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"
Category: English
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.
Continue reading "JuniorDepot5 – Learning Pain of Loss with GoPro Action"
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"
Gallery of IHS – Inverse Head and Shoulders according to Lo et al 4/8
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 IHS – Inverse Head and Shoulders according to Lo et al 4/8"
Gallery of HS – Head and Shoulders according to Lo et al 3/8
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 HS – Head and Shoulders according to Lo et al 3/8"
Gallery of BTOP – Broading Tops according to Lo et al 2/8
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 BTOP – Broading Tops according to Lo et al 2/8"
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?"
Susan Levermann Strategy – 13 rules that work on the stock market
On the 8 of March, the international Women's Day we review the strategy of Susan Levermann, a highly successful portfolio manager. Hollywood shows the Wall Street as a typically masculine domain. However, Frau Leverman has proven that a smart and persistent vixen may be more successful than an impudent and impatient wall street wolf. Continue reading "Susan Levermann Strategy – 13 rules that work on the stock market"