Tag: fintech

XOM SMAEMARSI 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 talib. 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, […]

CloudNative Tech Autumn 2022 Fair
Let’s dive deeper into the cloudnative tech trends and features to follow in Q4 2022 and beyond. Contents: Markets Services Serverless Cybersecurity DevSecOps ML/AI/IoT UseCases Events Training Explore More Infographic

BTCUSD Price Prediction with LSTM Keras
The objective of this project is to test the deep learning algorithm of realtime BTCUSD price prediction. We trained the 2layers Long Short Term Memory Neural Network using Bitcoin Historical Data. The trained LSTM model can be used to predict future price movements of bitcoin. RMSE ~ $64, with the mean price of $20k (Oct ’22), which means the prediction error ~0.3%. The model performance is excellent, with an error of only tens of USD.

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 portfolio encounters isn’t being offset well enough by its return. A high correlation coefficient indicates poor diversification. Results are consistent with the Barchart stockstosell opinion.

Risk/Return POA – Dr. Dividend’s Positions
Based upon the Portfolio Optimization Algorithm (POA) discussed earlier and the relevant POA QC analysis and comparisons, let’s look at the current stock positions suggested by Dr. Dividend (DD). Let’s define the following POA parameters: benchmark_ = [“^GSPC”,]portfolio_ = [‘AAPL’, ‘GOOG’, ‘COST’, ‘SBUX’, ‘DE’,’SOFI’,’APD’,’UNH’,’SHW’,’NVDA’] start_date_ = “20210101”end_date_ = “20221005”number_of_scenarios = 10000 trade_days_per_year = 252 delta_risk […]

Portfolio Optimization Risk/Return QC – Positions of Humble Div vs Dividend Glenn
Based upon the Portfolio Optimization Algorithm (POA) discussed earlier and the relevant POA QC usecase (positions of The Dividend Breeder), let’s run the similar algorithm to compare top 5 stock positions of Humble Div (HD) vs Dividend Glenn (DG) in terms of the Risk/Return Ratio (RRR) or RRR1=1/RRR. Let’s define the following common POA parameters: […]

Risk/Return QC via Portfolio Optimization – Current Positions of The Dividend Breeder
Featured Image by AbsolutVision on Unsplash Based on the Portfolio Optimization Algorithm (POA) discussed earlier, let’s run the QC test of current positions of The Dividend Breeder in terms of the Risk/Return Ratio (RRR). The POA input is as follows: benchmark_ = [“^GSPC”,]portfolio_ = [‘SCHD’, ‘O’, ‘MSFT’, ‘TGT’, ‘MCD’, ‘PFE’, ‘CSCO’, ‘USB’, ‘KO’, ‘ABBV’,‘CVX’, ‘VZ’, […]