The rest of the data we're using to track the Bond market is essentially variations on price data from seven other closely related financial markets. The whole genre of traditional commodity system software is dependent upon an expert to define the trading rules the system will employ. Another limitation is that the prevailing means of analysis limits itself to looking at a single market and its own prior price history in isolation as a way to model that market. We are now seeing the advent of global markets, vastly increased telecommunication speed and advanced satellite capabilities. A trader must try to assess the effects of related markets on the commodity he is trading.
Neural nets can do that.
Additionally, they are not limited to looking just at price data. They can incorporate fundamental data, volume, open interest and other information that current analytical methods ignore. Neural nets are not limited to using the common technical studies-moving averages, RSI and such. Those tools have been overworked in the last few years. Neural nets are adaptive.