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2020: A Year in Perspective
From the traditional investor's point of view 2020 has been a wild ride. Any passive or buy and hold strategy went through...

H-Barrio
Dec 29, 2020


Ostirion Special: A Very Mochi Christmas
The winter holiday season, whatever you celebrate, contains magic. From solar cults celebrating that the sun is no longer dropping from...

H-Barrio
Dec 22, 2020


Nightmarish Quantitative Errors Before Christmas
We made a horrible error in our previous post and would like to correct it before Christmas comes and any of our readers goes over the...

H-Barrio
Dec 18, 2020


Pattern Recognition in Sectorial ETFs: Predictive Trading Model
The next-to-last step in verifying the capacity of sectorial ETFs to predict the price of the market in general or their own future...

H-Barrio
Dec 15, 2020


Pattern Recognition in Sectorial ETFs: Past and Future with Predictive Power Score
The analysis we have performed, so far, for the price and returns relationships among sectorial ETFs has not been very conclusive. We...

H-Barrio
Dec 8, 2020


Pattern Recognition in Sectorial ETFs: Correlation to the Future
Continuing with our investigation on the possibility to capture profits from economic sector rotation through investments in sectorial...

H-Barrio
Dec 1, 2020


Pattern Recognition in Sectorial ETFs
In the great bhavacakra of the modern global economy sector rotation strategies attempt to capture excess returns by investing in...

H-Barrio
Nov 24, 2020


Price Time Series: Fractionally Differentiated Series with Prophet
In our previous post in this series we noticed that Facebook´s Prophet time series statistics tool can potentially generate decent...

H-Barrio
Nov 17, 2020


Price Time Series: Statistical Decomposition for SPY Price & Prophet
We like Prophet, we liked Image Comics Prophet revival a lot. Prophet is also Facebook's "free" time series forecasting tool, "free" in...

H-Barrio
Nov 10, 2020


Price Time Series: Statistical Decomposition for SPY Price & ARIMA Grid
There are multiple publications on the network (vast and infinite) regarding statistical analysis of time series using Python and its...

H-Barrio
Nov 3, 2020


All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part IV)
In this post, the last part of the All Tomorrow's Parties model series, we are going to backtest our deep network while it attempts to...

H-Barrio
Oct 28, 2020


All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part III)
In this third installment of our journey to predicting the largest market movers of tomorrow we are going to implement and improve a set...

H-Barrio
Oct 19, 2020


All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part II)
Data preparation for stock markets price prediction using machine learning and deep neural networks.

H-Barrio
Oct 13, 2020


All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part I)
Analysis of tops and flops in the stock market. Generation of prediction targets for machine learning models.

H-Barrio
Oct 6, 2020


US Elections and VIX Term Structures
US elections are a major event for investors across the globe. US markets offer diversified and attractive opportunities to investors...

H-Barrio
Sep 30, 2020


Of Momentum, Capitalization, Randomly Going for a Walk and Academic Confusion
Stocks momentum, reversal, capitalization and random walks.

H-Barrio
Sep 22, 2020


Trading Cryptocurrencies-Euro with QuantConnect´s Lean Engine
Officially QuantConnect´s Lean Engine does not support cryptocurrency trading in non-US dollar denominated accounts (yet). The procedure...

H-Barrio
Sep 18, 2020


Your Life In Overdrive
Our traditionalist robot advisor was effective and boring. What if we override its risk protocols and allow for some leverage in our...

H-Barrio
Sep 15, 2020


Your Life (In Investment Terms)
Traditional investment advice is falling out of grace. Quantitative techniques, machine learning, artificial intelligence and a general...

H-Barrio
Sep 8, 2020


The Automatic Dividend Growth Investor
The origins of Ostirion are in fundamental trading. Our past (and modest) successes came in the form of exhaustive fundamental analysis,...

H-Barrio
Sep 1, 2020
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