Search Results for: trade report

Total posts found for "trade report" — 3789
17th Mar 2014

Quick Wins By The Algorithm: National Bank of Greece (NBG) & VeriFone Systems (PAY)

National Bank of Greece (NBG)

On Monday March 10th 2014, I Know First made National Bank of Greece (NBG) the number one stock pick. The algorithm’s output indicated very strong signal and a fair predictability. In accordance with the algorithm, the stocks performance for that day was 12.66% closing at $5.43. 

Trading volume of the stock was 9,578,128 million shares with the average volume remaining at 2.89 million shares. NBG is a Greece-based financial institution that provides a range of financial services including retail and commercial banking, asset management, brokerage

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21st Jul 2013
FAQ

FAQ

How do you read the Market Forecast and Forecast Performance charts?

Q. When you say +3 +7 +14 days – are we referring to regular weekdays, or trading days (e.g. not including Sat/Sun)?
A. Regular weekdays.

Q. Am I to interpret that +3 suggests that the price action of the equity at day 3 from today is expected to move in the indicated direction?
A. Yes.

Q. Is +7 indicating expected price movement direction from Day 0 or is it an ever-increasing momentum, eg. is +7 expected to be higher than +3, and is +14 expected to be higher than +7, or is it all

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17th Jan 2013
Google Stock Forecast: Case Study

Google Stock Forecast: Case Study

By Lipa Roitman Ph.D. 
January 11 2013

 

Google GOOG is a huge company, 242 billion market capitalization, ranking 4th after Apple AAPL, Exxon Mobil XOM, and China Petro PTR. It dominates search engine market with a 67% market share. By wide margin it dominates the mobile ad market, and keeps expanding in many additional areas of the internet business. It overtook Apple AAPL by the number of apps available.

Numerous articles have been written about GOOG stock performance, too many to read and digest. All are discussing the GOOG stock fundamentals, comparing them

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01st Nov 2012
Apple Stock Forecast: Playing AAPL – S&P 500 Spread As “Market Neutral” Strategy.

Apple Stock Forecast: Playing AAPL – S&P 500 Spread As “Market Neutral” Strategy.

By Lipa Roitman Ph.D. 
September 14 2012
 

Apple (AAPL) is now the most valuable company of all time. Rumors of new iPhone and the release of the iPhone 5 have been running rampant of late, helping to give shares their latest boost. Being in a high-tech field, AAPL stock has a different dynamics than the rest of the market. Thus playing AAPL against S&P 500 is an interesting proposition. Both AAPL and SPY "Spider" have large market capitalization and are considered relatively ‘safe’ investments. Playing one against the other would be like speculating on the high-tech VS. the whole market, or NASDAQ VS. NYSE. Which one will outperform the other? Let’s see if the dramatic rise of AAPL against the S&P 500 over the last year (see FIG.1) could have been predicted. The IKNOWFIRST stock market forecast algorithm provides daily forecasts for stocks, indexes, currencies and commodities, among them Apple stock forecast and the S&P 500 index forecast. For each market (For example the AAPL) the following data is calculated daily by the self learning algorithm: 1. Signal – The movement direction (increase/decrease). Six such signals are given for each market for six time horizons, from three days ahead up to a year ahead. The signal strength is the absolute value of the current prediction of the system. The signal can have a positive (predicted increase), or negative (predicted decline) sign. The signal tells how much the last price deviates from what the algorithm thinks is the "fair" or "equilibrium" price. 2. Predictability – The "strength" of the prediction, which indicates how confident the system is about the prediction. Predictability is calculated by measuring the past performance of the system for that market and for that time horizon. Theoretically it could range from minus 1 (actual move opposite to predicted) to plus 1 (perfect prediction). For the 150+ markets in the system the predictability generally ranges from 0.3 to 0.7, depending on the market and time horizon.

