Cypress Point


     Cypress Point Technologies, LLC
            Home of HedgeTools ®



.

Research in Machine Learning

Research is being conducted on various algorithms to analyze momentum patterns in day-trade data from the major stock exchanges. 

  1. Please visit our Blog (here) to see our series of modeling experiments on the "The Bottle Rocket Pattern".

  2. Please view our article (here) that summarizes our modeling experiments on the Bottle Rocket Pattern.


Data Smoothing

The HedgeTools Momentum Model is an implementation of a non-linear regression algorithm. It is based on current research that all began with the following seminal research papers and books:

  1. Hutchinson , M.F., Hoog, F.R.: Smoothing Noisy Data with Spline Functions. Numerische Mathematik 47, 99-106 1985 (PDF)

  2. Craven, P., Wahba, G.: Smoothing Noisy Data with Spline Functions. Numerische Mathematik 31, 377-403, 1979  (PDF)

  3. Eubank, Randall L., Approximate Regression Models and Splines. Tech. Report 180, Office of Naval Research. 1983  (PDF)

  4. Marsh, C., Cormier, D.: Spline Regression Models. Quantitative Applications in the Social Sciences. SAGE University Monograph, vol 137, 69  pages. (Amazon)

  5. Eubank, R., Nonparametric Regression and Spline Smoothing, Second Edition (Statistics: a Series of Textbooks and Monographs) 1999 (Amazon)

  6. Wahba, G.: Spline Models for Observational Data (CBMS-NSF Regional Conference Series in Applied Mathematics). 1990 (Amazon)