A Quick but Insightful Look at Stock Fundamental Data Summary

StockPup.com generously shares the fundamental data for several hundred stocks. However, there are a lot of outliers and missing data. We present some interesting results for the market summary and the long-term trends.
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Does Stock Picking Still Make Sense? Yes, it does!

Many "experts", at least in Germany, state nowadays: currently the markets are driven by macroeconomic factors (FED and ECB policies, quantitative easing, etc) thus the stock picking does not make sense. We show that it still does. Continue reading "Does Stock Picking Still Make Sense? Yes, it does!"

Visualizing the Data on 6356 American Stocks – with R source code

By current artificial intelligence, big data and robo-advisory hype many people believe that computers can do everything for you. I am pretty skeptical about it. Never denying (and actively engaging by myself) a computer-aided trading and investment I always claim "man and machine" rather than "man vs. machine". In this post I show you how to summarize and visualize the data from Alpha Vantage for 6356 American stocks. Continue reading "Visualizing the Data on 6356 American Stocks – with R source code"

JuniorDepot5 – Learning Pain of Loss with GoPro Action

Elle, a 7-year old girl, insisted last month on investing in GoPro. Now she has to learn the pain of losing money.
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Gallery of TBOT – triangle bottoms according to Lo et al 7/8

We continue publishing the visual results from Vasily Nekrasov's attempt to reproduce the results from "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation" by Lo, Mamaysky and Wang(2000). Continue reading "Gallery of TBOT – triangle bottoms according to Lo et al 7/8"

Gallery of RTOP – rectangle tops according to Lo et al 6/8

We continue publishing the visual results from Vasily Nekrasov's attempt to reproduce the results from "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation" by Lo, Mamaysky and Wang(2000). Continue reading "Gallery of RTOP – rectangle tops according to Lo et al 6/8"

Gallery of RBOT – rectangle bottoms according to Lo et al 5/8

We continue publishing the visual results from Vasily Nekrasov's attempt to reproduce the results from "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation" by Lo, Mamaysky and Wang(2000). Continue reading "Gallery of RBOT – rectangle bottoms according to Lo et al 5/8"

Patterns of Technical Analysis – Do They Work?

Seven years ago I tried to reproduce the results of "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation" by Lo, Mamaysky and Wang with more recent data than they used. Lo et al come to the conclusion that the chart patterns are statistically significant (which does not yet mean their practical usability). My results shows that there is no statistical significance (anymore). Continue reading "Patterns of Technical Analysis – Do They Work?"

JuniorDepot4 – Becoming Pro with GoPro

Elle, a 7-year old girl, made her hands dirty in stock picking. This time she decided to buy GoPro stock. I was about to make use of my veto right but finally found her decision not bad at all.
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Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [M-Z]

Stock tickers from M to Z. Continue reading "Volatility Clustering and Piecewise Homoscedasticity – Part II – 2940 stocks – [M-Z]"