V. 19:11 (58-59): Nearest neighbor by spreadsheet by John Sweeney

Nearest neighbor by spreadsheet by John Sweeney

NEAREST NEIGHBOR BY SPREADSHEET

This example is given in Excel, but other spreadsheets will have simi-lar phraseology. Subscribers can find a spreadsheet with the data used on the Technical Analysis website at http://technical.traders. com/sub/sublogin.asp. To use Hans Uhlig’s technique, you must famil-iarize yourself with selecting large arrays of cells and sorting before trying this spreadsheet.

To produce a nearest neighbor prediction using Uhlig’s method, first arrange your data vertically with a date format that can be sorted. Here, I’ve used weekly data for the S&P 500 from 1/5/1980 to 12/15/2000 (column B). In cell C5, calculate the natural log of B5:

FOR THOSE ORDERING ARTICLES SEPARATELY:
*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail.

Take Control of Your Trading.

Professional Traders' Starter Kit

All these items shown below only $495!

5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.)
S&C on DVD 10.25 plus next year's upgrade FREE!
5-year subscription to Traders.com Advantage.
5-year subscription to Working Money.
Free book selection.

Save up to 54% by purchasing today. Limited time offer. By purchasing today you also receive your choice of one volume from the Professional Traders' Series (Volumes 1-17 or Charting The Stock Market) for FREE!
NOTE: Use the "comment" field during checkout to tell us which book you would like to receive.

Click Here to Order

You save $502.31 plus the value of the book you choose over the regular price of these items. Offer ends soon.