Haleakala Sunrise

 

Company Logo

DEVELOPERS OF QUALITY SOFTWARE SINCE 1994

 

line decor

     HOME  ::  

 

line decor

 
 
 

 

Kalman Filter Software For Your PC

LogoThe Kalman filter's predictive power has been used in the Apollo program, Space Shuttle and cruise missiles to name a few. At Haiku Laboratories we use that same technology to predict the value of a stock from its historical prices. The chart below shows an example of the filter's predictions for one year of

AXL Chart

AXL opening prices ending 09/25/09. The prices are shown as an orange line and the Kalman predictions as green dots. Using the investment strategy described in Predicting Market Data With A Kalman Filter on the AXL data yields the Fortune chart below. It shows a 2.5-fold increase on investment over the year. (See more examples)

AXL Chart

The Kalman filter is available as an Excel Add-In.