I worked on multi-point estimation algorithms to characterize the intra-day dynamics of stock markets for about two years (2001-2002) as part of my doctoral thesis. But it did not find its way into my thesis as the focus had shifted from the development of algorithms to questions related to the framework of modeling stock markets. The algorithms were briefly outlined in a short paper which was selected for presentation at Singapore Economic Review Conference. It was later withdrawn to enable it to be a proprietary work for further development. It was not an algorithm to help you invest in any stock market to make enormous profits. It was not an algorithm to guide you in your trading strategies. It was just an algorithm to capture the intra-day dynamics. I have again started working on those algorithms. I would like to see if the previous work can be extended to give signals like buy and sell which will then be useful during intra-day investments. I will post on this blog the strategies suggested by these algorithms and see how they perform. The frequency of the post depends on the time availability. I am planning to choose indices like SENSEX, NIFTY, etc – Sensex to start with. The same analysis can also be done for individual companies. I will not presently concentrate on it. I am planning however to make such studies in future, will not necessarily be disclosed in public, if people show interests. I will post buy and sell levels for index values as if they are traded just to see how the algorithms perform against them, and will also post their performances. Now for disclaimers -
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I am not claiming anything like you will make profits for sure if you follow these strategies.
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When you invest your money, it is better you take responsibility for it.
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My interest in this is to explore, modify, and tune my algorithms to match the complexities of real markets. However, if I make money during the process either by direct investment or by consultancy, I will, of course, be happy. But I cannot assure the same for you.
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Market investments are quite risky. Hence the kind of investment (be it a short-term, long-term, or on intra-day basis) depends very much on your risk profile.
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