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...
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H-Barrio
- Nov 26, 2020
El Elusivo Poder Predictivo del VIX
Por su propia naturaleza el indicador VIX debería ser capaz de proveernos de cierta capacidad predictiva para los activos de bolsa del...
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H-Barrio
- Nov 24, 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...
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H-Barrio
- Nov 20, 2020
Correlación entre Criptomonedas y otros Activos
Aunque en Ostirion no seamos fanáticos de las criptomonedas mantenemos en cartera algunos activos de este tipo de manera esporádica y...
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H-Barrio
- Nov 17, 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...
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H-Barrio
- Nov 10, 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...
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H-Barrio
- Nov 3, 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...
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H-Barrio
- Oct 30, 2020
Ejemplos de Series de Precios de Acciones Fraccionalmente Diferenciadas
Uno de los desafíos de intentar predecir los precios en los mercados de acciones utilizando aprendizaje automático (machine learning) es...
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H-Barrio
- Oct 28, 2020
Sobre la Gestión del Riesgo y la Pseudo-Diversificación
Uno de los componentes más importantes, sino el más importe, de la gestión de activos es la gestión del riesgo. Identificar y mitigar la...
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H-Barrio
- Oct 28, 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...
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H-Barrio
- Oct 19, 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...
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H-Barrio
- Oct 13, 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.
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H-Barrio
- Oct 10, 2020
Elecciones en EEUU y Estructura de los Futuros de VIX
Dado el tamaño de su mercado las elecciones en EEUU son un evento financiero de primer orden a nivel global. Los mercados Estadounidenses...
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H-Barrio
- Oct 9, 2020
Tendencia, Capitalización, Paseos Aleatorios y Confusión Académica
Existe un gran corpus de artículos académicos en apoyo al efecto de la tendencia (momentum) en los precios futuros de las acciones de...
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H-Barrio
- Oct 6, 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.
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H-Barrio
- Sep 30, 2020
La Bolsa, La Vida y Sin Frenos
Nuestro asesor robótico tradicionalista era tan efectivo como aburrido. ¿Cuál sería el resultado si desactivamos sus protocolos de...
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H-Barrio
- Sep 30, 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...
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H-Barrio
- Sep 22, 2020
¿La Bolsa o la Vida? (en Términos de Inversión)
Los consejos financieros tradicionales no están de moda. Las técnicas cuantitativas, el aprendizaje automático y una adopción más general...
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H-Barrio
- Sep 22, 2020
Of Momentum, Capitalization, Randomly Going for a Walk and Academic Confusion
Stocks momentum, reversal, capitalization and random walks.
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H-Barrio
- Sep 18, 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...
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