Thursday, 30 August 2012

traces - more results

So here we are, where each night we compare the 300,000 odd Markov chains to the indicators triggered for each individual company.

To the right is a screen shot of all the LSE tweets around a randomly chosen date around 1st Aug this year - counting backwards the columns are: last column, success coefficient tweedledum, is the average number of time each individual indicator has occurred above the required 2 (the numbers are in 0.000s and so 231 would mean 2.0231 ), the penultimate column is the number of times separate individual indicators have been triggered, success coefficient tweedledee, here 561 means 561. The next three columns are percentage increase over the last 5, 10 and 15 days (reading left to right), The first column is the company, then the date and then the opening price of the next day (approximate price at which we would buy).

Currently analyzing these results, but have been trading high tweedledee and tweedledum numbers and it has been working (EXI, AGTA, HUM, SXX (although I missed buying this one, but it did act as predicted))

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