Hidden Outcomes Revealed: Efficiency Shifts to Niche Markets, TOP95¹ ETFs in USA, 31/10/2022
The bear market brings niche or more specific markets as options to diversification and efficiency. There is an ongoing shift from broad sec
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Alejandro Romero
11 Ara 20221 dakikada okunur
TOP10 ETFs in USA: Above Zero Probabilities and Maximum Likelihood Returns 31/10/2022
Find out what are the odds of earning/loosing money for the coming weeks on the TOP10 traded ETFs in USA.
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Alejandro Romero
6 Ara 20221 dakikada okunur
Markov General Model (MGM) Decimals v3.3 to Calculate Advance Statistics for Multiple Securities
v3.3 features:
Row Index for historical values kept as dates instead of being changed to week count.
Tested on Python 3.11.
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Alejandro Romero
27 Kas 20224 dakikada okunur
Hidden Outcomes Revealed: The Marke Turns Bear. Adv. Stats for the Top10 ETFs in USA, 31/10/2022
According to LP, the hypothesis sustaining that at least one of the expected returns from the Top10 traded ETFs in USA is significant...
3 görüntüleme0 yorum
Alejandro Romero
9 Kas 20221 dakikada okunur
Pattern Search to Decimals New version Output_v2.1.ipynb - Google Colab
New version 2.1 on Google Colab released. More concise and processing-time saving.
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Alejandro Romero
8 Kas 20221 dakikada okunur
LATAM ETFs Traded in USA: Above Zero Probabilities and Maximum Likelihood Returns 01/08/2022
LATAM ETFs traded in USA offer zero diversification options. A groundbraking methodology helps investors and speculators to decide which one
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Alejandro Romero
8 Kas 20221 dakikada okunur
TOP95 ETFs in USA: Above Zero Probabilities and Maximum Likelihood Returns 01/08/2022
Top 95 traded ETFs in USA. Probabilities of positive return, return with maximum likelihood, splines, interactive graphs with projections, a
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Alejandro Romero
26 Eki 20221 dakikada okunur
TOP10 ETFs in USA: Above Zero Probabilities and Maximum Likelihood Returns 01/08/2022
Top10 ETFs USA comprehensive report with expected returns, their probabilties, return with maximum likelihood, probability of positive...
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Alejandro Romero
25 Eyl 20223 dakikada okunur
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...
5 görüntüleme0 yorum
Alejandro Romero
3 Eyl 20221 dakikada okunur
FREE READING: TOP10 ETFs in USA, Correlation Matrix to Take Diversification Decisions - 01/08/2022
*Remember that when an interactice chart is cited on the post, by clicking on it the source code will be shown, In order to visualize it...
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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).
5 görüntüleme0 yorum
Alejandro Romero
19 Tem 20222 dakikada okunur
The Accuracy of Splines Overtime - 3D Time-Series Approach - Top10 Traded ETFs USA 25/04/2022
Time-series can be usefull as long as they are applied correctly and that's why the focus of ML Perspective was to renew it with the...
10 görüntüleme0 yorum
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
6 görüntüleme0 yorum
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.
9 görüntüleme0 yorum
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
9 görüntüleme0 yorum
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)
20 görüntüleme0 yorum
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