplified. It was just an error of omission, not an attempt to hide any proprietary methods. [...]

Congrats to George Mason University

Look, I don’t know anything about basketball (something about dribbling or something or other?) and the only March Madness that I am aware of is the snow we keep getting, even though it is spring already. I graduated from GMU back in 1993, so that makes good ol’ GMU my alma mater. So, [...]

StumbleUpon Traffic Influx – Influx is good!

I have been using StumbleUpon since late 2003. It is a wonderful tool that I can’t imagine being without these days. I have always gotten a couple of people visiting my sites from StumbleUpon everyday, but since last night I am getting a major stream of visitors from StumbleUpon. If there are [...]

Symbol Cloud – the stocks people are browsing

I know – I am several years late to the Tag Cloud concept, but I figured I would try something out similar. For now (it may move it the future) we have a stock symbol cloud over on the right hand column of the blog. In standard cloud fashion, the font size gives [...]

Trading the News – a look at StockPrompts

There is an interesting thread over at Elite Trader forum discussing the possibility of automatically trading the news feed. Some people claim that they do have such systems in place or know of such systems. Well, that is all fine and good, but it is a difficult problem. Language understanding is one [...]

Finding Inverted Head and Shoulders Automatically

Last week we put together a really simple way to identify Head and Shoulders patterns in stock charts and we have a daily list of stocks with potential Head and Shoulders – BUT, these are experimental of course. This where the human interacts with the technology. We have an algorithm that searchs for [...]

Elite Trader forum for active traders

If you are looking for discussions or need answers to questions about anything and everything trading – join the Elite Trader forum and plug into almost 50,000 members. Zoinks – that is a lot of money being lost! Just kidding, as I am sure many of the members are doing really well, but [...]

Chris Pirillo Effect – The Joe Anderson Effect

This is an old story, but there is the semi-urban legend that if you mention Chris Pirillo in a blog posting, he will come and post a comment on your blog. This was known as the Chris Pirillo Effect, but the effectiveness of the CPE seems to have degraded over the last year. [...]

Ernie’s 3D Pancakes – Computational Geometry, Computer Science and Math

I must admit up front that I am horrible with math. But I love it – an unfortunate paradox. I am constantly tracking down and trying to learn the latest and greatest algorithms in the data mining and machine learning fields. Unfortunately, blundering through acedemic papers is often what I end up [...]

Official Google Research Blog

The first blog entry is titled Making a difference, which I guess is exactly what Google would expect of “lots of world class Ph.D.s (and a few non-Ph.D.s)“. It is interesting that they made a distinction between engineers (”who do the real work”) and Ph.D.s. Golly, the blog was launched almost a month [...]

Oversimplified Method for Finding Patterns in Stock Charts

Before we begin to determine the predictive capabilities of patterns in stock charts, we probably should come up with a method to identify patterns. To do this we are going to come up with a really simple method to start exploring the nature of pattern recognition. Just as the Naïve Bayes algorithm ignores [...]

Deciphering the Language of the Stock Market

Look, there is no denying it – we love science fiction here at DeepMarket. Mind you, we are more than willing to allow for certain suspension of disbelief when it is required to make the story more interesting or even possible. For instance, most space related sci-fi has some type of faster than [...]

NYSE and AMEX Stock Data Added

Finally got data for stocks from the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX) integrated into DeepMarket. Up to this point we only had access to stocks from the NASDAQ exchange. We get our data via an XML feed from Quotemedia. It is end of day data and we [...]