Hidden Markov Models
Posted: Fri May 21, 2004 3:09 am
Have just signed up but have been reading the forum for quite a while now-one of the best forumson the net i think.
Wondering if someone out there has some Hidden MArkov Model (HMM) code in tradestation or metastock orany other system software format. I have looked very closelyand believe HMM could be a very elegant way to model futures data. I also have found the Grinham Capital management (Australia) uses it and they have a very very smooth Vami (goto www.iasg.com to see it)
anyones help or experience with HMM would be appreciated
thanx
Wondering if someone out there has some Hidden MArkov Model (HMM) code in tradestation or metastock orany other system software format. I have looked very closelyand believe HMM could be a very elegant way to model futures data. I also have found the Grinham Capital management (Australia) uses it and they have a very very smooth Vami (goto www.iasg.com to see it)
anyones help or experience with HMM would be appreciated
thanx