Q: Several stock I input don't return anything...like biib aapl goog
A: It now responds with bad ticker or missing latest statements. It does not mean it does not have previous quarter/annual filings. Even having those it does not make sense to predict when lacking info from current income, balance sheet and cash flow statements. There are roughly 5.5k tickers with Q3 info but as noticed it does not have a few popular ones. Seems they filed a little earlier than expected (late October) so will have to look at the master listings and add now. The design is so the system gets each company's statements the day they're published.
Q: I don't know if I just pick crappy symbols, all the ones I did came back negative too
A: The way the production code was implemented (to respond quickly) produced differences from the way the model was built so it is not as accurate as it was in test. That said, it is hard to beat the market so do expect negatives though if sampled randomly and many, many, many times then negatives should come up only half of the time.
Q: Have you done any backtesting?
A: Yes, a random portion of companies (along with all their financial statements going back at least as far as 2005) were preselected for training and another for testing. Several models were built/trained on the training set of companies and then tested on the test set of companies. The model which did the best on the test set is the one in "production" now. There are some differences in how the data was put together for model building purposes and how it is being put together in production (optimized for fastest response time). I hope to get rid of any differences and recalibrate the model soon. I also hope to assemble new data (since the model was trained/tested initially) for additional testing at a scale larger than one company at a time (which is currently done via Yahoo charts showing company price vs market indexes over last 3 month period).
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