March 4, should down.
View attachment 100962
>>tech/a
The trends are calculated from few and simple data I get just after the us stock market closes, using a genetic deep learning soft (perso).
It gives generally good results but may need a lot of time to compute. What about the trends? I think that what is underlying the value of the DJ (or other indexes) is generally stronger of what happens in the day. But what happens today may enter in the playgame later.For example, the huge down of this past week may be linked to a too much evaluated stocks; and not so much to coronavirus. Some goods analitycs expected a down at the beginning of 2020, up to 20%, before they back buy stocks (tech) for a secure 5% profit this year. Good luck
>>Skate
I understand you question as: "if futures go up before the market opens the stocks or indices underlyed on the futures will go up also, while the market is open"
This cannot be true. Just because the future reflect the underlying price at the precise moment M.
Yesterday you had seen the DJ future going up, and finally the Dow Jone finished down.
In calm and steamed trending period this may be usefull, but not allways.
International market are not so much linked by themself, at least for the next day.
Yesterday CAC40 gained but DJ goes down later.
The market should be understand as an inner tube inside a wheel. The market is the air inside the inner tube, somewhat under pressure. It has few exchange with the outside.
Now imagine the time as the wheel is turning. When the wheel meet an obstacle, the inner tube is compresed and this produces a shock wave. This shock wave runs forward and backward. As the inner tube is a finite wound up world, the shock wave will have irremediably an effect (big or small)... later.
Thanks for you comments
March 5: DJIA should down (from an early stage computed result)
View attachment 100988
The trends are calculated from few and simple data I get just after the us stock market closes, using a genetic deep learning soft (perso).
Bienvenu et intéressé par ce réseau@Skate
1/ inputs Say I just use DJIA OHLCV end of day time serie data.
2/ formula There is no formula. The deep learning process is like an adaptative logic running inside a neural network. The process is like an avanced recursive learning from past to future.
Using formula is like constructing a model (ie forecasting the weather). You start from known data points and you propagate the scheme to other points thanks to mathématica formulas. This is NOT what I use and I think a Model is not the way to do because each day has its new rules. A mathematic Model cannot really adapt itself.
3/ the green line is the forecast, right. Each dot (the 3) represents the prediction of the close value, calculated from data one day before. so the last dot represents the next trading day close value forecast calculated from the last real known data.
4/ interpretation The green line must be interpreted as a day trend, not the daily range/magnitude which is rarely good. So the March 5th chart shows that the learning processed computed an up trend (green line from dot 1 to 2) for March 4th which is confirmed by the blue line (real data), and shows a down trend (green line from dot 2 to 3 and last) for the next trading day (March 5th).
But you have to be aware
a/ that the forecast trend goes is over the previous real value for an up trend,
b/ that the forecast trend goes is lower that the previous real value for an down trend.
Otherwise an interpretation is not possble.
Anyway you have to consider this system in conjonction with other kind of information
(Sorry for my english writting, my mother tongue is the french)
@Skate
1/ inputs Say I just use DJIA OHLCV end of day time serie data.
2/ formula There is no formula. The deep learning process is like an adaptative logic running inside a neural network. The process is like an avanced recursive learning from past to future.
Using formula is like constructing a model (ie forecasting the weather). You start from known data points and you propagate the scheme to other points thanks to mathématica formulas. This is NOT what I use and I think a Model is not the way to do because each day has its new rules. A mathematic Model cannot really adapt itself.
3/ the green line is the forecast, right. Each dot (the 3) represents the prediction of the close value, calculated from data one day before. so the last dot represents the next trading day close value forecast calculated from the last real known data.
4/ interpretation The green line must be interpreted as a day trend, not the daily range/magnitude which is rarely good. So the March 5th chart shows that the learning processed computed an up trend (green line from dot 1 to 2) for March 4th which is confirmed by the blue line (real data), and shows a down trend (green line from dot 2 to 3 and last) for the next trading day (March 5th).
But you have to be aware
a/ that the forecast trend goes is over the previous real value for an up trend,
b/ that the forecast trend goes is lower that the previous real value for an down trend.
Otherwise an interpretation is not possble.
Anyway you have to consider this system in conjonction with other kind of information
(Sorry for my english writting, my mother tongue is the french)
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