OSTIRION

Nuestro asesor robótico tradicionalista era tan efectivo como aburrido. ¿Cuál sería el resultado si desactivamos sus protocolos de...

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

Los consejos financieros tradicionales no están de moda. Las técnicas cuantitativas, el aprendizaje automático y una adopción más general...

Stocks momentum, reversal, capitalization and random walks.

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

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

Traditional investment advice is falling out of grace. Quantitative techniques, machine learning, artificial intelligence and a general...

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

Machine learning prediction of market volatility.

Continuing with the development of our VIX predicting machine learning model we have adapted the model to the backtest engine in...

Using fractionally differentiated price as a feature for machine learning. SPY predicting VIX in a machien

Trying to predict the stock market using VIX... or VIX using the stock market.

Even if we here at Ostirion are not fans of cryptocurrencies we hold them and acknowledge their position as a hedge and diversification...

One of the challenges of trying to predict the stock market prices using machine learning is the underlying assumption that the data used...

Analysis of asset risk management through asset diversification.

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...

This past week we have been working on several traditional (simple, we could say) quantitative strategies looking for possible...

This post is inspired by a mean reversion strategy posted in Intrinio.com blog, here. We have made use of Intrinio data feed...

After checking that the predictive performance of our convolutional neural network was acceptably good we realized that these predictions...

Now that we have a convolutional neural network that can discriminate if a day was bullish or bearish given trading information up to...