Stock Market Prediction: Investment Strategies with Duplicate and Double-Down Positions

May 28, 2023
I Know First Research Team LogoThis article "Stock market prediction: investment strategies with duplicate and double-down positions" was written by the I Know First Research Team.

I Know First provides investment solutions for institutional investors with a competitive advantage utilizing our advanced self-learning algorithm. I Know First provides an individual approach for institutional clients to improve their investment process based on their needs and preferences. We have reviewed the performance of Duplicate and Double-Down trading strategies based on the predictability filter for the period from January 1st, 2020, to March 24th, 2023. Visit our website for more details about I Know First solutions for institutional investors.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles Algorithmic Performance

Stock Market Forecast: Investment Strategies by Predictability to Beat the Market with AI

May 17, 2023
I Know First Research Team LogoThis article "Stock market forecast: investment strategies by predictability to beat the market with AI" was written by the I Know First Research Team.

I Know First provides investment solutions for institutional investors with a competitive advantage utilizing our advanced self-learning algorithm. I Know First provides an individual approach for institutional clients to improve their investment process based on their needs and preferences. We have reviewed the performance of several trading strategies based on the predictability filter for the period from January 29th, 2020, to March 24th, 2023. Visit our website for more details about I Know First solutions for institutional investors.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles Algorithmic Performance

Risk Parity Portfolio

May 11, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The risk parity portfolio technique enables us to identify optimal asset weights in the portfolio so that the contribution of each asset toward the total portfolio risk is equal.
  • I Know First provides daily market forecasts for a broad range of financial assets for six investment horizons from 3-day to 1-year which help to identify the most promising financial assets according to the AI algorithm.
  • We can build a portfolio based on the IKF AI algorithm, and construct the risk parity portfolio where each asset has the same risk contribution rate to the total portfolio risk.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles Premium Articles

Sector Rotation: Constructing a Suitable Portfolio According to the Macroeconomic Environment

May 3, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Different stages of the stock market require stock selections that are more suitable in the current macroeconomic environment.
  • The strategy based on sector rotation in periods of expansion and recession can generate an additional excess annual return compared with the stock market return.
  • I Know First provides the ETFs package based on the AI algorithm to find the most promising investment opportunities according to the macroeconomic environment.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles

Herding Behavior on the Stock Market

April 20, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Herding behavior refers to the tendency of individuals to follow the actions or decisions of a larger group of people, rather than making independent decisions.
  • The CSAD model enables us to identify periods of herding behavior on the stock market.
  • We implement the CSAD model and identify cases of herding behavior on the stock market for the period from January 1st, 2020 to April 19th, 2023.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles Premium Articles

HMM-Based Classification of Stock Market Stages

April 10, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Identifying the stage of the market enables traders to adjust their investment strategies to take advantage of the current market conditions.
  • The Hidden Markov Model allows us to determine the stock market stages.
  • We uncover patterns in the S&P500 index and VIX from January 1st, 2000 to April 6th, 2023 by using HMM to identify periods of bull and bear markets.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles Premium Articles

Market Anomaly: Holiday Stock Return Effect

March 25, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • A correctly identifying market anomaly can generate a profit for an investor that enables him to beat the market.
  • We have tested the Holiday effect anomaly and we have found that exploration of this anomaly cannot provide an eager return for an investor today.
  • The I Know First AI algorithm can identify working market anomalies that could be difficultly recognizable for a general investor.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles Premium Articles

Entropy Test: Identifying the Dimension Where Deterministic Chaos is alive in Financial Markets

March 15, 2023
Sergey Okun This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The approximate entropy test enables us to identify when deterministic chaotic patterns start in financial assets.
  • There are non-linear dependence patterns in the 3-day interval for the S&P500, precious metal ETFs, volatility ETFs, debt market ETFs, real-estate ETF, US dollar ETF, and cryptocurrencies.
  • We could not reject the hypothesis of linear dependence for the platinum ETF.
  • The I Know First AI algorithm allows for identifying non-linear dependencies in financial assets to find the most promising investment opportunities.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here
Algorithmic Articles
Pages:1234567...110»