MVAR vs Strikeline by MarketAlly

Helps you find and test your ideas of what might be "leading indicators" of particular stocks or ETFs. For one day ahead indicators only. Explore "The Machine" of the market, and backtest your ideas forthwith. For these types of simple models, if a backtest achieves 60%+ directional accuracy over a long period, it is considered fairly good. Our backtests have metrics which check how likely it is to achieve the model's level of accuracy by flipping coins for the same number of backtest days. For example, getting 6 out of 10 correct by flipping coins (60%) is much more likely than getting 60 out of 100 (also 60%) correct by flipping coins. You must look at % correct, and also how long you get this level of accuracy. The run length Plots give an idea if the model is getting better or worse over time. We don't even report out model Fit quality to avoid confusion, since Forecast quality is usually worse than Fit quality. Hence: Always backtest to estimate Forecast quality. The app models the (close-open) price direction (that is, today's price travel) of a given target stock as a function of prior days opening and closing prices of related stocks. Also works for ETFs if they are available in Google Finance historical data. Check out our newest features: low-contributor variable weed-out for K-nearest classifier models, to reduce overfitting and possibly improve forecast quality (searching as always for the most parsimonious model, "as simple as possible but no simpler..."), and the use of volatilities as candidate leading indicators. Some use cases: - You want to keep a position open for 1 trading day only. Models built with this app can give an estimate as to whether the stock/ETF will go up or down today. - You want to buy or sell a given stock/ETF for other reasons. Models built with this app can give an estimate whether Today is a good day to buy or sell, or whether you might want to wait until a later day to make a trade. Some thoughts on backtesting, to assist with judgement calls: http://www.quantstart.com/articles/Successful-Backtesting-of-Algorithmic-Trading-Strategies-Part-I From Wikipedia: "The only prior knowledge required is a list of variables which can be hypothesized to affect each other intertemporally." http://en.wikipedia.org/wiki/Vector_autoregression For example, one might think that the price change of General Motors today (GM) might depend on the recent prices of oil (USO is an oil ETF). This can be modeled using a tool such as this. Note that there may not be a predictive relationship for your chosen symbols. In this case, a model's backtest will be poor (low % correct) and the model is not useful for forecasting. In the case where a backtest yields reasonable results, the model may have some predictive power for 1 day ahead forecasts. Only price travel Direction is attempted to be modeled, not the actual price change in dollars. Quickstart: 1. enter symbol to forecast and candidate predictor symbols. 2. select Backtest or Forecast. 3. Press Run. Calculation results will appear in green window. Further details at http://diffent.com/MktVecAR.pdf Features: Up to 6 candidate predictor stocks/ETFs (including target). 3 model types generated for every forecast for comparison purposes: annealing classifier (slow or fast) linear least squares k-nearest classifier 1 and 2 day data lags automatically generated [AR(2) type models] Up to 500 trading days of backtests. 1 day forward forecast. Model can be built/forecasted before market opens since "today's" open prices are not included in the model. Detailed log file of calculations. Calculations done on a server for battery conservation. Ability to Stop long calculations on the server. Download the assembled regression tables with dates aligned in CSV format for further study. Send downloaded tables to other apps on your device or via email.

Your trading and research app with an AI copilot that knows your portfolio. Track your accounts, trade stocks and options, research any symbol, and get clear, data-driven guidance, all in one app. AN AI COPILOT THAT KNOWS YOUR PORTFOLIO Not a generic chatbot. The copilot reads your accounts, positions and watchlists, pulls live option chains, earnings and fundamentals, and answers in plain English. It can propose trades as action queues, and nothing is sent to your broker until you approve it. YOU STAY IN CONTROL - Action queues: review and approve or reject every AI-proposed trade - Orders wait for market hours and use price protection, so a stale idea never fills far from the plan - Explicit confirmation on every trade, and hard limits on automated tools STRATEGIES AND BACKTESTS Rule-based playbooks: the 200-day reclaim, corrections, momentum rotation, and covered calls and cash-secured puts for income. Each strategy is backtested on history and must pass a promotion gate before it can run. Use Propose mode to approve every leg yourself, or Auto mode within the limits you set. See each strategy's live setups on any symbol. DAILY MARKET ENVIRONMENT A daily read of the market: regime, breadth, market and economic cycle, sector rotation, money flow and correlation stability, with widgets you can check at a glance and writeups that turn them into a clear posture and position-sizing guidance. IDEAS EVERY DAY - Top Opportunities: a daily swing-and-options scan across a liquid universe, ranked on technical quality and fundamentals - Strategy setups in Search: today's reclaim, correction and momentum matches - Daily setups on your own watchlists RESEARCH ANY SYMBOL Performance, technical analysis, key levels, related securities, a dividend worksheet and the strategy setups that apply to it, plus fundamentals, news, insider transactions and earnings. PORTFOLIO AND TRADING Positions, orders, balances, P&L and performance analytics across multiple Alpaca accounts, with stock and options trading, paper or live. WATCHLISTS, DONE PROPERLY Per-symbol analysis, daily setups and price and volume alerts. Share a watchlist so others can mirror it. With Elite: managed allocation that rebalances a list to target weights, watchlist-as-index tracking, and AI-managed weights from a plain-language mandate. ALERTS AND NOTIFICATIONS Real-time price and volume alerts, with push notifications so you never miss a move. PLANS - Free: stocks and options via Alpaca, portfolio and P&L, watchlists, the asset deep-dive, action queues, and the AI copilot with your own AI provider key - Pro: bundled AI with no key needed, Top Opportunities, strategy setups, daily setups, real-time alerts and notifications - Elite: everything in Pro, plus strategies and backtests, Strikeline analysis and signals, the daily Market Environment writeups, advanced watchlist tools and advanced portfolio analytics New subscribers can try the bundled AI free for 14 days.