Tag: risk

  • Donchian Channel Trading Systems

    Donchian Channel Trading Systems

    This article explores the application of algo trading using Python for Altria Group, Inc., a Dividend King diversifying beyond smoking. The historical data for Altria is used to test and contrast trading strategies based on the Donchian Channel indicator. The key is to compare the highest total return when using the Donchian Channel Breakout versus…

  • 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…

  • Stock Portfolio Risk/Return Optimization

    Stock Portfolio Risk/Return Optimization

    The content describes the implementation of an end-to-end Python stock optimization workflow, including steps like importing libraries, setting up key variables, downloading and cleaning stock data, portfolio analysis, and visual representation of the best portfolio. The script aims to minimize the Risk/Return ratio with respect to a market benchmark, providing an efficient way to assess…

  • 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

    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…