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The future of forecasting in financial markets

Posted on by Jeff@AlphaInterface.com

Foresight


My article on “The Future of Financial Market Forecasting” is to be published in the forthcoming issue of Foresight: The International Journal of Applied Forecasting. This journal is something of a link between the academic and business communities. There is also an interview with me that follows the article. And, I have now joined the editorial board of the journal.

I have identified five important trends: the rise of the supercomputer, forecasting with natural language processing, smarter pattern recognition and pattern recall, greater skill in identifying expert forecasters, and better recognition of bubbles and crashes.

To download the article, click here: Future of Financial Forecasting

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Book Three: Trading With The News

Learn about a news-based trading system that yielded a back-tested, average annualized, compounded return from 2000 to 2011 of 58.6%.

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“The scientific method is the only rational way to extract useful knowledge from market data and the only rational approach for determining which technical analysis methods have predictive power.”
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Book One: Analysts’ Forecasts

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James P. Driscoll, PhD, investor

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