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When building a trading strategy around the Volatility Index (VIX), one method is to predict the future volatility of S&P 500. Looking carefully into VIX, it isn't a measurement of the realised volatility, but instead, it describes the implied (expected) volatility of...

We gathered financial statements of almost all the companies listed in Helsinki stock exchange and segmented the companies using a Self-organising map (SOM). Thirteen financial characteristics were used and we expected that companies operating on a similar industry wou...

Would these strategies work in real life? Isn't someone already doing this? These are the key questions most of you have been thinking out loud, after review...

Artificial Neural Network is a method of Machine Learning where it tries reach its goal with the given information. In this scenario, we decided to let a Neural Network to make the conclusion on what the stock price should be tomorrow. The results were astonishing:

We decided to get our hands on the data of all stocks in OMXH25 and see if we could employ a Mean Reverting strategy using algorithmic trading

  

Machine Learning being such a buzzword lately. Everyone is talking about it. But who is actually using it? Here we demonstrate how to use decision tree learning to predict next day's price of OMXH25. 

Our model is based on historical price changes of OMXH25....

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Building a trading strategy around VIX

June 13, 2018

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