Desenvolvedor: | differential enterprises (15) | ||
Preço: | ▼ Grátis | ||
Classificações: | 0 | ||
Resenhas: | 0 Escrever um comentário | ||
Listas: | 1 + 0 | ||
Pontos: | 4 + 0 ¡ | ||
Pontos + 1 |
Descrição
Helps you find and test your ideas of what might be "leading indicators" of particular stocks or ETFs. For one day ahead indicators only. Explore "The Machine" of the market, and backtest your ideas forthwith.
For these types of simple models, if a backtest achieves 60%+ directional accuracy over a long period, it is considered fairly good. Our backtests have metrics which check how likely it is to achieve the model's level of accuracy by flipping coins for the same number of backtest days. For example, getting 6 out of 10 correct by flipping coins (60%) is much more likely than getting 60 out of 100 (also 60%) correct by flipping coins. You must look at % correct, and also how long you get this level of accuracy. The run length Plots give an idea if the model is getting better or worse over time.
We don't even report out model Fit quality to avoid confusion, since Forecast quality is usually worse than Fit quality. Hence: Always backtest to estimate Forecast quality.
The app models the (close-open) price direction (that is, today's price travel) of a given target stock as a function of prior days opening and closing prices of related stocks. Also works for ETFs if they are available in Google Finance historical data.
Check out our newest features: low-contributor variable weed-out for K-nearest classifier models, to reduce overfitting and possibly improve forecast quality (searching as always for the most parsimonious model, "as simple as possible but no simpler..."), and the use of volatilities as candidate leading indicators.
Some use cases:
- You want to keep a position open for 1 trading day only. Models built with this app can give an estimate as to whether the stock/ETF will go up or down today.
- You want to buy or sell a given stock/ETF for other reasons. Models built with this app can give an estimate whether Today is a good day to buy or sell, or whether you might want to wait until a later day to make a trade.
Some thoughts on backtesting, to assist with judgement calls:
http://www.quantstart.com/articles/Successful-Backtesting-of-Algorithmic-Trading-Strategies-Part-I
From Wikipedia:
"The only prior knowledge required is a list of variables which can be hypothesized to affect each other intertemporally."
http://en.wikipedia.org/wiki/Vector_autoregression
For example, one might think that the price change of General Motors today (GM) might depend on the recent prices of oil (USO is an oil ETF). This can be modeled using a tool such as this.
Note that there may not be a predictive relationship for your chosen symbols. In this case, a model's backtest will be poor (low % correct) and the model is not useful for forecasting.
In the case where a backtest yields reasonable results, the model may have some predictive power for 1 day ahead forecasts.
Only price travel Direction is attempted to be modeled, not the actual price change in dollars.
Quickstart:
1. enter symbol to forecast and candidate predictor symbols.
2. select Backtest or Forecast.
3. Press Run. Calculation results will appear in green window.
Further details at http://diffent.com/MktVecAR.pdf
Features:
Up to 6 candidate predictor stocks/ETFs (including target).
3 model types generated for every forecast for comparison purposes:
annealing classifier (slow or fast)
linear least squares
k-nearest classifier
1 and 2 day data lags automatically generated [AR(2) type models]
Up to 500 trading days of backtests.
1 day forward forecast.
Model can be built/forecasted before market opens since "today's" open prices are not included in the model.
Detailed log file of calculations.
Calculations done on a server for battery conservation.
Ability to Stop long calculations on the server.
Download the assembled regression tables with dates aligned in CSV format for further study.
Send downloaded tables to other apps on your device or via email.
Mais ↓ For these types of simple models, if a backtest achieves 60%+ directional accuracy over a long period, it is considered fairly good. Our backtests have metrics which check how likely it is to achieve the model's level of accuracy by flipping coins for the same number of backtest days. For example, getting 6 out of 10 correct by flipping coins (60%) is much more likely than getting 60 out of 100 (also 60%) correct by flipping coins. You must look at % correct, and also how long you get this level of accuracy. The run length Plots give an idea if the model is getting better or worse over time.
We don't even report out model Fit quality to avoid confusion, since Forecast quality is usually worse than Fit quality. Hence: Always backtest to estimate Forecast quality.
The app models the (close-open) price direction (that is, today's price travel) of a given target stock as a function of prior days opening and closing prices of related stocks. Also works for ETFs if they are available in Google Finance historical data.
Check out our newest features: low-contributor variable weed-out for K-nearest classifier models, to reduce overfitting and possibly improve forecast quality (searching as always for the most parsimonious model, "as simple as possible but no simpler..."), and the use of volatilities as candidate leading indicators.
