Quantitative Trading Strategies for European Stocks

In the following, we analyze the performance of our “European Stocks” Package by evaluating quantitative trading strategies which invest on a daily basis in the European stocks 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 results in a high-performing trading strategy with excellent statistics:
  • Returns of up to 128% in a 2-year time period
  • Alphas over 20%
  • Betas below 0.15
  • Sharpe ratios reaching 1.4
ETF Strategy

Quick Win by the Algorithm: Lufthansa Continues To Satisfy Investors and Customers Alike

Quick Win by the Algorithm

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European Equities Based on Algorithms: Up to 22.45 Return in 3 Months

Package Name: “By region” Package – European Forecast
Forecast Length: 3 Months (08/21/2015 – 11/21/2015)
I Know First Average: 7.28%

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European Equities