This machine learning system forecasts volatility for the current bar of US Real Estate ETFs. The prediction is made at the close of the prior bar.

The model was trained on ETFs in the following categories:

Building & Construction, Global Real Estate, Materials, and Real Estate

This model can be applied to the following ETFs:

AIRR, BBRE, BYRE, DCRE, DFAR, FMAT, FREL, FRI,
FXZ, HAUS, HOMZ, ICF, INDS, ITB, IYR, JPRE, KBWY,
MORT, NETL, NURE, PKB, PPTY, PSCM, PSR, PYZ,
REET, REIT, REM, REZ, RIET, RSPM, RSPR, RWR,
SCHH, SRET, SRVR, USRT, VAW, VNQ, VRAI, XHB, XLB,
XLRE, XME

This machine learning system can be used to improve risk management, trade management, execution and development of strategies on Real Estate ETFs.

The model has learned to distinguish the difference between the behavior of different instruments and thus will alter its forecasts to fit the orderflow of the current instrument.

This model is designed specifically for 5 min samples (i.e. candles, numbers bars, etc).

Updates and improved versions of this model are included with this subscription.

This version of the model integrates directly into Sierra Charts.

At sign-up you will need a valid Sierra Charts account. This model is valid across all Sierra Charts package options.