Tag: dividends
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Gold ETF Price Prediction using the Bayesian Ridge Linear Regression
Featured Photo by Pixabay. Let’s set the working directory GOLD import osos.chdir(‘GOLD’) os. getcwd() and import the following libraries from sklearn.linear_model import LinearRegression import pandas as pdimport numpy as np import matplotlib.pyplot as plt%matplotlib inlineplt.style.use(‘seaborn-darkgrid’) import yfinance as yf Let’s read the dataDf = yf.download(‘GLD’, ‘2022-01-01’, ‘2023-03-25’, auto_adjust=True) Df = Df[[‘Close’]] Df = Df.dropna() Let’s…
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Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023
In this post, we will apply the Guillen’s asset rebalancing algorithm (cf. the Python code) to the following risk-aware portfolio: stocks = [‘SPY‘, ‘XOM‘, ‘ABBV‘, ‘AZN‘, ‘LMT‘] The initial portfolio value to be allocated is portfolio_value = 10**6 and the weight allocation per asset is weights = [0.15 , 0.30, 0.40, 0.075, 0.075] Conventionally, our…
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Revision 360 of Risk Aware Investing after SVB Collapse – 1. The Financial Sector
Following our recent analysis of the US banking crisis, let’s perform revision 360 of risk aware investing after the collapse of Silicon Valley Bank and Signature Bank. Clickable Table of Contents: Headlines The Guardian Mon 13 Mar 2023 06.42 GMT: Seeking Alpha Update Zacks Investment Research 15 March 2023: Stocks Close Higher On Moderating CPI…
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Risk-Return Analysis and LSTM Price Predictions of 4 Major Tech Stocks in 2023
The open-source Python workflow breaks down our investigation into the following 4 steps: (1) invoke yfinance to import real-time stock information into a Pandas dataframe; (2) visualize different dataframe columns with Seaborn and Matplotlib; (3) compare stock risk/return using historical data; (4) predict stock prices in 2023 with the trained LSTM model. Input Data Let’s…
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Portfolio max(Return/Risk) Stochastic Optimization of 20 Dividend Growth Stocks
The goal of portfolio optimization is to build a stock portfolio that yields the maximum possible return while maintaining the amount of risk you’re willing to carry. Referring to our previous case study, let’s invoke the stochastic optimization algorithm and the corresponding code to create an optimized portfolio by testing 10,000 combinations of the following…
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The Donchian Channel vs Buy-and-Hold Breakout Trading Systems – $MO Use-Case
Featured Photo Graham Wizardo on Pexels In fact, this algo trading Python project was inspired by the recent thread by @simply_robo Indeed, this is all about Altria Group, Inc. (NYSE: MO) – a Dividend King moving beyond smoking. In this article, the historical data of $MO will be used to backtest and compare trading…
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A Comparative Analysis of The 3 Best Global Growth Stocks in Q1’23 – 2. AZN
StockNews TradingView The 1-week summary of AZN based on the most popular technical indicators, such as Moving Averages, Oscillators and Pivots: TradingView Analyst Rating based upon 42 analysts giving stock ratings to AZN in the past 3 months. The 37 analysts offering 1 year price forecast for AZN. AlgoTrading Let’s set the working directory YOURPATH…
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Stock Market ’22 Round Up & ’23 Outlook: Zacks Strategy vs Seeking Alpha Tactics
Featured Photo by Pixabay Contents: Zacks Market Research 2022 has been a strong year for jobs: Commodity markets: Energy: Global Investments: In the Zacks October 2022 Chief Investment Officer (CIO) survey, the CIOs made it fairly clear how they felt about investing outside the US. Answer: not great. Corporate High Yield and Investment Grade Bonds:In…
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Bear vs. Bull Portfolio Risk/Return Optimization QC Analysis
Based on the Portfolio Allocation and Optimization Algorithm discussed earlier and the related portfolio management, let’s run the Bear vs. Bull QC test of the portfolio P=[MSFT, AAPL, NDAQ] in terms of the Risk/Return Ratio (RRR). We have got a Sharpe ratio of less than one that is considered unacceptable or bad. The risk the…
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The Zacks Steady Investor – A Quick Look
Featured Photo by Bram Naus on Unsplash Let’s look at what is going on in the U.S. markets and the current Zacks’s view for investors to consider (as of Sunday, 9 October 2022).
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Stock Portfolio Risk/Return Optimization
Featured Image by D koi on Unsplash Following the Garcia’s exercise on how to create a portfolio testing 10,000 combinations of stocks, let’s implement the end-to-end Python stock optimization workflow that minimizes the Risk/Retun ratio with respect to a market benchmark. Such a stand alone workflow consists of the following steps: Let’s set up the…
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Invest in AI via Macroaxis Sep ’22 Update
Invest in AI via Macroaxis Sep ’22 Update 4 AI pillars AI thematic idea 20 stocks Asset Allocation Market Capitalization (%) Instrument Composition Market Elasticity Risk/Return Ratio Asse ratings Technical Analysis Correlation Matrix Takeaways Business headlines
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Towards min(Risk/Reward) – SeekingAlpha August Bear Market Update
Featured Photo by Nick Chong on Unsplash Towards min(Risk/Reward) Let’s look at the latest SA market update as of Sun, Aug 21, 2022. Cryptocurrency Digest: As NFTs are increasingly recognised as assets, they also present a conundrum for the investment community. LTC has a robust and growing ecosystem. However, it is under pressure from competitors…
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SeekingAlpha Risk/Reward July Rundown
Lets see what SA is up to in terms of Risk/Reward as of 2022-07-25: Cryptocurrency Digest: SA Morning Briefing: SPY: Overbought Demand Testing Resistance (Technical Analysis) Wall Street Breakfast: In arguably the most important week for Wall Street this summer, with the Fed decision and GDP on tap, earnings could actually end up determining direction. There are 175…
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Upswing Resilient Investor Guide
About Investment Business Helicopter View Business Intelligence (BI) Sneak Peek Risk/Return Ratio Risk Severity Matrix Min(Risk) Control Max(Reward) Control Stock Liquidity Bid-Ask Spread (BAS) Roadmap to the Highest Return 1 Preparation Phase (Workspace Setup) 2 Stock Data Analytics (Crunch the Numbers) 3 Max(Return) “Double Your Money” 4 Min(Fees) – “Investment Fees Matter” 5 Risk/Return Trade-Off…
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RISK AWARE INVESTMENT: GUIDE FOR EVERYONE
This is a 7-day risk aware investing/trading tour for all levels of newbies to benefit from. The goal is to answer the million-dollar question: How do I get started within 1 week (!) without prior knowledge, what to invest in – and how much? Based on an extensive stock data analysis of the largest Fortune…
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