Archive

Posts Tagged ‘Returns’

SPX February Returns

January 29, 2016 Leave a comment

spx_feb_returns

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SPX January Returns

December 30, 2015 Leave a comment

spx_jan_ret

SPX Model Monthly Predictions Improving

December 6, 2014 Leave a comment

Improving the fit since last update:

lm_model_monthly120514

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SPX Seasonal Pattern

December 4, 2014 Leave a comment

seasonal_plot120314

Global Stock Market Performance

November 27, 2014 Leave a comment

country_performance112714

SPX Monthly Model Preview

November 19, 2014 Leave a comment

Still under construction…

spx_model_monthly_ret

Rplot

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Day Trading Model Draft

October 30, 2014 Leave a comment

Teasers…

The SPX model accuracy (since 2010 test set) for correctly predicting positive/negative days:

es_model110514

actual_pred_LR_model103014

corrplot_daily_LR_model103014