Tag: fintech

Deep Reinforcement Learning (DRL) on $MO 8.07% DIV USA Stock Data 202223
MLQ.ai: In fact, many AI experts agree that DRL is likely to be the best path towards AGI, or artificial general intelligence. Spinning Up in DRL at OpenAI: “We believe that deep learning generally—and DRL specifically—will play central roles in the development of powerful AI technology.” Key assumptions and limitations of the DRL framework: Key…

Predicting the JPM Stock Price and Breakouts with Auto ARIMA, FFT, LSTM and Technical Trading Indicators
Featured Photo by Pixabay In this post, we will look at the JPM stock price and relevant breakout strategies for 202223. Referring to the previous case study, our goal is to combine the Auto ARIMA, FFT, LSTM models and Technical Trading Indicators (TTIs) into a single framework to optimize advantages of each. Specifically, we will…

RiskReturn Analysis and LSTM Price Predictions of 4 Major Tech Stocks in 2023
The opensource Python workflow breaks down our investigation into the following 4 steps: (1) invoke yfinance to import realtime 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…

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…

Towards Max(ROI/Risk) Trading in Q1 2023
In this post, we will compare 1Y ROI/Risk of selected stocks vs ETF using a set of basic stock analyzer functions. The posts consists of the following three parts: Looking at the closing price of a stock over time is a good way to track its performance We combine the risk and return metrics into…

Stocks to Watch in 2023: MarketBeat Ideas
Let’s review the 10 best stocks to own in 2023 (brought to you by Marketbeat.com). Featured Photo by Alesia Kozik on Pexels. Uncertainty is the Only Certainty for 2023: It’s Hard to Own Stocks When the Market is Falling: Focus on Opportunity, Value and Dividends in 2023: On a sector basis, the energy sector looks…

Python Technical Analysis for BioTech – Get Buy Alerts on ABBV in 2023
Seeking Alpha urged investors to buy AbbVie (NYSE:ABBV), Vertex Pharma (NASDAQ:VRTX), Genmab (GMAB) and a range of other biotechs in 2022 long before those stocks outperformed − sometimes even as the consensus view on Wall Street suggested otherwise. Let’s examine the ABBV 2022 stock performance using mplfinance, plotly, bokeh, bqplot, and cufflinks libraries in Python. Let’s set the…

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 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…

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…

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’,…

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 endtoend 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…