Stock Forecast Based On a Predictive Algorithm | I Know First |algorithmic trading strategies Archives - Page 2 of 4 - Stock Forecast Based On a Predictive Algorithm

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

November 30, 2018

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:

Portfolios which directly use the algorithmic signals generated to select the sector ETFs to invest in and to rebalance the portfolio
Portfolios which use sector-level predictions computed by aggregating our forecasting algorithm’s daily forecasts for individual S&P 500 stocks
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.

I Know First Presents At FinTech Aviv Meetup

August 10, 2018

I Know First Presents At FinTech Aviv Meetup

On August 7, I Know First CEO Yaron Golgher presented about I Know First at a FinTech-Aviv event focused of Capital Markets and Groundbreaking Wealth Management Solutions. The event was a means to explore the most recent trends in capital markets and included keynotes, presentations, and a panel with industry experts.

One of the groundbreaking management solutions was I Know First’s Daily Market Forecast which provides a daily forecast and predictability indicator for over 10,000 assets across a variety of time horizons as short as 3 days to as long as a year.

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In The News

Algorithmic ETF Strategy Based on Daily AI Forecasts

September 17, 2017

In the following, we analyze the performance of our ETF Package by evaluating algorithmic ETF strategies which invest on a daily basis in the ETFs selected by our AI system and can easily be recreated by using the daily forecasts provided to clients. We show that the I Know First algorithm’s signals including the costs of bid-ask spreads and commissions result in high-performing trading strategies with:

Returns of up to 58% in a 2-year time period
Alphas over 20%
Betas below 0.3
Sharpe ratios reaching 1.25

Algorithmic Performance

Press Release: Sector Rotation based Algorithmic Trading Strategies

September 11, 2017

Press Release

Press Release: Tel Aviv, Israel, September 11th, 2017 – Sector Rotation based Algorithmic Trading Strategies

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Algorithmic Performance Press Releases

Algorithmic Trading Strategies For European Stocks: Returns Up to 240%

July 5, 2017

In the following article we present an analysis of a series of trading strategies directly adoptable by I Know First clients and which have generated returns up to 240% over the period going from August 2015 to April 2017. The strategies follow the algorithm’s signals and invest daily in the strongest ones from the package “European Stocks” hence resulting in a portfolio continuously in line with the program’s recommendations and with the evolving market.

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Algorithmic Performance

I Know First Algorithmic Trading Strategies: Aggressive Stocks, May 27th, 2015

May 27, 2015

I Know First Algorithmic Trading Strategies: Complete Overview

Trading Strategies: 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.