A Possible, New Positionbook Indicator?
In my previous post I ended with saying that I would post about some sort of “sentiment indicator” if, and only if, I […]
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Matrix Profile and Weakly Labelled Data – 2nd and Final Update
It has been over three months since my last post, which was intended to be the first in a series of posts on […]
Read moreMatrix Profile and Weakly Labelled Data – Update 1
This is the first post in a short series detailing my recent work following on from my previous post. This post will be […]
Read more"Matrix profile: Using Weakly Labeled Time Series to Predict Outcomes" Paper
Back in May of this year I posted about how I had intended to use Matrix Profile (MP) to somehow cluster the “initial balance” […]
Read moreMarket Profile Low Volume Node Chart
As a diversion to my recent work with Matrix Profile I have recently completed work on a new chart type in Octave, namely a Market […]
Read moreUpdate on Recent Matrix Profile Work
Since my previous post, on Matrix Profile (MP), I have been doing a lot of online reading about MP and going back to […]
Read moreA Forex Pair Snapshot Chart
After yesterday’s Heatmap Plot of Forex Temporal Clustering post I thought I would consolidate all the chart types I have recently created […]
Read moreHeatmap Plot of Forex Temporal Clustering of Turning Points
Following up on my previous post, below is the chart of the temporal turning points that I have come up with. This particular […]
Read moreTemporal Clustering Times on Forex Majors Pairs
In the following code box there are the results from the temporal clustering routine of my last few posts on the four […]
Read moreTemporal Clustering on Real Prices, Part 2
Below are some more out of sample plots for the Temporal Clustering solutions of the EUR_USD forex pair for the week just […]
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