Stock Forecast Based On a Predictive Algorithm | I Know First |Quantitative Investment Archives - Page 2 of 49 - Stock Forecast Based On a Predictive Algorithm

Stocks Picks based On Artificial Neural Networks: Up to 56.52% Return in 14 Days

August 4, 2015

Package Name: Industry Package - Biotech Stocks
Forecast Length: 14 Days (7/20/15 – 8/03/15)
I Know First Average: 4.90%

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Biotech Stocks Forecast

Best Short Term Stocks Based On Machine Learning: Up To 10.96% Return Over 3 Days

July 30, 2015

Package Name: Top 10 Stocks
Forecast Length: 3 Days (07/26/2015 – 07/29/2015)
I Know First Average: 2.13%

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Stock Forecast & S&P500 Forecast

Trading NYMEX (Crude Oil) Like a Quant: 55% Annual Return

July 16, 2015

Strategy for maximizing profits trading a single commodity.

Author: Daniel Hai

While I strongly believe in good portfolio diversification I want to discuss trading a single commodity in this post, NYMEX Crude Oil futures which I Know First tracks as CL1 in the commodities forecast. The strategy is unique in that is uses the long term signal to trigger a decision; however the shortest term signal (3 Days) us used to actually execute it. First of all the results are listed below. For testing I use the QuantConnect Lean Engine which is free and open (highly recommended). As they currently dont support futures I use the United States Oil ETF (USO).

The results are an annual return of 55.5% with a sharpe ratio of 1.76 and an annual standard deviation of 22.3%.

Algorithmic Articles Algorithmic Performance

I Know First Hedge Fund Simulation: 39.5% Return in 7 Months

June 16, 2015

Starting with an equity of $10,000 on July 1st 2014 the simulation trades until February 1st 2015 when equity hits $13,942 for a staggering 39.42% return in just 7 months