Tag Archives: market prediction

Market predictions for year 2013

Calibrations of 2013 predictions for 18 equity indices — plus some publicly available predictions. Orientation The distributions are an attempt to see the variability if there were no market-driving news for the whole year. Another way of thinking: mentally moving the distribution to center on a prediction gives a sense of the variability of results … Continue reading

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Market predictions for years 2011 and 2012

A review of market predictions and results for 2011, and a calibration for 2012 predictions (of 19 equity indices plus oil). Previously One year ago the post “Revised market prediction distributions” presented plots showing the variability of various markets assuming no market-moving forces. The follow-up post “Some market predictions enhanced some of those plots with … Continue reading

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The Super Bowl Indicator

The Super Bowl will take place on Sunday. This is the final game for American Football (if you have to ask, then: “No, not real football”). Not only is it a highlight in sports, it is also a financial highlight as it determines the fate of the US stock market for the year. You can … Continue reading

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Some market predictions

We look at a few forecasts for the year 2011 that we’ve run across, and compare them with the prediction distributions presented in Revised market prediction distributions. FTSE 100 There is a “range forecast” on an Interactive Investor page of 5350 to 6565.  It isn’t clear (to me at least) what this means, but I … Continue reading

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Revised market prediction distributions

This provides revised plots of the prediction distributions published yesterday.  The previous plots of prediction distributions should be ignored — they are not doing as advertised. We show the prediction distribution of levels of several equity indices (plus oil price) at the end of 2011 assuming nothing happens.  That is, we’ve taken out market trends … Continue reading

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Creating prediction distributions

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post “Tis the season to predict”. [Revision: There was a problem with the plots published in that post.  For corrected plots and an explanation of the error, see Revised market prediction distributions.] Eight years of returns The equity indices use daily … Continue reading

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Tis the season to predict

I predict there will be a lot of predictions of markets for the coming year.  Here is a calibration of such predictions. We show the prediction distribution of levels of several equity indices (plus oil price) at the end of 2011 assuming nothing happens.  That is, we’ve taken out market trends and just left drift … Continue reading

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