Tag: risk

  • 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.

  • Stock Portfolio Risk/Return Optimization

    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 end-to-end 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 […]

  • Invest in AI via Macroaxis Sep ’22 Update

    Invest in AI via Macroaxis Sep ’22 Update

    Invest in AI via Macroaxis Sep ’22 Update 4 AI pillars AI thematic idea 20 stocks Asset Allocation Market Capitalization (%) Instrument Composition Market Elasticity Risk/Return Ratio Asse ratings Technical Analysis Correlation Matrix Takeaways Business headlines

  • Towards Optimized ML Wildfire Prediction

    Towards Optimized ML Wildfire Prediction: This Python case example stems from the initial research into ML/AI wildfire prediction using the dataset that was downloaded from the UCI Machine Learning Repository.

  • Inflation-Resistant Stocks to Buy

    Inflation-Resistant Stocks to Buy AAPL Example Python workflow Download 3 historical datasets – stock price and monthly/annual CPI Compute the monthly/annual stock performance (%) and CPI rate (%) Apply linear regression to the stock vs CPI performance cross-plot Check the slope or gradient of the linear trend – positive, negative or zero.

  • Macroaxis Wealth Optimization

    Contents: Overview What is Macroaxis? Investment management solution that helps businesses create and manage portfolios, capital through financial analysis tools. Best For Designed for small businesses, it is an investment management solution that helps with portfolio creation, asset allocation, and more using various financial models. Pricing Macroaxis pricing starts at $19.99 per month. There is a free […]

  • 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 […]

  • Investment Risk Management Study

    About BI Sneak Peek Risk/Return Ratio Risk Severity Matrix Min(Risk) QC Max(Reward) QC Stock Liquidity Bid-Ask Spread Real World Examples