Going Forward

For many months, I’ve tried to put together the pieces to have a long term database, monthly based and with a huge history. I was moved by the progress of the monthly forecast, that I see sharper than before. No way. Data is largely unavailable. Very few series of mayor commodities and indices are out there, but very few indeed. r.Virgeel works well with more data. More data. No way.

Then I started to look at my beloved weekly forecast and I soon realized that I could enlarge the weekly database in time reducing its components. To make it simple, more data for less symbols. Mmh…

I hoped that data could go back some decades more, but I now have a new weekly database about 75% longer in time than the standard one. It needs a new whole ecosystem of code to work and the basic part is in beta development and running. More work is needed, but I’m very curious of all new code output, when it will come.

So, I’m rewriting the code once again and with a new database (DBMS), it’a game of traps and bugs. The new DBMS is slower than the standard one, but its tameness is great. Being slower, I have to rewrite the code optimizing every step, and this is good. It will take time, but then we will have a brand new weekly brain. Worth the effort.

 

 

This chart is the very first captured from the development. It is the training process feedback. the color code seems to work well. One of the enhancements is a better visual evaluation of r.Virgeel learning, an evolution of the Colored Bars. I try to be as impartial as possible and help r.Virgeel detect bottoms and top and generate optimal signals for operative triggers. Working on the past, it is not difficult, but sometimes tricky.

Another enhancement at the horizon is that r.Virgeel will no more be restricted to the S&P 500, but it will open to a batch of sperimental new subjects: EUR/USD and Gold will be the first. Before it was not impossible to obtain a forecast of other symbols, but it was quite complex, being the original project very SPX centric. Now it will be easier to test some new entries and see how they work out.

I wanted a huge monthly database and I will have a not-so-huge-but-larger new weekly model.  At work, now.

 

 

 

 

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