Saturday 31 August 2013

Back From Hol


BCB #1 KNN
P/L buy, hold 6492.1 - 5871 - 7 * (23 + 10 + 14) - 1 = 291.10
given exp KNN 1023.3 - (7 + 1) * (23 + 10) = 759.30
Right 23.00
Wrong 10.00 Bin Test 0.0068
Null 14.00
date close f'cast gain/loss cum note outturn
20130830 6412.93 1 believable
20130823 6492.1 n/a 1023.30 hol
20130816 6500 n/a 1023.30 hol
20130809 6583.4 n/a 1023.30 hol

Not doing too shabbily partly because I went on hol.

Sunday 4 August 2013

It is still summer


BCB #1 KNN
P/L buy, hold 6647.9 - 5871 - 7 * (23 + 9 + 11) - 1 = 474.90
given exp KNN 1087.8 - (7 + 1) * (23 + 9) = 645.42
Right 23.00
Wrong 9.00 Bin Test 0.0035
Null 11.00
date close f'cast gain/loss cum note outturn
20130802 6647.9 1 feels right
20130726 6554.80 1 93.10 1087.80 not sure, but optimistic yay
20130719 6630.7 1 −75.90 994.70 boo
20130712 6544.94 1 85.76 1070.60 early signs of reality <> model? maybe not