Estratégia de Trading Algorítmico: Estudo de Caso – Dezembro 2014

Trading Algorítmico: Estudo de Caso - Dezembro 2014

        


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Estudo da Performance do Algoritmo (Parte 2)

Análise de Performance do Algoritmo I Know First (Parte 2)

dr roitmanCofundador & CTO da I Know First Ltd com mais de 35 anos de pesquisa em Inteligência Artificial e Machine Learning. Dr. Roitman obteve um Ph.D pelo Weizmann Institute of Science.

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Portfolio Strategy And Asset Allocation Based On Algorithms

Summary

  • How to use an existing algorithmic signals system to allocate equity systematically.
  • Building a sample portfolio based on stocks, interest rates and currencies.
  • Actual portfolio back test and returns.

Uranium Energy Corp. Could Very Well Have Nuclear Growth In 2015: Fundamental And Algorithmic Analysis

Summary

  • The most current exploration projects and reduced operations in the United States, awaiting the inevitable uranium price recovery.
  • The supply and demand paradox in which expected demand is high, expected supply is low, and prices are dropping.
  • Company finances, historical analysis, demand expectations, external analysts' opinions, and investment potential summaries.
  • State-of-the-art algorithmic analysis of the stock, supported by a further study of the World Uranium Total Return Index and Market Vectors Uranium+Nuclear Energy ETF.
  • Investment projections and risks.

Don’t Fall Off The Long Cliff: Algorithmic And Summative Analysis Is Bearish On Cliffs Natural Resources Inc.

Summary

  • The company recently announced a lawsuit against them for $52.6 million which was followed by a $500 million senior secured note due 2020 sell announcement.
  • EPS down over 2000% from 2013, investors are weary of waiting for the rebound.
  • Analysts agree the stock is unlikely to recover, which is supported by a strong Goldman Sachs iron ore price target for 2015.
  • Algorithmic analysis and decision alternatives.

Gilead Sciences, Inc.: Still In The Lead Or Lagging Behind? An Algorithmic Perspective

Summary

  • Gilead Sciences, Inc., an American biotechnology company with international operations and twenty-plus innovative products, centers on discovering, developing, and commercializing treatments for a range of conditions (e.g., hep C, HIV).
  • After a year of increased revenue and product sales, Gilead is well off; its assorted innovative, novel products, abundance of research activity, and international accessibility initiatives all strengthen the company.
  • Harvoni and Sovaldi are particularly responsible for these positive trends; Gilead predicts that they will continue facilitating sales growth.
  • The I Know First algorithm contradicts analysts and the fundamental outlook. Gilead poses a risk in the next month of a downswing; however, it holds strong long-term value investing.

Even With Poor February Results, Ford Is Still Bullish

Summary

  • Ford’s sales in February unexpectedly fell, causing the stock price to fall, but I Know First remains bullish for the long term.
  • The company’s efforts in Europe are taking shape, as sales rose in January and it opened a new plant in Valencia that will improve capacity.
  • Increased capacity will have a similar effect in China for Ford, where sales growth will be massive.
  • The company is clearly undervalued using basic figures, and algorithmic analysis agrees that the company is bullish for long-term investors.

Procter & Gamble Co: Despite Negativity, We’d Go All In – An Algorithmic Perspective

Summary

  • Procter & Gamble Co., an American consumer goods multinational with brands like Tide, Pantene, Gilette, Old Spice, and Oral B to its name, is the world’s largest consumer products maker.
  • Despite its reputation, P&G suffered at the hands of dollar exchange rates in Q2 fiscal 2015, falling 31% and 4% compared to the prior-year period in earnings and revenue respectively.
  • This situation, paired with P&G’s dramatic plans for strategic reform, has installed doubt within some analysts; consequently, the company’s share prices took a hit as the new year dawned.
  • P&G is, however, still strong: its business development moves (geared at building public and media presence, and ameliorating sales), experienced leadership, and the aforementioned controversial portfolio slim-down may reap benefits.
  • I Know First predicts a bullish forecast for P&G in the three-month time frame.

Sina Is Not Just Another Chinese Stock: Fundamental And Algorithmic Analysis

Summary

  • What makes SINA’s services the equivalent to what we know as Twitter and Yahoo.
  • Cash flow projection points to 30% upside potential in the upcoming months.
  • Algorithmic analysis points to a positive outlook in the short and mid-term after which the stock’s price will bounce back down.
  • The risks involved, and the general gloomy outlook for Chinese stocks in general.

Ford Stock Forecast For 2015 Based On A Predictive Algorithm

Summary

  • Ford Motor Company, an American multinational automaker that is America’s second-largest in terms of size, and the world’s fifth-largest in terms of sales, is well-known around the world.
  • While Ford is generally well-regarded, recent events in Russia and Venezuela have resulted in Ford’s Q4 profitability dropping, and have prevented Ford’s European operations from breaking even in 2015.
  • Though this may be interpreted as problematic, analysts still recommend holding on to Ford; Ford’s fundamentals remain strong.
  • I Know First algorithm predicts a strongly bullish forecast for Ford in the one-month and three-month time frames.
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