Hidden Markov Models

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kiwi2
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Joined: Fri May 21, 2004 3:01 am
Location: new zealand

Hidden Markov Models

Post by kiwi2 »

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
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wonkabar
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Post by wonkabar »

I am also interested in finding out more about HMM. I know Rentec uses them but had no idea about Grinham. Is it rumor Grinham uses them or do you know for sure? The only things I can find are academic papers and not much on real applications.
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kiwi2
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Joined: Fri May 21, 2004 3:01 am
Location: new zealand

grinham

Post by kiwi2 »

pretty sure they do - i searched their job vacancies on their website and it was quite detailed in what it required - talking alot about speech recognition software - and from memory there disclosure document was also useful in seeing what they did. What i have been trying to do is get the HMM into some sort of useful tradestation code but my maths isnt strong enough to convert the formula..
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