published by adam on Wed, 09/28/2011 - 05:39
For several months now, I've been putting together an automated econometric forecasting platform. Using a simple ARIMA model, I've created a forecast for stock sectors to inform my own short-term option trades. Despite being a statistical model, rather than a foundational one about informationally poor stocks, I found it useful for my purposes---though I make no promises about yours---and developed this infrastructure in order to share it online. Even if you're not interested in stock market movements, the further utility of the platform is as a demonstration of the capabilities of reports automation: this platform runs an analysis every day, makes forecasts, charts, typesets instructions and accompanying advertizements, and publishes them to PDF and in an animated gallery online. This is an analysis that once automated, never again needs human intervention. That's a powerful thing, especially in how it frees this human to solve new problems.
Here it is: http://www.designandanalytics.com/ARIMA-Sectors And here is where to sign up for the newsletter providing coverage.
