1. A computerized method for predicting a price movement in a financial market comprising: generating a plurality of signals, comprising: choosing an output variable indicative of price movements in a financial market; choosing a plurality of input variables that are market-related to the output variable; obtaining market data for the output variable and the input variables over a predetermined time period; constructing at least one training set of data from the obtained market data for the output variable and the input variables; calculating, by the use of a computer, a weight to be assigned to each of the input variables using the at least one training set of data to reflect a correlation between the output variable and the input variable as found in the obtained market data; and transforming the output variable into a score; generating a signal based on the value of that score to predict a next price movement in the financial market based on the calculating of the weights; and predicting the next price movement in the financial market based on a majority of signals being the same.