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

H-Barrio
Sep 22, 2020
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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
147 views
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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
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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
32 views
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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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Predicting Volatility: Final Random Forest Model & All the Shots you Don't Take
Machine learning prediction of market volatility.

H-Barrio
Aug 25, 2020
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Predicting Volatility: Support Vector and Random Forest Classifiers
Continuing with the development of our VIX predicting machine learning model we have adapted the model to the backtest engine in...

H-Barrio
Aug 18, 2020
173 views
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Fractionally Differentiated Price as Feature for Machine Learning Models
Using fractionally differentiated price as a feature for machine learning. SPY predicting VIX in a machien

H-Barrio
Aug 11, 2020
556 views
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The Elusive Predictive Power of VIX
Trying to predict the stock market using VIX... or VIX using the stock market.

H-Barrio
Aug 4, 2020
194 views
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On Correlation among Cryptocurrencies and other Assets
Even if we here at Ostirion are not fans of cryptocurrencies we hold them and acknowledge their position as a hedge and diversification...

H-Barrio
Jul 28, 2020
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Examples of Fractionally Differentiated Stock Price Series
One of the challenges of trying to predict the stock market prices using machine learning is the underlying assumption that the data used...

H-Barrio
Jul 20, 2020
512 views
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On Risk Management and Pseudo-Diversification
Analysis of asset risk management through asset diversification.

H-Barrio
Jul 16, 2020
76 views
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Simple Technical Analysis for Cryptocurrencies.
At Ostirion we do not like cryptocurrencies a lot, at the same time we acknowledge that these are a necessity to have in any well...

H-Barrio
Jul 13, 2020
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Testing a Simple ARIMA Prediction Strategy
This past week we have been working on several traditional (simple, we could say) quantitative strategies looking for possible...

H-Barrio
Jul 7, 2020
58 views
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Analyzing a Simple Mean Reversion Strategy
This post is inspired by a mean reversion strategy posted in Intrinio.com blog, here. We have made use of Intrinio data feed...

H-Barrio
Jun 30, 2020
193 views
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Cats and Dogs in the Stock Market (V)
After checking that the predictive performance of our convolutional neural network was acceptably good we realized that these predictions...

H-Barrio
Jun 23, 2020
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Cats and Dogs in the Stock Market (IV)
Now that we have a convolutional neural network that can discriminate if a day was bullish or bearish given trading information up to...

H-Barrio
Jun 17, 2020
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Cats and Dogs in the Stock Market (III)
Now that we have the data ready, the next step is to feed it into a prototype convolutional neural network to check the feasibility of...

H-Barrio
Jun 9, 2020
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Cats or Dogs in the Stock Market (II)
Now that we have a method to extract the images, we are going to find the data using QuantConnect research environment. # QuantBook...

H-Barrio
Jun 2, 2020
26 views
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Cats and Dogs, Convolutional Neural Network for the Market.
In Ostirion we are developing machine learning and artificial intelligence models to gain an edge in the markets. The iconic deep...

H-Barrio
May 24, 2020
65 views
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