About Us
RoadToPrediction.com is the turf of the ultimate forecasting machine,
our online platform dedicated to assembling and disseminating the most accurate
consensus driven forecasts of financial markets.
We believe we built a better mouse trap: a new approach to producing
more accurate consensus-driven forecasts.
Every day, thousands
of forecasters submit their best estimates of future stock prices of Dow Jones
constituents. They come
from all corners of the world and span the spectrum from academics to Wall Street
professionals to crackpots. They employ a veritable zoo of models and methods,
but the ones that ultimately feed this machine have one thing in common: they
have demonstrated superior forecasting ability.
We use their contributions to filter and transform the
information buried in derivatives markets, such as publicly traded stock
options. We belive that any forecast not
employing information from the most sophisticated and forward looking segment
of the markets is just a waste of time.
Our approach is based on Bayesian fusion of
market price of risk, as estimated from price probability distribution
coming from our forecasters, with implied risk neutral
distributions from derivatives markets. Whenever available, we aggregate information
from multiple derivatives markets (for example stock options and
credit default swaps). The final product is our continually updated and
publicly available
Really Consensical™ Forecast.
Founders of the RoadToPrediction.com believe that this sprawling, self-correcting
Darwinian machine is a superior predictor than a limited pool of professional
analysts that have never been objectively evaluated as successful forecasters.
But then, proof is in the pudding, so check us out, browse our forecasts, or,
even better, feed the machine ...
RoadToPrediction.com is a new company founded by a couple of derivatives quants.
We are in the proof-of-concept stage and we are gearing up to offer an unique prediction
engine fueled by the untapped insight of millions of market participants
that can be harnessed now, for the first time, thanks to the pervasive and
global Internet.
Once we establish ourselves as purveyors of superior quality forecasts, we
plan to introduce an array of fee-based services to professional investment
community. A significant portion of revenues will be distributed to our
forecasters based on their performance. We regard them as partners in this
venture and we will treat them accordingly.