|
PureBytes Links
Trading Reference Links
|
Hi
I take it that you downloaded Sigview from www.sigview.com.
The Futures Mag article uses the RT part of CART, i.e., the Regression Tree
side and not the Classification Trees. If you have your inputs organized in
Excel, then you just enter them directly into CART. Your best use is
probably to start with the major components of an index and run CART then
MARS on them. Commodities will probably be more difficult just sorting out
the variables, unless you are really a specialist in the individual markets.
I don't know about mega analysis of system tests, maybe some of the traders
are running them. You would probably want to break your inputs down into
smaller components and not include too complicated a system test for each
input.
Best regards
Walter
|