Machine Learning in Finance: I Know First’s Deep Learning Trading Strategies

Science fiction is now part of our everyday life as machine learning and artificial intelligence are being more and more embedded in our lives through functions such as visual and audio recognition performed by "digital intelligence" instead of human intelligence. I Know First applies machine learning in finance to predict the future state of the market, these predictions can be used for the development of deep learning trading strategies and result in investment portfolios with excellent returns and performance statistics as we will show below.

An Overview of How To Use I Know First’s AI Forecasts for ETF Trading

In the following we give an overview of the construction and performance of ETF Portfolios constructed using I Know First’s Algorithmic Forecasts for the SPDR Sector ETFs. We present the construction and performance of:
  1. Portfolios which directly use the algorithmic signals generated to select the sector ETFs to invest in and to rebalance the portfolio
  2. Portfolios which use sector-level predictions computed by aggregating our forecasting algorithm’s daily forecasts for individual S&P 500 stocks
  3. Portfolios which combine the algorithmic forecasts with an equally invested benchmark to create long only strategies which allow investors to target desired alpha and beta statistics
We show that these portfolios register very good performance statistics over the analyzed time-horizon outperforming the benchmark.

Press Release: Yaron Golgher, CEO of I Know First Spoke at Finovate London Conference

Press Release

Press Release: Tel Aviv, Israel, March 20th, 2018

– FINOVATE 2018, Conference Date: MARCH 6-9, 2018, London, UK 

Yaron Golgher, CEO and Co-Founder of I Know First was selected to speak Finovate Europe Conference Event as a featured keynote speaker in London. Yaron discussed how artificial intelligence will transform investing. Finovate this year hosted 1400+ attendees, 70+ companies demoing, 120+ expert speakers, and countless opportunities. Finovate annually demonstrates cutting-edge banking, financial

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I Know First’s Brazilian Stock Market Track Record: Beating Bovespa

On August 1st 2017 I Know First finished the implementation and the training period of its AI-based ranking and forecasting system for the main equities listed on the Brazilian Stock Exchange Bovespa. On this date the first Brazilian stock forecast was published for the subscribed investors in the local market.

Daily Stock Trading Strategy Returns 42.59% in H1 2016

GinaGina Guinasso is a Financial Analyst at I Know First. She graduated from Arizona State University with a bachelor's degree in Real Estate and University of San Francisco with a Master of Science in Financial Analysis. 

Daily Stock Trading Strategy

This trade report examines one of the successful daily trading strategies of I Know First in more detail. Only the S&P500 stocks universe is considered and the trades selection process is based on the more predictable assets with additional rules applied to the signal. The overall return from January 7th, 2016 to July 15th, 2016 was 42.59% of invested capital using this strategy, while the S&P 500 returned only 8.62% during the same time period. At the same time the annualized volatility was just 2.6% above that of the S&P 500, resulting in a very high Sharpe ratio.

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Trade Simulator Using I Know First Algorithms: 48.48% in 14 Days

On the 27th of March 2015 the I Know First algorithm released a bullish signal of  69.13 (first place that) on its 1 Month forecast for Yanzhou Coal Mining Co. Ltd. (YZC). YZC is an American Depositary Receipt (ADR) of Yanzhou Coal Mining Co. Ltd. On that day YZC opened at $7,29 and by that moved 3 cent above its 5 day simple moving average, which is a strong position to buy a stock at. Below is the original forecast, and the resulting trade which made 48.48% in 2 weeks.

I Know First Algorithmic Trading Strategies: European Stocks March 16th, 2015

I Know First Algorithmic Trading Strategies: Complete Overview

There are multiple algorithmic trading strategies investors can apply when using I Know First’s self-learning algorithm as seen here.  After fully understanding how to interpret the heat map, you can construct your own personal portfolio to further optimize returns.

 strategy 1