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The Swamp

yeah that's kind of handy as the thread develops... I'm going to completely redo mine so I can organize and point to certain things that may (or may not) be worth reading. Gator I can't believe you've run this thing up to 154 pages already. FF ...

The Swamp

Looking at something a little different... The EUR/GBP may be overbought, might be worth analyzing a little further. Wish I'd seen this when it was sitting at 0.8077, would have been that much more attractive.

EURUSD

With the machine learning stuff basically on autopilot now, it's a matter of the most efficient integration (calling 240 complex models into Excel), I've got to start thinking about which fundamental model to put into the scan. There are a lot of ...

Currency Scan

I ended up just 0.002 behind the leaders in the hedge fund competition. looking forward to the next round. today though I've got to make some headway on the modeling that actually matters.

Currency Scan

Well I continued to drop in the overall rankings which I figured I would as there were a lot of contestants who were camping on better scores. They have since started dropping those in. This morning I was ranked 72 out of 314 other Data Scientists ...

Currency Scan

Barely hanging on... I've dropped a bunch of spots but still remain - if only slightly so - above the capital allocation level at the hedge fund. Competition is so tight! The models I'm making as a group are getting progressively better on average ...

Currency Scan

great chart...

EURUSD

Not sure that's allowed. You're basically redirecting traffic to one of the other major competitors in the market. You could just as easily write that analysis here. Not my call but I think I'd get permission from Twee first (if you haven't already) ...

EURUSD

I guess when everything is foretaste as bearish, one of them actually will be - eventually. The USD dropped and we saw a small break higher in the E/U. That's not news you've all watched it. The question is can this current move persist and I think ...

EURUSD

Mixed signals on the E/U. Cyclical studies for both the Euro and US Index are bearish and there isn't much happening in the other studies. Volatility models favor a break but which direction is anyone's guess, if you get it right definitely some ...

EURUSD

Thank you. It's already having an impact on my model work for myself and the scan. That Log Loss function wasn't something I was aware of but its robust and a good way to measure the error rate. The downside with this stuff is it's time consuming ...

Currency Scan

Not even going to lie, I'm pretty excited by this. It means a lot to be able to validate your work amongst the best of the best. Out of 225 data-scientists I'm currently ranked 34th (was as high as 32 this morning). The competition is incredibly ...

Currency Scan

Lol... welcome to the sickness. You can model this stuff so many different ways, you'll make yourself crazy. What you're suggesting though, isn't unusual and you'll often see specifications for data to be trained to a time frame and then +100 ...

Currency Scan

Pip I'll have to go back and look at what the average gains are when I get a chance, not sure if they would hit that 50 pip target or not. Accuracy and return are two different paths of course. The model was based off of 15 minute data with a 24 ...

Currency Scan

The data-processing template has been completely reworked and is much more efficient than it was previously. It's still too slow overall so I'm going to tweak it further but I'm making some good headway. I can now grab 1.6 million rows of data (24 ...

Currency Scan

I think that's a great idea. I'll do my best to get in here each Sunday night and drop a scan and comment. Pretty soon the other components will be integrated and I'll have a lot more time. Things are moving forward, I'm just taking my time and ...

Currency Scan

The bullish call from a few days ago is pretty well played out, we're all back to neutral now, as far as my stuff goes.

Cable Update (GBPUSD)

Okay... I've been kind of keeping track of what is resonating here and I'm going to make a few adjustments. When I post a scan up it seems to generate pretty decent follow through, page views go up and subscribers increase. If I start posting the ...

Currency Scan

While I'm in the processes of integrating the machine learning models into the CS I'm also going to spend some time reviewing and testing newer/alternative research around the processes. Right now I'm looking time-series normalization for supervised ...

Currency Scan