OSTIRION

The winter holiday season, whatever you celebrate, contains magic. From solar cults celebrating that the sun is no longer dropping from...

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...

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...

The analysis we have performed, so far, for the price and returns relationships among sectorial ETFs has not been very conclusive. We...

Ya hablamos del contenido de memoria y las propiedades estadísticas de las series temporales fraccionalmente diferenciadas (fracdiff en...

Continuing with our investigation on the possibility to capture profits from economic sector rotation through investments in sectorial...

Por su propia naturaleza el indicador VIX debería ser capaz de proveernos de cierta capacidad predictiva para los activos de bolsa del...

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

Aunque en Ostirion no seamos fanáticos de las criptomonedas mantenemos en cartera algunos activos de este tipo de manera esporádica y...

In our previous post in this series we noticed that Facebook´s Prophet time series statistics tool can potentially generate decent...

We like Prophet, we liked Image Comics Prophet revival a lot. Prophet is also Facebook's "free" time series forecasting tool, "free" in...

There are multiple publications on the network (vast and infinite) regarding statistical analysis of time series using Python and its...

Uno de los desafíos de intentar predecir los precios en los mercados de acciones utilizando aprendizaje automático (machine learning) es...

Uno de los componentes más importantes, sino el más importe, de la gestión de activos es la gestión del riesgo. Identificar y mitigar la...

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...

In this third installment of our journey to predicting the largest market movers of tomorrow we are going to implement and improve a set...

Data preparation for stock markets price prediction using machine learning and deep neural networks.

Dado el tamaño de su mercado las elecciones en EEUU son un evento financiero de primer orden a nivel global. Los mercados Estadounidenses...

Existe un gran corpus de artículos académicos en apoyo al efecto de la tendencia (momentum) en los precios futuros de las acciones de...

Analysis of tops and flops in the stock market. Generation of prediction targets for machine learning models.