Tag: energy

  • Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023

    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…

  • SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 2. Brent

    SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 2. Brent

    Based on our previous study, our today’s focus is on SARIMAX time-series X-validation of the Brent crude oil spot price USD/b: viz. the goal is to verify the following EIA energy forecast in 2023 According to EIA, the Brent spot price will average $83.63/b in 2023. Table of Contents Prerequisites In this study we will be…

  • SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 1. WTI

    SARIMAX X-Validation of EIA Crude Oil Prices Forecast in 2023 – 1. WTI

    Featured Photo by Pixabay Table of Contents: Let’s perform SARIMAX X-validation of EIA WTI and Brent oil prices forecast in the 2nd half of 2023. Recall that SARIMAX (Seasonal Autoregressive Integrated Moving Average with eXogenous factors) is an updated version of the ARIMA model for time series forecasting. SARIMAX is a seasonal equivalent to SARIMA…

  • Stock Market ’22 Round Up & ’23 Outlook: Zacks Strategy vs Seeking Alpha Tactics

    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…

  • XOM SMA-EMA-RSI Golden Crosses ’22

    XOM SMA-EMA-RSI Golden Crosses ’22

    Featured Photo by Johannes Plenio on Pexels. Today we will discuss the XOM stock using most basic technical trading indicators (TTIs) within the Python library ta-lib. Recall that this library is widely used by algo traders requiring to perform technical analysis of financial market data. It includes 150+ indicators such as ADX, MACD, RSI, Stochastic,…

  • The Zacks Market Outlook Nov ’22 – Energy

    The Zacks Market Outlook Nov ’22 – Energy

    Featured Image by Canva. Let’s review the current Energy Market Outlook to power your investment portfolio with Zack Research. Indeed, Energy is at the heart of development.  Energy makes possible the investments, innovations, and new industries that are the engines of jobs, inclusive growth, and shared prosperity for entire economies. What Rapidly Shifting Energy Markets…

  • Gulf’s Oil Price Web Scraping in R

    Gulf’s Oil Price Web Scraping in R

    Gulf’s Oil Price Web Scraping in R. Gulf states to gain $1.3 trillion in additional oil revenue by 2026: IMF. We discuss the basics of sourcing oil market price data for free online. discuss the basics of sourcing oil market price data for free online. Webscraping in R is a technique to retrieve large amounts…

  • The Qullamaggie’s OXY Swing Breakouts

    The Qullamaggie’s OXY Swing Breakouts

    Featured Photo by @Nate_Dumlao at @unsplash This post was inspired by the Qullamaggie’s trading journey and its application to the TSLA swing breakouts. Read more about breakouts here. Our current goal is to extend the above breakout analysis to the $OXY stock. Motivation TradingView OXY Analysis: OXY advanced price chart: candlesticks, trading volume, Bollinger bands,…