3 part series. Very Interesting and Informative. Gives a nice broad overview of data mining the markets and in part 3 talks about his experience w/ the T Bond mkt. http://www.b-eye-network.com/view/6386 Enjoy!
Good article but quite general, with statements like: "My data mining efforts use neural networks and chaos theory extensively." It does not disclose any specific methods or techniques to do data mining. Here is a program that actually does algorithmic data mining and it's also a "white-box": http://www.tradingpatterns.com/ This next one does data mining using genetic programming, also a "white-box" but it's kind of expensive for retail traders: http://www.tradingsystemlab.com/home.aspx Bill