Some use cases:
- You want to keep a position open for 1 trading day only. Models built with this app can give an estimate as to whether the stock/ETF will go up or down today.
- You want to buy or sell a given stock/ETF for other reasons. Models built with this app can give an estimate whether Today is a good day to buy or sell, or whether you might want to wait until a later day to make a trade.
Some thoughts on backtesting, to assist with judgement calls:
http://www.quantstart.com/articles/Successful-Backtesting-of-Algorithmic-Trading-Strategies-Part-I
From Wikipedia:
"The only prior knowledge required is a list of variables which can be hypothesized to affect each other intertemporally."
http://en.wikipedia.org/wiki/Vector_autoregression
For example, one might think that the price change of General Motors today (GM) might depend on the recent prices of oil (USO is an oil ETF). This can be modeled using a tool such as this.
Note that there may not be a predictive relationship for your chosen symbols. In this case, a model's backtest will be poor (low % correct) and the model is not useful for forecasting.
In the case where a backtest yields reasonable results, the model may have some predictive power for 1 day ahead forecasts.
Only price travel Direction is attempted to be modeled, not the actual price change in dollars.
Quickstart:
1. enter symbol to forecast and candidate predictor symbols.
2. select Backtest or Forecast.
3. Press Run. Calculation results will appear in green window.
Further details at http://diffent.com/MktVecAR.pdf
Features:
Up to 6 candidate predictor stocks/ETFs (including target).
3 model types generated for every forecast for comparison purposes:
annealing classifier (slow or fast)
linear least squares
k-nearest classifier
1 and 2 day data lags automatically generated [AR(2) type models]
Up to 500 trading days of backtests.
1 day forward forecast.
Model can be built/forecasted before market opens since "today's" open prices are not included in the model.
Detailed log file of calculations.
Calculations done on a server for battery conservation.
Ability to Stop long calculations on the server.
Download the assembled regression tables with dates aligned in CSV format for further study.
Send downloaded tables to other apps on your device or via email.
Novidades
- Versão: 7.4
- Atualizado:
- Add links to related Medium articles.
Preço
- Hoje: Grátis
$4.99-100% - Mínimo: ▼ Grátis
- Máximo: $4.99
Monitorizar preços
Desenvolvedor
- differential enterprises
- Plataformas: Android Apps (2) iOS Apps (8) macOS Apps (3) Windows Apps (2)
- Listas: 5 + 1
- Pontos: 71 + 20 ¡
- Classificações: 0
- Resenhas: 0
- Descontos: 5
- Vídeos: 0
- RSS: Subscrever
Pontos
-
- 1,463 Dragon
-
- 6,105 Simon Chan
-
- 1,409 Mario Green
-
- 4,495 sf
Classificações
Não encontrado ☹️
Listas
-
- 6,105 Simon Chan
- 193
Resenhas
Seja o primeiro a comentar!
Informações adicionais
- Categoria:
macOS Apps
›Finanças
- Sistemas operacionais:
iPad
,iPhone
,macOS
,macOS 14.0 ou superior
- Tamanho:
825 Kb
- Idioma compatível:
English
- Classificação do conteúdo:
4+
- Mac App Store Avaliação:
0
- Atualizado:
- Data de lançamento:
Contactos
Você também pode gostar de
-
- CoinStats: Crypto Portfolio
- macOS Apps: Finanças Por: COINSTATSAPP LLC
- * Grátis
- Listas: 1 + 0 Classificações: 0 Resenhas: 0
- Pontos: 0 + 69,917 Versão: 5.11.1 Track & manage your crypto, DeFi & NFT portfolio on the leading cryptocurrency portfolio manager app. Discover, research, stay on top of your portfolio & more with the CoinStats App. ...
-
- Crypto Pro: Live Coin Tracker
- macOS Apps: Finanças Por: Crypto Inc.
- Grátis
- Listas: 2 + 0 Classificações: 0 Resenhas: 0
- Pontos: 4 + 44,616 Versão: 8.0.0 Crypto Pro is the #1 privacy-focused, ad-free crypto tracker on the AppStore since 2015. Stay ahead in the cryptocurrency world with a comprehensive and intuitive experience. CryptoPro
-
- Spending Tracker
- macOS Apps: Finanças Por: MH Riley Ltd
- * Grátis
- Listas: 0 + 0 Classificações: 0 Resenhas: 0
- Pontos: 0 + 15,488 Versão: 3.1.2 Spending Tracker is the easiest and most user friendly Personal Finance App in the store. And best of all, it's free! The simple fact is, by tracking your spending you will be able to ...
