MLP BLOG

According to LP, none of the expected returns from the ETFs in Europe is significantly different from the others, it means that the differen

Maximum likelihood return, probability return above zero, price difference distribution for all ETF in Europe.

LP and Bootlp recommend XSMC.SW in big proportion, this is the ETF that fully replicates the Solactive Swiss Large Cap index from Switzerlan

Probability of positive return, maximum likelihood return, markov chain projections, accumulative and single probability univariate splines

The bear market brings niche or more specific markets as options to diversification and efficiency. There is an ongoing shift from broad sec

Find out what are the odds of earning/loosing money for the coming weeks on the TOP10 traded ETFs in USA.

According to LP, the hypothesis sustaining that at least one of the expected returns from the Top10 traded ETFs in USA is significant...

Top 95 traded ETFs in USA. Probabilities of positive return, return with maximum likelihood, splines, interactive graphs with projections, a

Top10 ETFs USA comprehensive report with expected returns, their probabilties, return with maximum likelihood, probability of positive...

According to LP, at least one of the expected returns from the Top95 traded ETFs in USA is significant different from the others...

As stock quotes are stochastic processes, hidden behaviors will only be revealed as approaches are compared to each other.

Breakthroughs: Not a regression problem anymore but categorical. Not focus on quotes but on quote changes (delta price).

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...

As have always been discussed here, the traditional time-series approach does not correctly communicate the apparently stochastic behavior o

Check out how the pattern of price projections differ within ETFs. Hidden behaviors come to light when the right features are used.

While with LP the HSD test found that 119 pairs were significantly different, bootstrapping found 1150, again, the df demonstrated its impor

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

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)

The Top10 traded ETFs in USA are compounded by SQQQ, SPY, XLF, QQQ, UVXY, TQQQ, VXX, EEM, IWM, and XLE.

The Top10 traded ETFs in USA are compounded by SQQQ, SPY, XLF, QQQ, UVXY, TQQQ, VXX, EEM, IWM, and XLE.