(click to enlarge)

Apple performance vs S&P 500 performance   Method We have analyzed the performance of the system in order to develop a profitable low risk strategy. In this article we report the results of the performance of IKNOWFIRST algorithms for predicting the AAPL and S&P500 index. We have also compared the signals of these two markets in order to see whether the algorithms were sensitive enough to correctly predict the AAPL / S&P 500 ratio. Figs 2 and 3 show the AAPL / S&P 500 ratio in red thick line. The blue signal line shows the algorithm prediction (signal) for that spread, Fig. 2 shows the 30 days horizon signal, Fig. 3, the 90 days signal. Each point in these lines was taken from the forecast produced daily by the system over the last year. To make this chart the AAPL signal was divided by the S&P500 signal. The resulted AAPL / S&P500 daily signal was added to the corresponding AAPL / S&P 500 daily ratio. Thus if the signal blue line is above the red actual line, that means a BUY signal, if below, SELL signal. One can see from Figs 2 and 3 that from the beginning of January to the end of March the signal was BUY, and if one were to follow up on that signal and be long AAPL and short S&P 500, he would gain up to 45 percent, depending on what stage he closes the position. This is one example of "market neutral" strategies, which means being simultaneously long one equity and short another. This strategy makes the position less sensitive to general market fluctuations. As a side remark, Figs. 2 and 3. show that the system have correctly predicted the positive market reaction to the new iphone3 model.

(click to enlarge)

Apple stock forecast vs S&P 500 forecast Apple stock forecast vs S&P 500 forecast  v3 Fig. 4 shows the average predictability for the 30 and 90 day forecasts. It was generally positive, with the 90 days predictability higher than the 30 days. That is in line of what we have generally seen in most markets in the system, the longer term forecasts have higher predictability. We think that is because the long term forecasts are less affected by the daily market noise.

(click to enlarge)

Apple stock forecast vs S&P 500 forecast  v3 Discussion and Conclusions We showed here that apple stock latest rise against the S&P 500 index was predictable. Along the way we have come upon a possible market strategy that utilizes AAPL and S&P 500 forecasts to create a spread that is not dependent on the general market trend, but only on the high-tech VS. the general market play, i.e. a kind of "market neutral" strategy. It could be possible to apply this to other market pairs, There are now two ways to trade the market using the algorithm. One is to simply trade long or short the individual equities. We propose today the second method, to trade spreads of equities such as AAPL-S&P 500, NASDAQ-S&P 500, DJI-S&P 500 and Russell 2000-S&P 500. All trading is risky, but this lower risk strategy has the advantage of being somewhat insulated from the general market ups and downs. Again, one needs to use judgment when trading. Going long on any equity after a long uptrend is risky. There are always safer opportunities.  

Apple stock forecast for today: to buy or to sell?

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08th Aug 2011
Get A RISK Free Trial Period Of 30 Days For Each Service With No Commitment

Get A RISK Free Trial Period Of 30 Days For Each Service With No Commitment

 Get a daily system report by e-mail with:

1. Top stocks picks –  the recommended stocks of the day (long and short trade).

2. A Daily forecast for the S&P500.

Each daily forecast has six time ranges, from three days ahead to a long term forecast.

New! Get a trial period of 30 days for each service with no commitment.


Choose your daily forecast service:
 

 



 

 

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08th Aug 2011
Special Offer, Get A Trial Period Of 30 Days For Each Service For 79$ With No Commitment

Special Offer, Get A Trial Period Of 30 Days For Each Service For 79$ With No Commitment

 Get a daily system report by e-mail with:

1. Top stocks picks –  the recommended stocks of the day (long and short trade).

2. A Daily forecast for the S&P500.

Each daily forecast has six time ranges, from three days ahead to a long term forecast.

New! Get a trial period of 30 days for each service for 79$ with no commitment.


Choose your daily forecast service:

1. Top stocks picks –  Top 5 stocks for long trading, Top 5 Stocks for short trading.

2. A Daily forecast for the S&P500.

 1. Top stocks picks – Top 10 stocks for long trading, Top 10 Stocks for short trading.

2. A Daily forecast for the S&P500.

Daily

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25th Jul 2011
Trial Period Of 30 Days For Each Service With No Commitment

Trial Period Of 30 Days For Each Service With No Commitment

 Get a daily system report by e-mail with:

1. Top stocks picks –  the recommended stocks of the day (long and short trade).

2. A Daily forecast for the S&P500.

Each daily forecast has six time ranges, from three days ahead to a long term forecast.

New! Get a trial period of 14 days for each service for free with no commitment.

Choose your daily forecast service:


"I Know FIrst" Trial

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