> So...How much will this do at forecasting stock prices? =) Probably quite poorly (due to stocks appearing "random" at scale), especially for indexes, which a

> So...How much will this do at forecasting stock prices? =) Probably quite poorly (due to stocks appearing "random" at scale), especially for indexes, which are a sum of their parts. On the other hand, this would probably be quite useful for things that have non-random trends (like the Global Energy Forecasting Competition: http://www.drhongtao.com/gefcom http://www.drhongtao.com/gefcom)