TLPV

Analysis by Fourier Series from S&P 500 Index

FX:SPX500   S&P 500 index of US listed shares
I am test the analysis of Fourier Series in S&P 500 Index             some times I have very good results in forecast. The prediction at future is short in time and It´s bad predictor when there ispolitic effect on markets. I fixed two model, exponencial with tend to up and damped:

Jim_MM
8 months ago
Hey. Can you elaborate a bit on your analysis ? Just being curious but I can't read anything out of your chart, not an expert at fourier series for stock markets
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TLPV
8 months ago
Yes, I am not expert on the stock market, but Ihave two year or more with the study of time series on S&P 500 Index, and I have good forescast fixed model in short time. My analysis was made with sofware Statistical ver 7, the data was obteined the Yahoo Finances, first I search about the lags with technical periodograma, I find in 400, next I observed the tend is more or less exponential,Next I made fixes to find less SMA (Squater Median Average from Error). I found two models with less error, The firts model was exponencial, mulplicative, with 1500 lags. The secound was exponencial and damped tend, multiplicative with 1500 lags.
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TLPV
8 months ago
The confidence intervalo is more or less six units since line.
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TLPV
8 months ago
snapshot


Update forecast by times series for S&P 500 Index, the model is multiplicative in version exponential damped with 1500 lags, the arrows are variations of prices.
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TLPV
8 months ago
Third day, the forecast with times series used model damped exponential model, is good, but there is sekwed to low extrems.
snapshot
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TLPV
8 months ago
snapshot


Today is the fifth day with very good forescast by time series, yesterday almost in 100% the forescast, the forescast started to be good for low prices but is not trust for top price for the actual tend.
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TLPV
6 months ago
New tendecy forecast by times series for this week:
snapshot
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