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...
top of page
Search
H-Barrio
- Sep 8, 2020
Your Life (In Investment Terms)
Traditional investment advice is falling out of grace. Quantitative techniques, machine learning, artificial intelligence and a general...
27 views0 comments
H-Barrio
- Sep 1, 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,...
30 views0 comments
H-Barrio
- Aug 25, 2020
Predicting Volatility: Final Random Forest Model & All the Shots you Don't Take
Machine learning prediction of market volatility.
56 views0 comments
H-Barrio
- Aug 18, 2020
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...
127 views0 comments
H-Barrio
- Aug 11, 2020
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
413 views0 comments
H-Barrio
- Aug 4, 2020
The Elusive Predictive Power of VIX
Trying to predict the stock market using VIX... or VIX using the stock market.
112 views0 comments
H-Barrio
- Jul 28, 2020
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...
20 views0 comments
H-Barrio
- Jul 20, 2020
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...
366 views0 comments
H-Barrio
- Jul 16, 2020
On Risk Management and Pseudo-Diversification
Analysis of asset risk management through asset diversification.
53 views0 comments
H-Barrio
- Jul 13, 2020
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...
50 views0 comments
H-Barrio
- Jul 7, 2020
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...
50 views0 comments
H-Barrio
- Jun 30, 2020
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...
141 views0 comments
H-Barrio
- Jun 23, 2020
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...
25 views0 comments
H-Barrio
- Jun 17, 2020
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...
42 views0 comments
H-Barrio
- Jun 9, 2020
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...
21 views0 comments
H-Barrio
- Jun 2, 2020
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...
19 views0 comments
H-Barrio
- May 24, 2020
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...
58 views0 comments
H-Barrio
- May 17, 2020
Ostirion Consulting Services
Ostirion offers quantitative finance consulting services to improve your asset allocation in terms of increased returns and reduced...
16 views0 comments
bottom of page