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[RT] FW: RE: SP 500 Neural Network Prediction Charts



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<DIV><FONT color=#0000ff face=Arial size=2><SPAN 
class=999483509-24012000>Re-post of attempted post...</SPAN></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV align=left class=OutlookMessageHeader dir=ltr><FONT face=Tahoma 
size=2>-----Original Message-----<BR><B>From:</B> Mindspring 
[mailto:blee7@xxxxxxxxxxxxxx]<BR><B>Sent:</B> 24 January 2000 
04:35<BR><B>To:</B> r-hodge@xxxxxxxxxxxxxxx<BR><B>Subject:</B> Re: [RT] RE: SP 
500 Neural Network Prediction Charts<BR><BR></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial>Robert,</FONT></FONT></FONT><FONT face=Arial><FONT 
size=3></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial></FONT></FONT></FONT><FONT face=Arial><FONT 
size=3></FONT></FONT>&nbsp;</DIV>
<DIV><FONT face=Arial size=3>I have tried 3 times unsuccessfully to post the 
answers to your questions on RT.&nbsp; Anyway, for your sake at least, here they 
are: </FONT></DIV>
<DIV><FONT face=Arial size=3></FONT>&nbsp;</DIV>
<DIV><FONT size=2><FONT face=Arial size=3>&nbsp;</FONT> 
<DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial>&gt;Interesting charts and out-of-sample stats...Perhaps 
you could give us a feel for</FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3><FONT color=#0000ff face=""><SPAN class=906481610-22012000> what your 
networks predict.</SPAN></FONT></FONT></FONT></DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial></FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>The models are attempting 
to forecast tomorrow's change, if any, in a multi-day lookback of the 
acceleration of the S&amp;P 500 futures market.</FONT></FONT></FONT><FONT 
face=Arial><FONT size=3></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial></FONT></FONT></FONT><FONT face=Arial><FONT 
size=3>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial>&gt;I see you use Bio-comp Profit. Do you like 
it?</FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3></FONT></FONT></DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial></FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>Yes I do like it.&nbsp; I 
selected it over competing programs (namely Neuroshell Trader) 
because</FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial></FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>&nbsp;1)&nbsp; It was 
highly recommended by the Journal of Computational Intelligence in Finance (no 
longer in publication) just before my purchase.</FONT></FONT></FONT><FONT 
face=Arial><FONT size=3><FONT color=#000000></FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>&nbsp;2)&nbsp; The 60 day 
money-back guarantee.</FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>&nbsp;3)&nbsp; The 
excellant discussion forum for registered users.&nbsp; One or two users in the 
customer discussion area are contributors to articles in Futures magazine and 
</FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; I believe they also may be 
beta testers of Profit.</FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial></FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000>&nbsp;4)&nbsp; They offered neural nets developed with genetic 
algorithms and Neuroshell Trader did not have that capability then (it now 
does).</FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>&nbsp;5)&nbsp; and most 
important of all, they were the only firm I could find at the time (and I 
believe this is still true today) who believes in their product so much 
that</FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; they post real-time trading model 
results.&nbsp; All of which, since I have been viewing their site, have been 
profitable.&nbsp; If you purchase Profit, they reveal all 
</FONT></FONT></FONT><FONT face=Arial><FONT size=3></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; of the model inputs and outputs of 
many of their posted real-time models.</FONT></FONT></FONT><FONT 
face=Arial><FONT size=3></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT 
face=Arial></FONT></FONT></FONT><FONT face=Arial><FONT size=3><FONT 
color=#000000></FONT>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#000000 face=""><FONT size=3><FONT face=Arial>I am tempted to 
purchase Neuroshell Trader just to see what their product has to offer, 
especially with their money-back offer.&nbsp; One of the users in the discussion 
area plans to test BioComp's Profit and Neuralshell Trader head-to-head.&nbsp; 
He's been planning this for a while but has yet to complete the project.&nbsp; 
Visit http://www.wildcattrader.com/ 
to see a recent commercial site developed by a Profit user (again, I have no 
affiliation with this site).&nbsp; It's not updated to the public often.&nbsp; I 
have to use the Reload/Refresh browser icon to get the page to update when they 
do make their infrequent changes.&nbsp; Also, I'm interested in any web site 
that uses neural nets to forecast the financial markets.&nbsp; Please let me 
know of any you like out there.</FONT></FONT></FONT><FONT face=Arial><FONT 
size=3></FONT></FONT></DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial></FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial>&gt;And, how do you feel about trading this model...how 
will you know when it (they) no longer works and should not be 
traded?</FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3></FONT></FONT></DIV>
<DIV><FONT color=#0000ff face=""><SPAN class=906481610-22012000><FONT 
size=3><FONT face=Arial></FONT></FONT></SPAN></FONT><FONT face=Arial><FONT 
size=3>&nbsp;</FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>There are no hard and 
fast rules here.&nbsp; Some in the discussion group have suggested applying an 
exponentially weighted average (EMA) to the equity curve (This can be performed 
easily on the chart in Profit).&nbsp; Once the equity curve falls below the EMA, 
cease trading the model until its performance passes above the EMA.&nbsp; Of 
course, there are an infintite number of potential rules and each person must 
apply his/her own personal preferences.</FONT></FONT></FONT><FONT 
face=Arial><FONT size=3></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>&nbsp;&nbsp; 
</FONT></FONT></FONT><FONT face=Arial><FONT size=3></FONT></FONT></DIV>
<DIV><FONT color=#000000><FONT size=3><FONT face=Arial>Brian 
Lee</FONT></FONT></FONT></FONT></DIV></DIV></DIV>
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</x-html>From ???@??? Mon Jan 24 06:42:34 2000
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Date: Mon, 24 Jan 2000 02:33:14 -0800
From: nwinski <nwinski@xxxxxxxxxxxxxxx>
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RT,

     I apologize for causing any controversy or disruption of this list
during the past few days. .

    This apology in no way should be taken to lend any credibility to
those who made false
accusations about me.

     To save us all alot of valuable time, if you don't like what
someone is doing, tell them about it privately. If they don't fix it,
tell the management privately. Keeping complaints private should greatly

reduce any problems and save everyone alot of time.

      Thank you very much to everyone who contributed to the tremendous
out pouring of support I received. It's nice to know I am appreciated.

Apologetically,

Norman