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Hello, futures.io (formerly BMT). I’m a mathematician and hacker with a penchant for the markets.
Recently, I wrote a set of machine algorithms that represented over a decade of thought. These algorithms accurately and profitably predict the S&P500. Over the last six months or so, I’ve shared my output, in real time, with friends and family.
Full disclosure: At some point, I will license the output to institutional and, perhaps, retail investors; but, while I experiment, there won't be any strings attached.
B
Can you help answer these questions from other members on NexusFi?
The word "Hacker" can have multiple meanings. In this context I presume the author is expressing that he is a computer programmer who has learned through experimentation, trial and error, and without any formal study. Yet who has become adept at his craft.
Bingo. I formally studied math UCI (undergrad) and finance at Cornell (grad), but I've always been an autodidactic when it comes to software engineering.
The link is from mail chimp...it's truncated for Twitter.
I'm currently taking a few dozen macro-economic indicators on which I engineer over 3,000 features. These features are then pre-processed and passed through eight classification algorithms to predict the general direction of the market (with a confidence score) for the following several days.
I'm currently predicting the S&P500 via SPY (close to close) but am looking to expand to other assets (e.g. QQQ) and/or economic-data (e.g. ICSA). Additionally, I am interested in taking a look at daily movements (i.e. open to close) or overnight (close to open). Is there anything in particular that this forum would like to see predicted?
