Chart: "Context model" for WIG20 as of 2012-01-03
Continuing experiments with the "context models" mentioned before, I have prepared a preliminary model for WIG20.
Above you see the visualization of the model result as of 2012-01-03. Seems the Polish market may be oversold versus its "context".
This would correspond pretty well with the "market prediction for 2012" described here.
The time will verify that :)