Tag: I Know First Research

Evaluation Report For The Nikkei 225 Stock Universe – Consistently Outperforming Benchmarks

February 5, 2019

Executive Summary

In this Live Forecast Evaluation Report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Japanese stock market and sent to our customers on a daily basis. Our analysis covers the time period from January 1, 2018 – November 31, 2018. The following results were observed when signal and predictability filters were applied in order to pick the best performing stocks out of the most predictable ones. The main findings for the returns distribution of stock filters (stocks subsets) for the Nikkei 225 universe are outlined below:

Nikkei 225 Highlights:

Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 3.80% for Top 10 stocks on 3-months’ investment horizon.
We observe clear increasing trend on returns improving with the increase of forecast time horizon – the change in returns from 1 month to 3 months is more than 1361.5% for Top 10 stocks.
Top 10 stocks significantly out-perform both benchmarks, including Nikkei 225 actual performance recorded over the time under consideration, by over 475%.

The common pattern between the forecasts’ performance for the above stock universe is that systematic filtering by both signal and predictability provides the most benefit for long term investments, hence are more suited for private and institutional investors whose primary goal is to systematically identify assets which will provide the most gains of its value going forward in time.

Read The Evaluation Report

Algorithmic Performance

I Know First Live Forecast Evaluation Report For Japanese Stock Market – Continuously Beating Nikkei 225 Index And Japan Stock Market Benchmarks

October 22, 2018

Executive Summary

Nikkei 225 universe highlights

Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 6.08% for Top 10 stocks on 3-months’ investment horizon
We observe clear increasing trend on returns improving with the increase of forecast time horizon – the change in returns from 1 month to 3 months is more than 350% for Top 10 stocks
Top 10 stocks significantly out-perform both benchmarks, including Nikkei 225 actual performance recorded over the time under consideration, by over 630%

Japan stock market universe highlights

Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 5.91% for Top 20 stocks on 3-months’ investment horizon
We observe clear increasing trend on returns improving with the increase of forecast time horizon – the change in returns from 1 month to 3 months is more than 320% for Top 20
Top 20 stocks significantly out-perform the benchmark by more than 340%

Read The Evaluation Report

Algorithmic Performance

Bayesian Neural Networks: Bayes’ Theorem Applied to Deep Learning

October 20, 2018

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

Read The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

Premium

I Know First Live Forecast Evaluation Report For Japanese Stock Market – Continuously Beating Nikkei 225 Index And Japan Stock Market Benchmarks

September 4, 2018

Executive Summary

In this live forecast evaluation report we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Japanese stock market and sent to our customers on a daily basis. We will start with an introduction to our stock picking and benchmarking methods and then apply it to the stock universe of the Nikkei 225 index as well as all of the stocks covered by us in the “Japan Stocks” Package.

Algorithmic Performance

Bayesian Inference and I Know First’s Application

July 1, 2018

This article was written by Kwon Sok Oh, a Financial Analyst at I Know First.

Summary

Introduction of Bayesian Inference and BAC Example
Prior Distribution: Concepts and BAC Example
Likelihood Function: Concepts and BAC Example
Posterior Distribution: Concepts and BAC Example
Posterior Predictive Distribution: Concepts and BAC Example
Conclusion of Discussion and BAC Example
I Know First and Bayesian Neural Networks

Read The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

Algorithmic Articles Premium

TRIP Stock Forecast: A Light of Dawn or a Flash in the Pan

June 12, 2018

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

TRIP Stock Forecast

"The travel category is indeed enormous and outpacing other consumer spending worldwide, and TripAdvisor not only inspires travel, but also causes more travel – in particular by encouraging travelers to take longer trips by showing them how much more there is to see and do." – Charlie Ballard, director of strategic insights, TripAdvisor

Highlights:

Solid start of 2018 – a cheerful bottom-out
Rapidly scaling non-hotel segment from supply acquisition initiatives
Concerns remain on the shrinking hotel segment
Current I Know First Algorithm bullish forecast for TRIP

Read The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

52 Week High Stocks Premium

Algorithmic Trading Strategies For European Stocks: Returns Up to 193%

November 5, 2017

In the following article we analyze a series of trading strategies directly adoptable by I Know First clients and which have generated returns up to 193% 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.