A simple Matlab demo!
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Dan Bikle
Aug 6, 2014, 7:01:30 PM8/6/14
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People,
I just cooked up a simple Matlab demo which shows how to issue S&P500 predictions using Logistic regression and a model with only 1 feature (which I call 'normalized lag').
The demo shows that if we see a large drop today, we should see a gain tomorrow.
So, obviously that is kind of simple but I've only been working with Matlab for about 10 hours now.
The demo is here:
https://github.com/danbikle/spy611scripts/blob/master/matlab_demos/crvec3.m
Holler if questions.
Dan
I just cooked up a simple Matlab demo which shows how to issue S&P500 predictions using Logistic regression and a model with only 1 feature (which I call 'normalized lag').
The demo shows that if we see a large drop today, we should see a gain tomorrow.
So, obviously that is kind of simple but I've only been working with Matlab for about 10 hours now.
The demo is here:
https://github.com/danbikle/spy611scripts/blob/master/matlab_demos/crvec3.m
Holler if questions.
Dan
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