Market Anomaly: Weekend Effect of Monday and Friday Stock Returns

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • A correctly identifying market anomaly can generate a profit for an investor that enables him to beat the market.
  • We have tested the Weekend effect anomaly and we have found that exploration of this anomaly cannot provide an eager return for an investor today.
  • The I Know First AI algorithm can identify working market anomalies that could be difficultly recognizable for a general investor.

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Market Anomaly: January and April Effects

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • A correctly identifying market anomaly can generate a profit for an investor that enables him to beat the market.
  • We have tested the January and April effect anomalies and we have found that exploration of this anomaly cannot provide an eager return for an investor today.
  • The I Know First AI algorithm can identify working market anomalies that could be difficultly recognizable for a general investor.

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AI Stock Forecast: Fighting the Irrational Crowd by Investing Through AI

This article was written by:

dr roitman Dr. Lipa Roitman, Co-Founder & CTO at I Know First, Ph.D from the Weizmann Institute of Science.


Sergey Okun  Sergey Okun – Financial Analyst at I Know First, Ph.D. in Economics.

Summary:

  • Why do investors tend to irrational decisions?
  • Improving decisions making with AI.
  • Investing with AI for everyone.

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Modeling Volatility with TGARCH

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Volatility has a number of statistical properties that must be taken into account in the modeling process.
  • The TGARCH model is one of the GARCH family models which allows for modeling volatility.
  • I Know First provides volatility predictions for short-term and long-term periods based on the machine learning approach.

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Researching Market Chaos

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The Chaos theory is an alternative to the Theory of Probability which does not consider tossing a coin for making investment decisions.
  • One of the approaches to analyzing multidimensional nonlinear data series is to imitate the behavior of participants in the stock market.
  • I Know First provides stock market forecasts based on chaos theory approaches.

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Minimum Turbulence Portfolio

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Economic shocks cause systemic structural changes in financial markets which are expressed in changes in connection between financial assets.
  • Mahalanobis Distance enables us to estimate stock market turbulence.
  • I Know First can help to find the most appropriate assets according to the current macroeconomic environment and systemic structural changes in financial markets.

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Where Chaos is Born

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • We can detect chaos even in a system in which everything seems determined.
  • Lorenz attractor provides evidence that there is order behavior in a chaotic system.
  • If the stock market is chaotic, it does not mean that it is not predictable, and I Know First provides stock market forecasts based on chaos theory approaches.

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Volatility Scaling with Autocorrelation

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Autocorrelation enables us to estimate the volatility of an investment portfolio in a more precise way.
  • The S&P 500 returns characterize by negative autocorrelation which means that the S&P 500 has a less grade of risk than the estimation based on the assumption of stock returns independency.
  • The I Know First AI algorithm provides us with the tool to select the most promising stocks.

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