SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 87 matches

by alpher
December 7th, 2018, 5:12 pm
Forum: General Forum
Topic: Can some of you genuises explain why investing LESS than half of your capital will always result in multiple times ROI?
Replies: 3
Views: 522

Can some of you genuises explain why investing LESS than half of your capital will always result in multiple times ROI?

Apparently if you "modify" the Kelly criterion (log of your capital) it turns out that if you invest less than 50% of your capital in ANY investment, as bad as it is, results in increase of wealth over time, assuming the worst that could happen is loosing everything while the best is 'infinite upwar...
by alpher
December 5th, 2018, 7:56 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4415

Re: We've developed (free) software to predict volatility + other vital tools...

@Cuchulain: i'll get back to you asap or you can PM me if you really like to know :) but long story short: 1. Multy-layer NN, I think the classic: multi layer perceptron 2. Can't say there's a huge advantage other than GA's ability to "learn" quickly from known data (supervised) but it's not CPU fri...
by alpher
December 4th, 2018, 1:04 am
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4415

Re: We've developed (free) software to predict volatility + other vital tools...

another video i just made...this one is a bit strange...according to the neural net/ the genetic algo and the LM prediction twitter wil seriously spike by the end of this year (december 28th or so...) yet according to the 3 randomess tests the twitter stock is indeed random and cant be predicted!  h...
by alpher
December 3rd, 2018, 8:41 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4415

Re: We've developed (free) software to predict volatility + other vital tools...

@Cuchulain: You can say so to be honest!  I am using 3 methods to test if the data is random or not, as you can guess most sets of stock prices appear as most likely random according to all of the tests!  When they aren't I am using the NN, Genetic algo and Levenberg-Marqrant to see what can be pred...
by alpher
November 27th, 2018, 2:35 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4415

Re: We've developed (free) software to predict volatility + other vital tools...

ps: Like I said we're giving 100% free demo so the mod pls. don't threat this as spam/attempt to sell. If someone wants lifetime license + the source code included: $300.  Bob Btw, the site shows some php error/header or so....when ik tried posting now, maybe someone should pm me too to try help abo...
by alpher
November 16th, 2018, 3:27 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4415

Re: We've developed (free) software to predict volatility + other vital tools...

realtime ai/nn prediction of msft, what you see is the neural network "passing" that is calibrating itself over the real price with many tries: https://www.youtube.com/watch?v=6aTMNHVYQQ8 @Farid: I'd like to port this to asp.net online but don't have the time, and no i am using mysql for user storag...
by alpher
November 15th, 2018, 3:04 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4415

Re: We've developed (free) software to predict volatility + other vital tools...

Update here is 100% free, no install needed demo: http://novucomp.com/Equilibrium_Trading.zip 1 Unzip  2 click on the icon with the dollar sign:  User: demo  Pass: demo Simplified tutorial: http://novucomp.com/eq-aberke.pdf Long story short: The realtime scanning module is disabled in the demo but y...
by alpher
September 1st, 2018, 11:35 pm
Forum: Programming and Software Forum
Topic: PM if you need a free/demo tool to predict volatility/stocks using neural nets and what not...
Replies: 3
Views: 444

PM if you need a free/demo tool to predict volatility/stocks using neural nets and what not...

So, not trying to spam but can give you 100% free demo at least of a tool that predicts time series in realtime, as well as testing if the data is random or deterministic + uses genetic algorithms and scans the whole market in real time showing various data. Thanks! 
by alpher
August 26th, 2017, 6:49 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3048
Views: 102330

Re: Trump -- the last 100 days

Western rusophilia and rusophobia have both interesting motivations it seems...
by alpher
August 25th, 2017, 5:16 pm
Forum: Trading Forum
Topic: Stock prices are likely always randomly distributed...
Replies: 8
Views: 1482

Re: Stock prices are likely always randomly distributed...

^ Daily and monthly. 

Would like to reply to Alan too but don't know how to use the math signs here and don't have time now...
by alpher
August 25th, 2017, 12:04 pm
Forum: Trading Forum
Topic: Stock prices are likely always randomly distributed...
Replies: 8
Views: 1482

Re: Stock prices are likely always randomly distributed...

OK - I propose you be banned.
but, but...I can prove it.
by alpher
August 25th, 2017, 11:59 am
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5006
Views: 394948

Re: UK going to the dogs

Interesting who the 'perpetrators' are? Natives atheists? Arabs? Eastern Europeans? As a goy judeo-phile I find this interesting and worrisome atsm. 
 
by alpher
August 24th, 2017, 4:52 pm
Forum: Trading Forum
Topic: Stock prices are likely always randomly distributed...
Replies: 8
Views: 1482

Stock prices are likely always randomly distributed...

Based on my tests recently: there are very obvious signs that returns are randomly distributed and attempting to predict stocks and their derivatives is useless. Though there are several ways to outperform the market through exploiting mispricings..  Not sure if I'm saying anything new here though :...
by alpher
August 24th, 2017, 12:54 pm
Forum: Programming and Software Forum
Topic: Basic usage -- Visual Studio
Replies: 54
Views: 9261

Re: Basic usage -- Visual Studio

"clean/unstaged changes" is not exactly explaining  "permanently going to remove all files from your harddisk". Crazy. But it indeed, always make sure  I you have a plan B to hedge against  things like this. I think VS is trying to be everything these days. It will be fixed in next version. That's ...
GZIP: On