[R] predicting financial time series
edd at debian.org
Fri Mar 15 20:27:04 CET 2002
On Fri, Mar 15, 2002 at 06:05:34PM +0100, Lukas Kubin wrote:
> What are the best tools (models within R) for use in predicting stock
> market trading values? Currently I'm using the smooth.spline but are there
Interesting question. Suppose an answer exists. Would someone post it here?
The classical Chicago School answer is of course that you can't forecast
stock market prices "at large" or "that easily", at least not profitably
after transaction costs and once you adjusted for the risk level you have
are taking. If you are a broker with minuscule transaction costs then maybe
you have something. Then again, you don't really hear about successful
schemes for the obvious reasons.
Good judgement comes from experience; experience comes from bad judgement.
-- Fred Brooks
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