SERVING THE QUANTITATIVE FINANCE COMMUNITY

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alpher
Topic Author
Posts: 75
Joined: September 1st, 2012, 4:20 pm

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

Hello, pls. PM if you want to test the software, here are some of the functionalities:

Calculate the CDF or PDF of any data, including stock prices using the normal distribution, levy and lognormal:

Calculate Sharpe ratio of your returns easily, it can calculate thousands of past-time returns and give detailed precision of Sharpe ratio + other vital statistical values:

Using neural network in attempt to predict price or function: easy loading and saving of data, plenty of parameters, realtime chart calibration of neural network vs real data:

Test if stock data or any data is random or not: easy loading of data, easy visualization when winning stock movements are shown as "1" and losing as "0", numeric estimation if stock price is random or if it can be predicted:

There are other vital tools such as showing of trading signals, very useful option plotter, using SVM to predict function/data etc. It's easy to beat market using simple instructions with the software, we're selling it for ~$3k but can offer free demo right away for several days(starting it: http://i.imgur.com/hFUUtX8.png). Just PM me if you want free demo, thanks! info@novucomp.com Giving the full source is possible too! Alan Posts: 9565 Joined: December 19th, 2001, 4:01 am Location: California Contact: ### Re: We've developed (free) software to predict volatility + other vital tools... It's easy to beat market using simple instructions with the software. extraordinary claims require extraordinary evidence -- Carl Sagan alpher Topic Author Posts: 75 Joined: September 1st, 2012, 4:20 pm ### Re: We've developed (free) software to predict volatility + other vital tools... ^ To be fair, it's not that "easy" when someone lacks common sense. As you can see on the very few screenshots above: MSFT stock prices appear to be perfect example of random data. I'd adivse anyone who uses it to 1. hedge 2. be aware of "black swans"; 3. assume that prices are quite random("stochastic") unless you know something others don't... The software still can be usefull for various things such as: determining if price is random, if option is priced correctly, forecasting volatility, rate of change of asset, % of capital to invest, etc etc. Again, you should PM me if you want 100% free demo, no installation, no CC, no registration. 10x! (well it only works on Windows for now! ). alpher Topic Author Posts: 75 Joined: September 1st, 2012, 4:20 pm ### Re: We've developed (free) software to predict volatility + other vital tools... small update, here is 40+ pages documentation: http://novucomp.com/documentation-equilibrium.pdf thanks! tagoma Posts: 18233 Joined: February 21st, 2010, 12:58 pm ### Re: We've developed (free) software to predict volatility + other vital tools... We've developed (free) software (...) (...) we're selling it for ~$3k (...)

Giving the full source is possible too!
You pricing strategy is too subtle for me, I have to admit.

nazri
Posts: 1
Joined: October 9th, 2017, 2:38 pm

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

Hello, pls. PM if you want to test the software, here are some of the functionalities:

Calculate the CDF or PDF of any data, including stock prices using the normal distribution, levy and lognormal:

Calculate Sharpe ratio of your returns easily, it can calculate thousands of past-time returns and give detailed precision of Sharpe ratio + other vital statistical values:

Using neural network in attempt to predict price or function: easy loading and saving of data, plenty of parameters, realtime chart calibration of neural network vs real data:

Test if stock data or any data is random or not: easy loading of data, easy visualization when winning stock movements are shown as "1" and losing as "0", numeric estimation if stock price is random or if it can be predicted:

There are other vital tools such as showing of trading signals, very useful option plotter, using SVM to predict function/data etc. It's easy to beat market using simple instructions with the software, we're selling it for ~$3k but can offer free demo right away for several days(starting it: http://i.imgur.com/hFUUtX8.png). Just PM me if you want free demo, thanks! info@novucomp.com Giving the full source is possible too! alpher Topic Author Posts: 75 Joined: September 1st, 2012, 4:20 pm ### 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 you don't really need it that much as what it does is basically looking for dividend stocks online and you can do this with google + it applies the stock picks you can make manually while using the rest of the modules. We also sell the full source code!$500 or so for the source and everything, if someone is interested drop me a line .

FaridMoussaoui
Posts: 266
Joined: June 20th, 2008, 10:05 am

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

So you are THE person using "access" as a database.

I am a Linux user so your soft is useless for me.

alpher
Topic Author
Posts: 75
Joined: September 1st, 2012, 4:20 pm

### 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:
@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 storage and just .txt/csv files for stock price data reading.

alpher
Topic Author
Posts: 75
Joined: September 1st, 2012, 4:20 pm

### 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 about this one....i've been dealing with php for years cheers.

FaridMoussaoui
Posts: 266
Joined: June 20th, 2008, 10:05 am

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

I just went to your website and you said that you are the ONLY company offering realtime data from Nasdaq for free. That's WRONG.

I can cite at least tradingview.com, IEX, investing.com

Cuchulainn
Posts: 57307
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

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

It's easy to beat market using simple instructions with the software.
extraordinary claims require extraordinary evidence -- Carl Sagan
As my hero Bono would say: "you have to believe to see" O ye of little faith, what? Even Bono can be wrong I suppose.
ML is a bit^2 like that these days.

One possible future scenario is that Python becomes the next-gen VB UI language with C++ for heavy lifting. just guessing of course.

Cuchulainn
Posts: 57307
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

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

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

So have many others; have you benchmarked your results? Is your model a black box?

alpher
Topic Author
Posts: 75
Joined: September 1st, 2012, 4:20 pm

### 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 predicted and what not or better yet just put them through the volatility test tool to see how much % is the real change on month-to-month basis so that I have an idea if I can buy cheap put/call OTM.

I mean if the % is 5% and the stock price is 100 so I can bet on 105 or 95 at some point this month...this will be very easy but effectice strategy (if OTM put/call is cheap of course!).

The neural network module gives the worst results it seems and it seems like a 'mean average' or so, I mean when I try simple consecutive set of numbers from 1-10 it will hardly guess that 11 follows! The genetic algo and the other method work better....

Overall I created this because I needed (some of the tools...not all) not because I want to force others to buy it...

alpher
Topic Author
Posts: 75
Joined: September 1st, 2012, 4:20 pm

### 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!
moral of the story....according to the 'rate of change too', twitter changes 11.691% up or down recently, so you can buy super cheap put and call otm and close when the value is near to this +11.69 or lower...so if it the stock is 100 close at 111 or 89 or so. Again if the call/put otm is cheap.