Portfolio Construction Based on Fundamental Ratios

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

Summary:

  • Relative valuation is one of the basic concepts of stock evaluation that allows to determine undervalued stocks.
  • The Treynor-Black model allows to construct a portfolio with active and passive investment parts.
  • I Know First provides the Fundamental Stocks Package based on the AI algorithm which allows to select of the most promising stocks based on the fundamental criteria.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

DJI/RUT Stock Forecast: Large-Cap Stocks VS Small-Cap Stocks in the Period of Macroeconomic Instability

Sergey Okun  This "DJI/RUT Stock Forecast: Large-Cap Stocks VS Small-Cap Stocks in the Period of Macroeconomic Instability" article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The DJI/RUT spread of 16.64 is lower than the historical level of 17.19.
  • Economic uncertainty increases the attractiveness of large-cap stocks due to their financial sustainability. 
  • The I Know First AI algorithm provides a higher signal forecast for DJI than for RUT in the 1-year time horizon.

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

IWF/IWD Stock Forecast for 2022: Growth vs Value in the Pandemic Realities

Sergey Okun  This "IWF/IWD Stock Forecast for 2022: Growth vs Value in the Pandemic Realities" article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Low-interest rates provide a more favorable environment for the Growth Stocks than for the Value Stocks in the pandemic time.
  • The IWF/IWD spread is equal to 1.67 corresponding to the numbers during the Dotcom bubble, and significantly higher than its historical mean and median numbers of 1.10 and 1.01, respectively.
  • Expected changes in the monetary policy can have a strong impact on the IWF/IWD spread with the increasing strength of the Value Stocks. 

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

Investment under the Coronavirus Pressure

Sergey Okun  This "Investment under the Coronavirus Pressure" article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • The emergence the Omicron variant has significantly increased volatility in the market
  • The reaction of FED to Omicron is unclear now taking into account the inflation threat The annual i
  • The annual inflation rate in the US surged to 6.2% in October 2021

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

The Efficiency of Hedge Fund Strategies in the Pandemic Time

Sergey Okun  This "The Efficiency of Hedge Fund Strategies in the Pandemic Time" article was written by Sergey Okun – Financial Analyst, I Know First, Ph.D. in Economics.

Summary:

  • Hedge Funds apply a wide range of investment strategies to get profit independent of market conditions
  • The fees model 2/20 is not dominant anymore in the hedge fund industry I Know First provides portfo
  • I Know First provides portfolio strateg

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here

The Conceptual Framework of Applying ML and AI Models to Analyze and Forecast Financial Assets

This article was written by:

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


Eugen KalaidinEugene Kalaidin – Professor, Dept. of Mathematics and Computer science, The Financial University under the Government of the Russian Federation, Ph.D., D. Sci. (Habilitation) in Physics and Mathematics.

Highlights:

  • Knowledge significantly decreases the speculative risk of investment
  • ML and AI technologies allow us to get relevant knowledge about the financial market
  • Information asymmetry is a key factor in getting the arbitrage return
  • Models of nonlinear dynamic systems allow correctly to evaluate financial assets by determining the backbone behavior of assets

premiumRead The Full Premium Article

Subscribe to receive exclusive PREMIUM content here