Dear Group Members,

 

We are a group of 3 full-time researchers and 3 part-times ones, mainly from Italy, who are interested in Financial Time Series Forecasting.  We have been already developing in MatLab financial time-series forecasting  models using Singular Spectrum Analysis, Wavelets Analysis, Fast Fourier Transform, Pattern Recognition with KNN and SVM classification methods, Kalman Filter etc. and both linear and non-linear predictive methods (AR, different types of Neural Networks, etc.) When a large amount of variables optimization and selection was needed, we implemented genetic algorithms as well. 

 

We are contacting you because we are presently looking for experienced and knowledgeable researchers who might be willing to collaborate at the development of financial time series forecasting models together with us.  As long as our collaboration would be based on a mutual exchange, we would be willing to openly share all the details of our project including Matlab codes.

 

The aim of our project is to create complete trading systems not only to trade personal financial resources but also to establish in the near future a public investment vehicle (Managed Account or Hedge Fund).  Therefore, there would be eventually the possibility of determining some form of partnership in the establishment and management of this vehicle. 

 

If you think that you might be interested in knowing more about ourselves and about our project, we would be more than happy to share all the details with you.  We look forward to hear from you hopefully soon.  Also if you might know other people who could be interested in our proposal, please feel free to extend our invitation to them as well.

 

Sincerely,

 

“The Market Forecast Group”

Alberto Pedroni

(Reggio Emilia, Italy)

Skype:  acepsut

 

Krasimir Subev Trifonov

(Veliko Turnovo, Bulgaria)

Skype:  k.s. trifonov

 

Giulio Rugarli

(Milan, Italy)

Skype:  trailingstop