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market timing
in Modeling Software - 17 Oct, 2016
by James - no comments

This article¬†describes the recommended approach to building market timing models. Synergy is feature rich and quite flexible, so completely valid variations on the workflow presented here are possible. The goal for the example, is to build models for trading the SP futures on the trading day following the day the systems are updated. All trades […]

in Modeling Software - 30 Sep, 2016
by James - no comments

The Walk-Forward Simulator is used to test the stability and robustness of a given market timing model that has been retained during a Synergy data mining run. It is probably the most important test to apply when considering a model for use. The Lookback Period consists of n rows of input data leading up to […]