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.

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Short-term Trading: Summary of Realistic Backtests based on Daily Stock Selection

Dario Biasini is a Research Analyst at I Know First.

Summary

  • Presentation and analysis of I Know First's daily trading stock selection strategies
  • Implementation in Quantopian of realistic backtests of the presented strategies
  • Analysis of how strategies can be adjusted for different rebalancing and holding times

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