| Vývojář: | differential enterprises (11) | ||
| Cena: | Zdarma | ||
| Hodnocení: | 0 | ||
| Recenze: | 0 Napsat recenzi | ||
| Seznamy: | 1 + 0 | ||
| Body: | 4 + 0 ¡ | ||
| Mac App Store | |||
Popis
For these types of simple models, if a backtest achieves 60%+ directional accuracy over a long period, it is considered fairly good. Our backtests have metrics which check how likely it is to achieve the model's level of accuracy by flipping coins for the same number of backtest days. For example, getting 6 out of 10 correct by flipping coins (60%) is much more likely than getting 60 out of 100 (also 60%) correct by flipping coins. You must look at % correct, and also how long you get this level of accuracy. The run length Plots give an idea if the model is getting better or worse over time.
We don't even report out model Fit quality to avoid confusion, since Forecast quality is usually worse than Fit quality. Hence: Always backtest to estimate Forecast quality.
The app models the (close-open) price direction (that is, today's price travel) of a given target stock as a function of prior days opening and closing prices of related stocks. Also works for ETFs if they are available in Google Finance historical data.
Check out our newest features: low-contributor variable weed-out for K-nearest classifier models, to reduce overfitting and possibly improve forecast quality (searching as always for the most parsimonious model, "as simple as possible but no simpler..."), and the use of volatilities as candidate leading indicators.
Some use cases:
- You want to keep a position open for 1 trading day only. Models built with this app can give an estimate as to whether the stock/ETF will go up or down today.
- You want to buy or sell a given stock/ETF for other reasons. Models built with this app can give an estimate whether Today is a good day to buy or sell, or whether you might want to wait until a later day to make a trade.
Some thoughts on backtesting, to assist with judgement calls:
http://www.quantstart.com/articles/Successful-Backtesting-of-Algorithmic-Trading-Strategies-Part-I
From Wikipedia:
"The only prior knowledge required is a list of variables which can be hypothesized to affect each other intertemporally."
http://en.wikipedia.org/wiki/Vector_autoregression
For example, one might think that the price change of General Motors today (GM) might depend on the recent prices of oil (USO is an oil ETF). This can be modeled using a tool such as this.
Note that there may not be a predictive relationship for your chosen symbols. In this case, a model's backtest will be poor (low % correct) and the model is not useful for forecasting.
In the case where a backtest yields reasonable results, the model may have some predictive power for 1 day ahead forecasts.
Only price travel Direction is attempted to be modeled, not the actual price change in dollars.
Quickstart:
1. enter symbol to forecast and candidate predictor symbols.
2. select Backtest or Forecast.
3. Press Run. Calculation results will appear in green window.
Further details at http://diffent.com/MktVecAR.pdf
Features:
Up to 6 candidate predictor stocks/ETFs (including target).
3 model types generated for every forecast for comparison purposes:
annealing classifier (slow or fast)
linear least squares
k-nearest classifier
1 and 2 day data lags automatically generated [AR(2) type models]
Up to 500 trading days of backtests.
1 day forward forecast.
Model can be built/forecasted before market opens since "today's" open prices are not included in the model.
Detailed log file of calculations.
Calculations done on a server for battery conservation.
Ability to Stop long calculations on the server.
Download the assembled regression tables with dates aligned in CSV format for further study.
Send downloaded tables to other apps on your device or via email.
Snímky obrazovky
Novinky
- Verze: 7.7
- Aktualizováno:
- Change popup links to new Medium articles regarding this application.
Cena
- Dnes: Zdarma
- Minimální: Zdarma
- Maximální: $4.99
Sledovat ceny
Vývojář
- differential enterprises
- Platformy: iOS Aplikace (6) macOS Aplikace (3) Windows Aplikace (2)
- Seznamy: 5 + 2
- Body: 63 + 19 ¡
- Hodnocení: 0
- Recenze: 0
- Slevy: 0
- Videa: 0
- RSS: Odebírat
Body
-
- 2,742 Dragon
- +1
-
- 9,989 Simon Chan
- +1
-
- 2,168 Mario Green
- +1
-
- 5,904 sf
- +1
Hodnocení
0 ☹️
Seznamy
Recenze
Buďte první, kdo bude hodnotit 🌟
Další informace
- Verze: 7.7
- ID: com.diffent.varappcpu
- Kategorie:
macOS Aplikace›Finance - OS:
iPad,iPhone,macOS,macOS 14.0 a vyšší - Velikost:
833 Kb - Podporovaný jazyk:
English - Hodnocení obsahu:
4+ - Mac App Store Hodnocení:
0 - Aktualizováno:
- Datum vydání:
Kontakty
https://diffent.com/MktVecAR.pdfMohlo by se Vám také líbit
-
- CoinStats: Crypto Portfolio
- macOS Aplikace: Finance Podle: COINSTATSAPP LLC
- Zdarma
- Seznamy: 1 + 1 Hodnocení: 0 Recenze: 0
- Body: 0 + 79,292 (4.8) Verze: 5.24.1 Track & manage your crypto, DeFi & NFT portfolio on the leading cryptocurrency portfolio manager app. Discover, research, stay on top of your portfolio & more with the CoinStats App. ... ⥯
-
- Crypto Pro: Live Coin Tracker
- macOS Aplikace: Finance Podle: Crypto Inc.
