Free Reading: Advance Statistics for the LATAM ETFs, 01/08/2022
Four methodologies used are: Linear programming (LP), Simulation (Sim), Bootstrapping plus LP (Bootlp), and Bootstrapping plus sim (Bootsim)
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Alejandro Romero
8 Eyl 20224 dakikada okunur
Hidden Outcomes Revealed: Advance Statistics for the 95¹ Most Traded ETFs in USA, 01/08/2022
According to LP, at least one of the expected returns from the Top95 traded ETFs in USA is significant different from the others...
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Alejandro Romero
31 Ağu 20223 dakikada okunur
Hidden Outcomes Revealed: Advance Statistics for the 10 Most Traded ETFs in USA, 01/08/2022
As stock quotes are stochastic processes, hidden behaviors will only be revealed as approaches are compared to each other.
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Alejandro Romero
10 Ağu 20221 dakikada okunur
ML Perspective Predicts with Over 80%¹ Accuracy 1.800 Weekly Quotes between 21/12/2021-25/04/2022
Breakthroughs:
Not a regression problem anymore but categorical.
Not focus on quotes but on quote changes (delta price).
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Alejandro Romero
13 Tem 20222 dakikada okunur
New Approach to Publish Stock Quotes (Non Time-Series Method) - Top10 Traded ETFs USA until 25/04/22
As have always been discussed here, the traditional time-series approach does not correctly communicate the apparently stochastic behavior o
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Alejandro Romero
13 Tem 20221 dakikada okunur
Pattern Search to Decimals New version Output_v2.ipynb - Google Colab
The Python code can be accessed in this post. Details on the instantiation process, class objects, functions and other techniques used can b
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Alejandro Romero
4 May 20221 dakikada okunur
The Weird Behavior of Price Projections, Top10 Most Traded ETFs in USA, 21/12/2021-15/03/2022
Check out how the pattern of price projections differ within ETFs. Hidden behaviors come to light when the right features are used.
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Alejandro Romero
15 Nis 20225 dakikada okunur
Ad. Stats. & MC Proj.: Top100 Most Traded ETFs in USA, LP/Bootstrapping/Simulation, Date: 12/21/2021
While with LP the HSD test found that 119 pairs were significantly different, bootstrapping found 1150, again, the df demonstrated its impor
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Alejandro Romero
23 Mar 20223 dakikada okunur
Return (▲Price), Likelihood & Probabilities: Top10 Traded ETFs in USA from 21/12/2021 to 29/03/2022.
In conclusion, as in a prior post it was demonstrated that there is not significant difference between the return and risk of the Top10 trad
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Alejandro Romero
2 Mar 20224 dakikada okunur
Markov Chain Proj.: Return (▲Price) with Highest & Above Zero Probabilities, SQQQ, 21/12/2021
The graph at the beginning of this post corresponds to the univariate spline that will alow the user to find out what is the return (▲Price)
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Alejandro Romero
6 Şub 20225 dakikada okunur
Simulation & Bootstrap: Adv. Stats & Markov Chains for the 10 Most Traded ETFs in USA, 12/21/2021
The Top10 traded ETFs in USA are compounded by SQQQ, SPY, XLF, QQQ, UVXY, TQQQ, VXX, EEM, IWM, and XLE.
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Alejandro Romero
2 Şub 20224 dakikada okunur
LP: Adv. Statistics & Markov Chain Projection for the 10 Most Traded ETFs in USA, FREE (12/21/2021)
The Top10 traded ETFs in USA are compounded by SQQQ, SPY, XLF, QQQ, UVXY, TQQQ, VXX, EEM, IWM, and XLE.
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Alejandro Romero
3 Oca 20224 dakikada okunur
LP: Advanced Statistics for the 100 Most Traded ETFs in USA, Date: 12/21/2021
On this first paid-post it is being released the key statistics for the most traded ETFs in the USA. As the securities with the most...
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Alejandro Romero
3 Oca 20226 dakikada okunur
LP: Adv. Statistics & Markov Chain Projection for the 100 Most Traded ETFs in USA, Date: 12/21/2021
On this first paid-post it is being released advanced statistics for the most traded ETFs in the USA. As the securities with the most...
15 görüntüleme0 yorum
Alejandro Romero
18 Ara 20214 dakikada okunur
Stock Market Quotes Estimator (Part II)
In part I of the stock market quotes estimator it was explained that even though stock prices are random, the variable ▲Price is not and...
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Alejandro Romero
30 Kas 20213 dakikada okunur
Stock Market Quotes Estimator (Part I)
As its name says it, the stock market quotes estimator is a machine learning program developed to estimate, with a probability, within...
59 görüntüleme0 yorum
Alejandro Romero
17 Kas 20211 dakikada okunur
Welcome to ML Perspective Blog
ML Perspective or Machine Learning Perspective is a new way to analyze (leverage) data without the classical constrain to 2D and 3D graphs.
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