As long term followers of DataSwarm may know, we have used the system for geopolitical prediction work, including predicting elections. We correctly predicted the result of the previous French Election (Macron won), but as we discussed at the time, we thought[…]
Above – DataSwarm Zeitgeist (pink line) tracking the SPY ETF (based on S&P 500) vs its market price (blue line) Below – same for NASDAQ based QQQ. The yellow lines above and below the pink Zeitgeist line are the Bollinger bands (standard deviation level above and below a moving average of the Zeitgeist). Zeitgeist volume[…]
Above – Normalised DataSwarm Zeitgeist (in pink) of QQQ (above) and SPY (below) ETFs showing their Bollinger bands, with ETF daily prices overlaid in dark blue The beginning of 2022 has proven to be “interesting”. For overall market direction it is helpful to look at the Zeitgeist for the NASDAQ and S&P500, as recorded using[…]
Above – Dataswarm returns vs S&P over 24 months DataSwarm has used its signal to trade in the US markets for 2 years, from December 2019 to November 2021. The results (see above) were that we managed a 63% return over the period, at a low relative volatility/risk rate – Sharpe ratio of[…]
Fund results (blue) vs. S&P Index, Dec 2019 to Feb 2021 Stock Prediction System We wrote some months ago about how we had built a social media meme based prediction system which we have been using for stock prediction – and set up a fund structure to test it. Our first trading year has been […]
(Graphic – DataSwarm fund performance vs S&P500 and NASDAQ over September) On the 1st September the DataSwarm Fund rose to more than 30% above its pre-Covid peak in February, due to a few of the stocks in its portfolio rising due to good earnings. On the 2nd of September, the US markets reached an all[…]
NASDAQ index, from the dotcom crash in 2000 to September 2020 (Y Axis is log scale) – Graph courtesy Yahoo! Finance We were asked by The Observer to comment on whether there is a bubble in the US stock market at the moment. This post is a more detailed discussion. In essence, we believe there[…]
Chart shows progress of fund from start in December 2019 until end May 2020, tracking market performance from portfolio buildup into the trading stage, and then navigating the market crash and rebuild We talked in more detail about what we have done trading using the Zeitgeist signal over here. There were three “interesting” phases from[…]
Chart shows the progress of the DataSwarm Trading Fund (DTF) from start in December 2019, tracking market performance from portfolio buildup into the trading stage, and then navigating the market crash and rebuild Predicting asset prices using the DataSwarm Zeitgeist Followers of this blog will recall that we have used the DataSwarm Analytics Engine on[…]
Since May 2019 we have been participating in the IARPA 2nd Geopolitical Forecasting Challenge , Round 1 has just ended and we came 5th (out of about 40 participating organizations) overall and so have won a Round 1 prize! IARPA is the US Intelligence Advanced Research Projects Activity (The Intelligence equivalent of DARPA) and its[…]