Get started
Ideas
Minds
Scripts
Followers
Following
Published
Commented
Following
Published
Commented
forecast s&p500short technicalanalysis timeseriesanalysis Less Tags Show All Tags
All Types
Type
All Types
Indicators
Strategies
Libraries
All Accesses
Script access
All Accesses
Open
Protected
Invite-only
Public & Private
Privacy
Public & Private
Public
Private
Forecast by times series for S&P 500 Index by next five days
SPX500
, D
Short
SPX500: Forecast by times series for S&P 500 Index by next five days
Updated 

Forecast by times series for S&P 500 by next five week
SPX500
, W
Long
SPX500: Forecast by times series for S&P 500 by next five week
Updated 

Forecast by week for time series
SPX500
, W
Long
SPX500: Forecast by week for time series
Updated 

Forecast by times series for 12 monts
SPX500
, M
Long
SPX500: Forecast by times series for 12 monts

Analysis by Fourier Series from S&P 500 Index
SPX500
, D
SPX500: Analysis by Fourier Series from S&P 500 Index

I am test the analysis of Fourier Series in S&P 500 Index some times I have very good results in forecast. The prediction at future is short in time and It´s bad predictor when there ispolitic effect on markets. I fixed two model, exponencial with tend to up and damped:

lookatmyname
1
0
18
Message Follow Following Unfollow
O_O_O_ Premium
Online
293
11
2322
Message Follow Following Unfollow
Lozaeugene
19
7
257
Message Follow Following Unfollow
mcbw_ Premium
1167
39
1850
Message Follow Following Unfollow
Sh42
0
1
0
Message Follow Following Unfollow
StihlBtChainSaw Premium
6467
6
582
Message Follow Following Unfollow
Type
Script access
Privacy