Tag: financial crisis

  • JPM Breakouts: Auto ARIMA, FFT, LSTM & Stock Indicators

    JPM Breakouts: Auto ARIMA, FFT, LSTM & Stock Indicators

    The post discusses predicting JPM stock prices for 2022-2023 using several predictive models like ARIMA, FFT, LSTM, and Technical Trading Indicators (TTIs) such as EMA, RSI, OBV, and MCAD. The ARIMA model used historical data, while the partial spectral decompositions of stock prices served as features for the FFT model. TTIs were calculated to validate…

  • Post-SVB Risk Aware Investing

    Post-SVB Risk Aware Investing

    The recent collapse of Silicon Valley Bank and its repercussions have prompted a reevaluation of risk-aware investing in the US financial sector. The crisis has exposed the vulnerability of banks invested in long-term fixed income assets, highlighting the importance of diversification and risk management. Market indicators suggest continued volatility and uncertainty, urging investors to exercise…

  • Bear Market Similarity Analysis using Nasdaq 100 Index Data

    Bear Market Similarity Analysis using Nasdaq 100 Index Data

    We calculate similarities between the current market conditions and the selected six historical bear market events using the Nasdaq 100 Index Data. Results suggest that Covid19 pandemic, 1987 black Monday, and 1990 recession are closest to the current bear market.