Tag: fintech

  • 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, […]

  • A Roadmap from Data Science to BI via ML

    A Roadmap from Data Science to BI via ML

    This post describes a Data Science (DS) roadmap, with relevant business applications. It has been written for aspiring data scientists, technical experts who work with data scientists, data-driven technology stakeholders, or anyone interested in learning about what DS is and what it’s used for. Why DS: The average base salary of a data scientist in […]

  • Energy E&P: XOM Technical Analysis Nov ’22

    Energy E&P: XOM Technical Analysis Nov ’22

    Featured Photo by Kayden The last few years offer a case study of how quickly energy markets can shift. According to our recent post, Oil & Gas Exploration and Production (E&P) stays the top energy sector, remaining firmly at Very Attractive to Buy. In the light of what we know about E&P business, let’s take […]

  • Cloud-Native Tech Autumn 2022 Fair

    Cloud-Native Tech Autumn 2022 Fair

    Let’s dive deeper into the cloud-native tech trends and features to follow in Q4 2022 and beyond. Contents: Markets Services Serverless Cybersecurity DevSecOps ML/AI/IoT Use-Cases Events Training Explore More Infographic

  • BTC-USD Price Prediction with LSTM Keras

    BTC-USD Price Prediction with LSTM Keras

    The objective of this project is to test the deep learning algorithm of real-time BTC-USD price prediction. We trained the 2-layers 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

    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 stocks-to-sell opinion.

  • Risk/Return POA – Dr. Dividend’s Positions

    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_ = “2021-01-01”end_date_ = “2022-10-05”number_of_scenarios = 10000 trade_days_per_year = 252 delta_risk […]

  • ML/AI Credit Risk Analytics

    ML/AI Credit Risk Analytics

    This project was inspired by the multi-classification proof-of-concept research in the area of credit risk analytics (CRA). CRA provides a guide for risk managers looking to efficiently build credit risk management models.  In recent studies, credit rating models have been constructed by relying on a number of financial ratios, including correlations between them. The input […]

  • Portfolio Optimization Risk/Return QC – Positions of Humble Div vs Dividend Glenn

    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 use-case (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

    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’, […]