machine learning

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

John Langford on Stock Prediction with ML

Fellow MSFTie John Langford shares his thoughts on stock prediction. http://hunch.net/?p=210

A first foray into predicting stock prices

A whole bunch of other failed strategies.

Pasting below some old correspondence with a friend. This was my first cut at applying a machine learning approach to trading.

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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