ATS EST Signal Generators

Ensemble Signal Trader Signal Generators

This article describes how to use ensembles of trading signals within Dakota 3 to build a trading system. Contributing market timing signals could originate from any source e.g. R, BioComp Profit, BioComp Patterns, BioComp Dakota 3. The signal generators included in the ATS Ensemble Signal Generators for Dakota 3 are used in the article. Step Read more about Ensemble Signal Trader Signal Generators[…]

SPX Sentiment - Net Intensity

S&P 500 Index (SPX) Sentiment Data (StockTwits)

This article takes a quick look at the daily SPX Sentiment Data (StockTwits). The motivation is purely curiosity. There isn’t enough history yet for me to start using data of this nature for building production models. The data can be downloaded for free on this page: When you create a Quandl account you get Read more about S&P 500 Index (SPX) Sentiment Data (StockTwits)[…]