| BCB #1 | KNN | |||||||
| buy, hold | 6411.99 - 5871 - 7 * (19 + 6 + 11) - 1 = | 287.99 | ||||||
| KNN | 901.42 - (7 + 1) * (19 + 6) = | 701.42 | ||||||
| Right | 19.00 | |||||||
| Wrong | 6.00 | Bin Test | 0.0020 | |||||
| Null | 11.00 | Z-Test | 0.0003 | |||||
| date | close | forecast | gain/loss | sign | cum | note | outturn | |
| 20130607 | 6411.99 | 0 | n/a | 0.2084 rise, .1821 fall | ||||
| 30130531 | 6583.09 | −1 | 171.10 | 1.00 | 901.42 | agree | not surprised | |
| 20130524 | 6654.34 | 1 | −71.25 | 1.00 | 730.32 | I dont agree | not surprised | |
| 20130517 | 6723.06 | 0 | n/a | 0.00 | 801.57 | .275 fall, .548 rise | - | |
No prediction seems to imply vol
No comments:
Post a Comment