English 2/3

Dec 29, 2020

2020: A Year in Perspective

From the traditional investor's point of view 2020 has been a wild ride. Any passive or buy and hold strategy went through...

20 views0 comments

Ostirion Special: A Very Mochi Christmas

H-Barrio

Dec 22, 2020

Ostirion Special: A Very Mochi Christmas

The winter holiday season, whatever you celebrate, contains magic. From solar cults celebrating that the sun is no longer dropping from...

33 views0 comments

Nightmarish Quantitative Errors Before Christmas

H-Barrio

Dec 18, 2020

Nightmarish Quantitative Errors Before Christmas

We made a horrible error in our previous post and would like to correct it before Christmas comes and any of our readers goes over the...

29 views0 comments

Pattern Recognition in Sectorial ETFs: Predictive Trading Model

H-Barrio

Dec 15, 2020

Pattern Recognition in Sectorial ETFs: Predictive Trading Model

The next-to-last step in verifying the capacity of sectorial ETFs to predict the price of the market in general or their own future...

36 views0 comments

Pattern Recognition in Sectorial ETFs: Past and Future with Predictive Power Score

H-Barrio

Dec 8, 2020

Pattern Recognition in Sectorial ETFs: Past and Future with Predictive Power Score

The analysis we have performed, so far, for the price and returns relationships among sectorial ETFs has not been very conclusive. We...

34 views0 comments

Pattern Recognition in Sectorial ETFs: Correlation to the Future

H-Barrio

Dec 1, 2020

Pattern Recognition in Sectorial ETFs: Correlation to the Future

Continuing with our investigation on the possibility to capture profits from economic sector rotation through investments in sectorial...

20 views0 comments

H-Barrio

Nov 24, 2020

Pattern Recognition in Sectorial ETFs

In the great bhavacakra of the modern global economy sector rotation strategies attempt to capture excess returns by investing in...

22 views0 comments

Price Time Series: Fractionally Differentiated Series with Prophet

H-Barrio

Nov 17, 2020

Price Time Series: Fractionally Differentiated Series with Prophet

In our previous post in this series we noticed that Facebook´s Prophet time series statistics tool can potentially generate decent...

35 views0 comments

Price Time Series: Statistical Decomposition for SPY Price & Prophet

H-Barrio

Nov 10, 2020

Price Time Series: Statistical Decomposition for SPY Price & Prophet

We like Prophet, we liked Image Comics Prophet revival a lot. Prophet is also Facebook's "free" time series forecasting tool, "free" in...

49 views0 comments

Price Time Series: Statistical Decomposition for SPY Price & ARIMA Grid

H-Barrio

Nov 3, 2020

Price Time Series: Statistical Decomposition for SPY Price & ARIMA Grid

There are multiple publications on the network (vast and infinite) regarding statistical analysis of time series using Python and its...

146 views0 comments

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part IV)

H-Barrio

Oct 28, 2020

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part IV)

In this post, the last part of the All Tomorrow's Parties model series, we are going to backtest our deep network while it attempts to...

34 views0 comments

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part III)

H-Barrio

Oct 19, 2020

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part III)

In this third installment of our journey to predicting the largest market movers of tomorrow we are going to implement and improve a set...

19 views0 comments

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part II)

H-Barrio

Oct 13, 2020

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part II)

Data preparation for stock markets price prediction using machine learning and deep neural networks.

22 views0 comments

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part I)

H-Barrio

Oct 6, 2020

All Tomorrow's Parties - Identifying Largest Market Moves Using Deep Learning (Part I)

Analysis of tops and flops in the stock market. Generation of prediction targets for machine learning models.

34 views0 comments

H-Barrio

Sep 30, 2020

US Elections and VIX Term Structures

US elections are a major event for investors across the globe. US markets offer diversified and attractive opportunities to investors...

16 views0 comments

Of Momentum, Capitalization, Randomly Going for a Walk and Academic Confusion

H-Barrio

Sep 22, 2020

Of Momentum, Capitalization, Randomly Going for a Walk and Academic Confusion

Stocks momentum, reversal, capitalization and random walks.

35 views0 comments

Trading Cryptocurrencies-Euro with QuantConnect´s Lean Engine

H-Barrio

Sep 18, 2020

Trading Cryptocurrencies-Euro with QuantConnect´s Lean Engine

Officially QuantConnect´s Lean Engine does not support cryptocurrency trading in non-US dollar denominated accounts (yet). The procedure...

147 views0 comments

H-Barrio

Sep 15, 2020

Your Life In Overdrive

Our traditionalist robot advisor was effective and boring. What if we override its risk protocols and allow for some leverage in our...

27 views0 comments

H-Barrio

Sep 8, 2020

Your Life (In Investment Terms)

Traditional investment advice is falling out of grace. Quantitative techniques, machine learning, artificial intelligence and a general...

31 views0 comments

H-Barrio

Sep 1, 2020

The Automatic Dividend Growth Investor

The origins of Ostirion are in fundamental trading. Our past (and modest) successes came in the form of exhaustive fundamental analysis,...

36 views0 comments