stocks

How are we doing so far?

precision/recall curve for 03-14 to 03-28. The red curve would be random guessing.

Various tweaks to the model over the last few days, as well as some backdating and thinking about how to make picks. I'm still working on some formatting/html stuff to make this stuff more browsable but in general you can find the picks after the close each day at, for example, /stocks/topStockPicks-2013-04-03.html, and the latest at /stocks/latestStockPicks. Full backdated index at http://simra.net/stocks.

Stock picks for 3/29

First trial run of the model based on today's closing prices. Let's see how they look next Friday, shall we?
http://simra.net/stocks/latestStockPicks.html

Rank Ticker
1 CECO
2 GTAT
3 TTI
4 DM
5 CWTR
6 IQNT
7 LAWS
8 COCO
9 MOV
10 NVTL
11 SFY
12 LINC
13 DGII
14 WGO
15 SAH
16 EBIX
17 CBR
18 ENTR
19 STRI
20 AKS

Introduction

I'll be using this blog to record my notes and thoughts on learning to model stock prices. The basic problem I am interested in is whether, given a time series of stock prices, we can predict the next price in the series. We can look at this goal from two points of view: *maybe*, MAYBE, there are some basic technical patterns that can illuminate future stock prices, in whic case we can learn to exploit them, or more likely in my opinion, stocks move locally at random and the best we can hope us more along the lines of a buy and hold strategy.

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