Tag: portfolio

  • 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.

  • Risk-Aware Strategies for DCA Investors

    Risk-Aware Strategies for DCA Investors

    Dollar-Cost Averaging (DCA) is an investment approach that involves investing a fixed amount regularly, regardless of market price. It offers benefits such as risk reduction and market downturn resilience. It’s useful for beginners and can be combined with other strategies for a disciplined investment approach. References include Investopedia and Yahoo Finance.

  • Joint Analysis of Bitcoin, Gold and Crude Oil Prices

    Joint Analysis of Bitcoin, Gold and Crude Oil Prices

    The content discusses a comprehensive analysis on a joint time-series analysis of Bitcoin, Gold and Crude Oil prices from 2021 to 2023. It explores data processing, exploratory data analysis before running a range of statistical tests, ARIMA models fitting, and finally, using the Markowitz portfolio optimization method. It then presents a detailed analysis, including data…

  • Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023

    Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023

    The post discusses applying Guillen’s algorithm for risk-aware portfolio rebalancing, using Python. It incorporates five different stocks with specific weight allocations within an initial portfolio of $1,000,000. The post demonstrates setting the parameters for portfolio, importing required libraries, downloading input data, setting algorithmic rules for rebalancing, calculation of shares and portfolio values, and plotting visualizations.…

  • Portfolio Optimization of 20 Dividend Growth Stocks

    Portfolio Optimization of 20 Dividend Growth Stocks

    The post discusses implementing a stochastic optimization algorithm to create a balanced portfolio of 20 dividend growth stocks for maximum return within defined risk tolerance. By analyzing daily stock and benchmark data, the algorithm optimizes the portfolio to outperform the benchmark index and achieve desired risk-reward outcomes. The results facilitate spreading investment capital across diverse…

  • Stock Market ’22 Round Up & ’23 Outlook: Zacks Strategy vs Seeking Alpha Tactics

    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…

  • 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…

  • 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…

  • Macroaxis Wealth Optimization

    Macroaxis is an investment management solution designed to aid small businesses with portfolio creation, asset allocation, and more, using a variety of financial models. It offers a range of features, such as portfolio rebalancing, risk management, and a diverse set of analysis tools, at a starting price of $19.99 per month. The company also provides…

  • Upswing Resilient Investor Guide

    About Investment Business Helicopter View Business Intelligence (BI) Sneak Peek Risk/Return Ratio Risk Severity Matrix Min(Risk) Control Max(Reward) Control Stock Liquidity Bid-Ask Spread (BAS) Roadmap to the Highest Return 1 Preparation Phase (Workspace Setup) 2 Stock Data Analytics (Crunch the Numbers) 3 Max(Return) “Double Your Money” 4 Min(Fees) – “Investment Fees Matter” 5 Risk/Return Trade-Off…