I Know First Evaluation Report for Short-Term Currencies – July

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the currency market with short term time horizons ranging from 1 to 6 days, which were delivered daily to our institutional clients. Our analysis covers the time period from 28 March 2019 to 30 June 2019. Below, we present our key takeaways from applying signal and volatility filters to pick the best performing currency pairs:

Currencies

Currencies Highlights:

  • Top 5 currency pairs without volatility adjusted had better returns on the 1-, 2- and 3-days’ time horizons, providing the highest return of 0.22% on the 1 day’ horizon.
  • Top 5 currency pairs with volatility adjusted had better returns on the 4-, 5- and 6- days’ periods providing the highest average return on the 4 days’ time horizon of 0.18%.
  • Top 10 and Top 5 currency pairs outperformed the benchmark on all time horizons with a significant difference.

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I Know First Weekly Review Algorithmic Performance: June 10, 2019


I Know First Weekly Newsletter
Investment Selection Using AI Predictive Algorithm
June 10, 2019

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I Know First Algorithm Evaluation Report for Live ETF Universe Forecasts

Executive Summary:

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the ETF universe, which is sent to our customers on a daily basis. Our analysis covers the time period from 1 April 2019 to 31 May 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the ETF universe. We will then compare returns based on our algorithm with the benchmark performance over the same period. This evaluation is part of our continuous studies of I Know First’s live AI predictive algorithm’s performance.

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I Know First Weekly Review Algorithmic Performance: May 19, 2019


I Know First Weekly Newsletter
Investment Selection Using AI Predictive Algorithm
May 19, 2019

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I Know First Weekly Review Algorithmic Performance: May 13, 2019


I Know First Weekly Newsletter
Investment Selection Using AI Predictive Algorithm
May 13, 2019

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Bayesian Neural Networks: Bayes’ Theorem Applied to Deep Learning

 

The article was written by Amber Zhou, a Financial Analyst at I Know First.

Highlights:

  • Vanilla Deep Learning Method: Multilayer Perceptron (MLP)
  • Introduction to Bayes’ Theorem
  • Application of Bayes’ Theorem: Bayesian Inference
  • Combination: Bayesian Neural Networks
  • How I Know First Utilizes Bayesian Neural Networks for Forecasting

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I Know First Weekly Review Algorithmic Performance: March 31, 2019


I Know First Weekly Newsletter
Investment Selection Using AI Predictive Algorithm
March 31, 2019

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