- Zdarma
- Seznamy: 2 + 0 Hodnocení: 0 Recenze: 0
- Body: 4 + 46,304 (4.7) Verze: 8.1.0 Crypto Pro is the #1 privacy-focused, ad-free crypto tracker on the AppStore since 2015. Stay ahead in the cryptocurrency world with a comprehensive and intuitive experience. CryptoPro ⥯
-
- Copilot: Track & Budget Money
- macOS Aplikace: Finance Podle: Copilot Money, Inc.
- Zdarma
- Seznamy: 0 + 2 Hodnocení: 0 Recenze: 0
- Body: 2 + 24,191 (4.8) Verze: 7.0.5 Apple Design Award Finalist, 2024 "An app that I love and use." - MKBHD "The future of personal finance" - Apple App Store Clear, beautiful, trusted. Copilot Money is the app that ... ⥯
-
- Loan Calculator - Debt Payoff
- macOS Aplikace: Finance Podle: ChuChu Train Productions
- Zdarma
- Seznamy: 0 + 0 Hodnocení: 0 Recenze: 0
- Body: 0 + 21,554 (4.6) Verze: 3.6.2 Welcome to the Loan and Mortgage calculator. A simple, intuitive, yet extremely powerful tool to assess loans and mortgages. This app has over 20,000 reviews, averaging over 4.6/5 ... ⥯
-
- Spending Tracker
- macOS Aplikace: Finance Podle: MH Riley Ltd
- Zdarma
- Seznamy: 0 + 0 Hodnocení: 0 Recenze: 0
- Body: 0 + 18,347 (4.8) Verze: 3.1.2 Spending Tracker is the easiest and most user friendly Personal Finance App in the store. And best of all, it's free! The simple fact is, by tracking your spending you will be able to ... ⥯
-
- Percentage Calculator: Percent
- macOS Aplikace: Finance Podle: Applorium Ltd
- Zdarma
- Seznamy: 1 + 0 Hodnocení: 0 Recenze: 0
- Body: 0 + 13,765 (4.7) Verze: 3.0.2 Try out the best percentage calculator available! We have collected 12 of the most commonly used percentage calculations and they are all available under your fingertips. Calculate ... ⥯
-
- Budget Planner App - Fleur
- macOS Aplikace: Finance Podle: Akash Jain
- Zdarma
- Seznamy: 0 + 1 Hodnocení: 0 Recenze: 0
- Body: 2 + 9,506 (4.8) Verze: 2.9.1 Fleur is a cute and simple budget planner and tracker app. The app allows you to easily add daily expenses and income. You can also set a monthly budget, create multiple accounts and ... ⥯
-
- CardPointers for Credit Cards
- macOS Aplikace: Finance Podle: CardPointers LLC
- Zdarma
- Seznamy: 0 + 0 Hodnocení: 0 Recenze: 0
- Body: 0 + 8,322 (4.7) Verze: 7.0.7 CardPointers will save you money and earn you more cash back, points, and miles every day by maximizing credit card spend bonuses, offers, and welcome bonuses. Most users save $750+ ... ⥯
-
- ZERION: Crypto Wallet & DeFi
- macOS Aplikace: Finance Podle: Zerion LLC
- Zdarma
- Seznamy: 0 + 0 Hodnocení: 0 Recenze: 0
- Body: 1 + 4,691 (4.8) Verze: 4.4.1 One Wallet For All Your Crypto On Solana, Ethereum and 50+ Chains. Zerion is your mobile-first, self-custodial wallet to manage, track, and discover crypto anytime, anywhere. From ... ⥯
-
- Cake Wallet
- macOS Aplikace: Finance Podle: Cake Technologies, LLC
- Zdarma
- Seznamy: 0 + 0 Hodnocení: 0 Recenze: 0
- Body: 0 + 3,502 (4.7) Verze: 5.5.0 Cake Wallet let's you easily and safely store, send, receive, and exchange your cryptocurrency. We've been making the hard things easy since 2018 so you can focus more on what matters ... ⥯
-
- Chronicle - Bill Organizer
- macOS Aplikace: Finance Podle: LittleFin LLC
- Zdarma
- Seznamy: 1 + 1 Hodnocení: 0 Recenze: 0
- Body: 2 + 3,208 (4.8) Verze: 14.9.2 The easiest, fastest bill manager in the App Store. A universal app for iPhone & iPad, with multitasking on iPad. Cloud sync works across all iOS devices plus Mac with the available ... ⥯
-
- MoneyCoach: Budget Planner
- macOS Aplikace: Finance Podle: MoneyCoach UG
- Zdarma
- Seznamy: 0 + 2 Hodnocení: 0 Recenze: 0
- Body: 2 + 2,616 (4.5) Verze: 11.0.6 MoneyCoach is a budget planner, money tracker and financial planner helping millions of people with their spending habits and finances. MoneyCoach creates healthy financial habits that ⥯
-
- MoneyWiz 2025 Personal Finance
- macOS Aplikace: Finance Podle: SILVERWIZ LLC
- Zdarma
- Seznamy: 0 + 1 Hodnocení: 0 Recenze: 0
- Body: 1 + 1,948 (4.6) Verze: 2025.35.1 Organize your day to day accounts, loans, savings, investments and even crypto in a convenient and secure way with MoneyWiz. MoneyWiz is the only personal finance app that can help you ⥯
-
- Chand
- macOS Aplikace: Finance Podle: farzad nazifi
- Zdarma
- Seznamy: 0 + 0 Hodnocení: 0 Recenze: 0
- Body: 1 + 1,504 (4.3) Verze: 2.5 Chand provides real-time exchange rates for 44+ currencies, cryptocurrencies, and gold prices on your iPhone and iPad. With a refreshed layout and customizable widgets, you can easily ... ⥯