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Event Profiling based on Bollinger Bands

So my experiments with event profiling continue. This time, I look for event based on Bollinger Values.

Classified the event as the day when the standardized Bollinger value of a stock (Stock Price - 20 day running mean)/(SD of 20 day running price) fell below -2 ( 2 Standard Deviations) and the market (SPY) Bollinger Value at the day's close was > 1 ( 1 SD above the mean)

Observations :
From the time of event  till day 12, we see a market relative mean of 2.25% .

Over the next few weeks I will be experimenting with other event classifications based on technical indicators to see if we can beat the market.


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Deep Dreams with Keras & Tensorflow

Made some modifications to the DeepDreamcode courtesy François Chollet and added few extra layers, changed the loss function settings a bit and viola !!!

Used the pre-trained model based on the VGG16 network architecture.

I will post the github link shortly. 

Iteration 1

                                                                            Iteration 2

                                                                          Iteration 3

Iteration 4

Iteration 5

Random !