Skip to main content

Financial markets are best forecasting tools

Please check out the previous series on evolution as introduction to this preface.

Financial markets are best forecasting tools

My fascination with the subject of evolution as a forecasting algorithm, see Great Question Part IV - Evolution as an algorithm,  resulted in my own desire to create an algorithm that forecasts events in the setting of financial markets. Financial markets are best forecasting tools that we have developed so far, whether when the forecasting is done 1 year or 1 ms ahead.

The best way to forecast and profit from knowing the future is to analyze reactions of financial market to the past events and draw conclusions from that.

This is how an idea of the Newsdaq came from. I wanted to create an eco-system where the players who would make correct decisions would be rewarded without paying too much of a penalty, but have enough at stake to care for decisions they are making. 

Newsdaq

Newsdaq was a both a shared economy marketplace for amateur research analysts and a forecasting tool for assessing market impact of the world events. People would classify and rank stories by their explanatory values and would get rewarded by enriching research reports.

This program was web based and was developed in 2003, before the concept of shared economy business model was developed on top of Airbnb and Uber and lasted up until 2011. The intended customers for the product were financial companies who would pay premium for enriched "alpha" signal for their strategy.

Ultimately this effort failed to find actual customers. I believe because the product was intended for consumption by electronic trading systems in order to enrich their trading strategies in a process known as "alpha blending". The problem is that most of the information is already "priced into" the movement of market prices and adding one more source of information without ability to vet or test it would lead to sub-par results.

What I should have done instead is to cater to human consumption, where the vast near real-time news feeds are processed and summarized in a human-centered UI.

NewsdAI

Rather than creating a marketplace for human analyst to compete with each other and feed information to AI systems, much better pivot would be to create a AI-based algorithm that would feed information to human analysts using their knowledge to refine and fine-tune itself. I called this new approach NewsdAI, derivative of Newsdaq but I believe a much better name.

More on the development of the NewsdAI in the next blogs...

Comments

Popular posts from this blog

PnL.ai Intro

Part of my covid project and part of my long obsession with prediction markets, I have created a web page that displays and allows to compare best and worst performing trading strategies. TL;DR: best stocks + best strategies -> the list of top and bottom performing trading algorithms.  Product Typically, trading newsletters and stock-scanners display only price return for top market gainers and losers. I have forever been interested in inspecting top and bottom performing trading strategies for a given set of securities and could not find any websites that do that. So, I decided to create a tool of my own. I wanted the tool that would help me to answer questions like if there is a better strategy than buy and hold, should I follow greed and fear indicator of the market or do the opposite. Top and bottom performing securities do not tell you if a stock is going to go up or down, but they do alert you to rapidly changing market conditions, such as change in the competitive landscape,

Can Crypto Find a Purpose? A Blockchain Approach to Optimizing Neural Networks

Authors: Igor Arsenin and Arturas Vaitaitis Can Crypto Find a Purpose? A Blockchain Approach to Optimizing Neural Networks As training ever-larger transformer-based models encounters diminishing returns, a novel blockchain protocol could advance AI by emphasizing the optimization of neural network architectures, harnessing the decentralized computational power of blockchain technology. The innovative protocol would replace arbitrary decryption tasks in the proof-of-work concept with a focus on enhancing benchmark scores of AI models on standardized datasets, utilizing interfaces like the Open Neural Network Exchange (ONNX) protocol to define architectures. The economic potential of blockchain technology could draw a diverse range of players into the field, sparking a competitive drive for the development of more efficient and effective neural networks, potentially giving blockchain a purpose beyond digital currency while democratizing the field of AI. The remarkable progress in large l

Chronicles of Alma Mater in April and Other Phystech Stories

"I am a student, I am glad I am a student. Only two month ago I was a schoolboy, Mathematics and Physics were always of interest to me.That's why I am here. " From Phystech 1 year English textbook. As a result of a natural process of clutter accumulation in my brain my stories are loosing colors and details and some of them disappeared all together. The only way to preserve some of those silly, yet dear memories is to put them in writing. First few big words: Back in the old country, the proud name of Phystech had stood for the Excellency in physics and math. It shaped the minds of several generations of Russian scientists. In simple words, our school kicked ass. This Excellency, as all good things in life, did not come for free. It was not the difficult exams or the rats in our dorm showers or god-awful food in the campus cafeteria. We had very few women. They say that a sum of looks and smarts form a constant. In my year among 90 or so, borderline genius guys