Friday, December 2, 2011

2011.12.02 Weekly Short Term DJIA $ Gold $ Silver

Index / Actual / Predicted / Z-score
DJIA / 12019.42 / 11118.52 / -1.54
Gold / 1751.00 / 1544.00 / -5.36
Silver / 3315.00 / 2900.43 / -3.60

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Anonymous said...

Thanks for the work. Is the model still under consideration for reworking?

Paolo said...

The models are all converging immediately as I add new data, so I am not going to change anything unless they fail to converge, for the moment. We are coming up to a period where the predicted price for the DJIA assumes a more negative slope beginning in January of 2012. If the actual prices and predicted prices do not come into line at the end of that month, I may have to retire the model.

MP said...

Hi.. Can you tell me what the yellow indicators are and what parameters are used to get the data for it? Thanks

Paolo said...

The Z-score is calculated as follows:

2(Predicted - Actual)(Actual + Predicted)^-1 and a standardized score is computed from the above.

MP said...

I like how its working out with the turns in charts.

Thanks again