Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/public/modules/security_review/security_review.module on line 415
Announcing: the ARIMA sector forecast report series is live | Design and Analytics

Announcing: the ARIMA sector forecast report series is live

For several months now, I've been putting together an automated econometric forecasting platform.  Using a simple ARIMA model, I've created a forecast for stock sectors to inform my own short-term option trades.  Despite being a statistical model, rather than a foundational one about informationally poor stocks, I found it useful for my purposes---though I make no promises about yours---and developed this infrastructure in order to share it online.  Even if you're not interested in stock market movements, the further utility of the platform is as a demonstration of the capabilities of reports automation: this platform runs an analysis every day, makes forecasts, charts, typesets instructions and accompanying advertizements, and publishes them to PDF and in an animated gallery online.  This is an analysis that once automated, never again needs human intervention.  That's a powerful thing, especially in how it frees this human to solve new problems. 

Here it is: http://www.designandanalytics.com/ARIMA-Sectors  And here is where to sign up for the newsletter providing coverage.

If you work with data and want to explore their future, if you do anything repetitive you want to solve once and for all, I'd encourage you to contact me.  Otherwise, I hope you'll check out the ARIMA Sector Forecast Report series page now and check back in the future.  I'd like to thank the current sponsors of the PDF reports, and if you are a firm likewise interested in reaching an audience of financially literate professionals and programmers, people interested in topics ranging from how to make time series graphs beautiful, to the future of venture capital funding, to the use and abuse of statistical analysis, consider sponsoring the report for a month.

For everyone else, this report itself will be developed over time to include diagnostic statistics, and sister reports on international equities, and fixed income are in the works.  So, check back soon, and forward widely.