Data Mining

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eudamonia
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Data Mining

Postby eudamonia » Wed Jun 21, 2006 11:26 pm

Mikal and others:

What types of programs/procedures do you use for data mining a.k.a finding statistically relevant information out of historical data?

This is something I've been approaching in a very haphazard way and would like to improve.

Edward

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michal.kreslik
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Postby michal.kreslik » Thu Jun 22, 2006 10:08 am

Ed,

after exporting the data from Tradestation in a desired form, I am using Micorosoft Excel to do the analysis.

The best public resource on statistics on the internet:
http://www.statsoft.com/textbook/stathome.html

I am now studying statistics and the best SW in the world for conduting
statistic research is Statistica:
http://www.statsoft.com/

Buying and learning Statistica SW is on my agenda in the future. Right now I've got a demoversion. My mother teaches at the Brno University of Technology and she cooperates with Statsoft now and then. They are conducting statistics learning courses, too.

I'm considering enrolling here:
http://www.stat.yale.edu/

Michal

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Postby eudamonia » Thu Jun 22, 2006 8:24 pm

Mikal,

Those are some great links, thanks!

Edward
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TomKeough
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Matlab 2006b

Postby TomKeough » Sun Mar 04, 2007 10:37 pm

michal.kreslik wrote:I am now studying statistics and the best SW in the world for conduting
statistic research is Statistica:
http://www.statsoft.com/
Michal


Michal,
How would you rate Matlab 2006b as compared to Statistica?
Tom
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The amount of work is the same."
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michal.kreslik
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Postby michal.kreslik » Mon Mar 05, 2007 5:41 am

Matlab is an industrial force, raw level math app :) Statistica is more on the user friendly side, which is, on the other hand, sometimes making it less universally usable.

But definitely, you can work with Statistica in a couple of minutes after you installed it, which is certainly not the case for Matlab :)

Anyway, I am judging both packages from the standpoint of view of non-user. Instead of Matlab, I was using Maple. Now I'm getting ready to get a license for a couple of Statistica modules. In my opinion, Statistica is the most comprehensive statistical package available today.

Michal

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TomKeough
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Statistica

Postby TomKeough » Wed Mar 07, 2007 11:44 am

michal.kreslik wrote:Now I'm getting ready to get a license for a couple of Statistica modules. In my opinion, Statistica is the most comprehensive statistical package available today.

Michal


Thanks Michal,
Which Statistica modules are you planning to use?
Thanks,
Tom
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or we make ourselves strong.

The amount of work is the same."

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Postby Horizon » Sun Oct 18, 2009 8:25 pm

That is scary looking stuff to the non initiated.
Great forum by the way. Enjoyed reading all the stats and research.

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Postby Ronald Raygun » Thu Feb 18, 2010 10:04 pm

To add my $0.02...

I use the following for my datamining efforts.

Eureqa
Matlab
R
Excel

My most recent research is developing a "smart" indi/EA which can determine if the price is trending or ranging.

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Patch
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Postby Patch » Thu Feb 18, 2010 10:55 pm

Ronald Raygun
Perhaps you could tell us the trending aspect you use to determine when you are red or green. I am currently using the 2Semafor to determine my trading color.
Patch
In VA
Last edited by Patch on Sun Feb 21, 2010 3:20 pm, edited 1 time in total.
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Postby forexbob » Fri Feb 19, 2010 12:01 am

Patch wrote:Ronald Raygun
Perhaps you could us the trending aspect to determine when you are red and green. I am currently using the 2Semafor to determine my trading color.
Patch
In VA


:-) hi patch, i thought TRO was learning we can not be a kameleon
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