Tag: JPM

  • A Market-Neutral Strategy

    A Market-Neutral Strategy

    The work aims to solve the problem of Markowitz portfolio optimization for a one-year investment horizon through the pairs trading cointegrated strategy. Market-neutral trading strategies seek to generate returns independent of market swings to achieve a zero beta against its relevant market index. Statistical arbitrage (SA), pairs trading, and APO signals are analyzed. The study…

  • Multiple-Criteria Technical Analysis of Blue Chips in Python

    Multiple-Criteria Technical Analysis of Blue Chips in Python

    Blue chip stocks are the stocks of well-known, high-quality companies. We demonstrate that the proposed approach can help optimize the blue-chip portfolios comprehensively.

  • 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…