MarketTrak Question/Comment Message


Posted By: david   Date: Mon Jul 19, 2010

Title: improving

Message:
  If we or other come up with good ideas, does that help you to improve the models that produce the ANO? Or, have you done enough research that we figure that improvement is not likely to occur? And, we will need to create our own more private models?
 
  If it were to me to look into some more ideas, the 2 next things I would do would be:
  1) to create a value which is the difference between the % change of the DJIA and the % change in copper prices that day, and see how that affects or helps predict the next day's djia change;
 
  2) to create the same value for the djia and the dax.
 
  If a person uses JJC for copper, the results are fairly strong, but it doesn't always work--as with everything!
 
  but jjc only goes back to October 07 . . . so it might not be so easy to use that to test things prior to that time.
 
  dz
 

Response:
  I'm always open to new ideas. In fact, I hardly ever stop testing new models to see if any improvements in accuracy can be gained. I do ask that you send you ideas via email as this board may become too busy.

 Please note that adding new variables does create a problem. I need to have daily data going back to January of 1982. The data types currently in my database are shown on the About page.

Return to message board




Bag Toss: high quality, made in America, and makes a great gift.
 

Copyright © 1996-2017 MarketTrak LLC.  All Rights Reserved.