Tag: riskmanagement

  • The $ASML Trading Strategies via the Plotly Stock Market Dashboard

    The $ASML Trading Strategies via the Plotly Stock Market Dashboard

    Featured Photo by Jeremy Waterhouse. Recently, Dr. Dividend shared his insights into $ASML EUV business. This post is a follow-up based upon the highly interactive Plotly Stock Market Dashboard. Let’s import/install the key libraries !pip install pandas_datareader Successfully installed pandas_datareader-0.10.0 !pip install ta Successfully installed ta-0.10.2 import numpy as npimport pandas as pdfrom pandas_datareader import […]

  • 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.

  • The Zacks’s Steady Investor – A Quick Look  

    The Zacks’s Steady Investor – A Quick Look  

    Featured Photo by Bram Naus on Unsplash Let’s look at what is going on in the U.S. markets and the current Zacks’s view for investors to consider (as of Sunday, 9 October 2022).

  • 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.

  • SeekingAlpha Risk/Reward July Rundown

    SeekingAlpha Risk/Reward July Rundown

    Lets see what SA is up to in terms of Risk/Reward as of 2022-07-25: Cryptocurrency Digest: SA Morning Briefing: SPY: Overbought Demand Testing Resistance (Technical Analysis) Wall Street Breakfast: In arguably the most important week for Wall Street this summer, with the Fed decision and GDP on tap, earnings could actually end up determining direction. There are 175 […]

  • Algorithmic Testing Stock Portfolios to Optimize the Risk/Reward Ratio

    Algorithmic Testing Stock Portfolios to Optimize the Risk/Reward Ratio

    Investors can optimize their stock portfolio by invoking backtesting within the realm of algorithmic trading. The goal is to optimize the specific portfolio by maximizing returns and the Sharpe ratio.

  • RISK AWARE INVESTMENT: GUIDE FOR EVERYONE