-
- Copilot: Track & Budget Money
- macOS Apps: Finanças Por: Copilot Money, Inc.
- * Grátis
- Listas: 0 + 1 Classificações: 0 Resenhas: 0
- Pontos: 2 + 13,258 Versão: 4.0.8 Stand Out - WIRED An app that I love and use on my iPhone - MKBHD "The future of personal finance" - Apple App Store Meet Copilot Money, your new smart money companion. It s not just ...
-
- CardPointers for Credit Cards
- macOS Apps: Finanças Por: CardPointers LLC
- Grátis
- Listas: 0 + 0 Classificações: 0 Resenhas: 0
- Pontos: 0 + 5,034 Versão: 5.1.5 CardPointers will save you money and earn you more cash back, points, and miles every day by maximizing credit card spend bonuses, offers, and welcome bonuses. Most users save $750+ ...
-
- Zerion Wallet: Crypto & Web3
- macOS Apps: Finanças Por: Zerion LLC
- Grátis
- Listas: 0 + 0 Classificações: 0 Resenhas: 0
- Pontos: 1 + 4,474 Versão: 3.1.0 Meet Zerion, your crypto wallet for everything onchain. Built for a better Web3 browsing experience in a multichain world with advanced onchain security. Zerion Wallet is trusted by ...
-
- Budget Planner App - Fleur
- macOS Apps: Finanças Por: Akash Jain
- * Grátis
- Listas: 0 + 1 Classificações: 0 Resenhas: 0
- Pontos: 2 + 3,285 Versão: 2.5.7 Fleur is a cute and simple budget planner and tracker app. The app allows you to easily add daily expenses and income. You can also set a monthly budget, create multiple accounts and ...
-
- Budget Planner App MoneyCoach
- macOS Apps: Finanças Por: MoneyCoach UG
- * Grátis
- Listas: 0 + 2 Classificações: 0 Resenhas: 0
- Pontos: 1 + 2,150 Versão: 9.5.14 MoneyCoach is a budget planner, money tracker and financial planner helping millions of people with their spending habits and finances. MoneyCoach creates healthy financial habits that
-
- Chronicle - Bill Organizer
- macOS Apps: Finanças Por: LittleFin LLC
- Grátis
- Listas: 1 + 1 Classificações: 0 Resenhas: 0
- Pontos: 1 + 1,887 Versão: 14.4.0 The easiest, fastest bill manager in the App Store. A universal app for iPhone & iPad, with multitasking on iPad. Cloud sync works across all iOS devices plus Mac with the available ...
-
- Easy Invoice Maker App by Moon
- macOS Apps: Finanças Por: Moon Technolabs Pvt Ltd
- * Grátis
- Listas: 1 + 0 Classificações: 0 Resenhas: 0
- Pontos: 0 + 1,852 Versão: 5.5.11 Sending professional invoices has become a childsplay with Moon Invoice. Our online invoicing solution is an invoice to go app that helps businesses, consultants, freelancers, & ...
-
- MoneyWiz 2024 Personal Finance
- macOS Apps: Finanças Por: SILVERWIZ LLC
- * Grátis
- Listas: 0 + 0 Classificações: 0 Resenhas: 0
- Pontos: 1 + 1,600 Versão: 2024.17.1 Organize your day to day accounts, loans, savings, investments and even crypto in a convenient and secure way with MoneyWiz 2021. MoneyWiz is the only personal finance app that can ...
-
- Cake Wallet
- macOS Apps: Finanças Por: Cake Technologies, LLC
- Grátis
- Listas: 0 + 0 Classificações: 0 Resenhas: 0
- Pontos: 0 + 1,520 Versão: 4.15.4 Cake Wallet allows you to safely store, exchange, and spend your Monero, Bitcoin, Ethereum, Litecoin, and Haven. Cake Wallet is focused on an excellent transaction experience. Features
-
- Options Profit Calculator
- macOS Apps: Finanças Por: Ranjha, Inc.
- Grátis
- Listas: 0 + 0 Classificações: 0 Resenhas: 0
- Pontos: 0 + 895 Versão: 10.6.6 Options Profit Calculator has just transformed mobile options trading. Building the perfect strategy on-the-go is now achievable. Whether you've already entered a position or are ...
-
- Expenses: Spending Tracker
- macOS Apps: Finanças Por: BLUE COMET LABS LLC
- * Grátis
- Listas: 0 + 1 Classificações: 0 Resenhas: 0
- Pontos: 1 + 761 Versão: 3.5.1 Expenses has been crafted to keep track of your spending effortlessly, with useful features in a simple, intuitive interface. And with iCloud, it s easy to keep all your expenses in ...