Quantitative Trading

Investor – Forecasting

Forecasting The longer you look back, the farther you can look forward. (Winston Churchill) Forecastig of the development of stocks is quite a challangning task with uncertain outcome. We currently support the following approaches: – Forecast based on History – Arima Setup %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn Read more…

By pschatzmann, ago
Quantitative Trading

Investor – Selection of Stocks into a Portfilio

Selection of Stocks into a Portfilio In the current document we show how you can pick the best stock and strategy combinations out of a big collecion from a universe. Setup Import Libraries %classpath config resolver maven-public http://software.pschatzmann.ch/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Imports // our stock Read more…

By pschatzmann, ago