Setup the Environmant<\/h2>\n
But first we need to setup the JupyterLab environment<\/p>\n
%classpath config resolver maven-public http:\/\/pschatzmann.ch:8081\/repository\/maven-public\/\n%classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT\n%classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT\n\n<\/code><\/pre>\nAdded new repo: maven-public\n\n\n\n\nAdded jars: [htmlunit-2.24.jar, jackson-annotations-2.9.4.jar, commons-codec-1.10.jar, ta4j-core-0.10.jar, websocket-api-9.2.20.v20161216.jar, jcl-over-slf4j-1.7.25.jar, commons-cli-1.3.1.jar, commons-attributes-api-2.2.jar, httpmime-4.5.2.jar, httpcore-4.4.6.jar, htmlunit-core-js-2.23.jar, sevenzipjbinding-9.20-2.00beta.jar, ant-1.5.jar, YahooFinanceAPI-3.12.3.jar, jfreechart-1.5.0.jar, jetty-util-9.2.20.v20161216.jar, slf4j-log4j12-1.7.25.jar, cssparser-0.9.21.jar, neko-htmlunit-2.24.jar, commons-io-2.5.jar, xml-apis-1.4.01.jar, serializer-2.7.2.jar, qdox-1.5.jar, jetty-io-9.2.20.v20161216.jar, commons-lang3-3.5.jar, timeseries-forecast-1.1.1.jar, httpclient-4.5.3.jar, jackson-databind-2.9.4.jar, sojo-1.0.5.jar, commons-jcs-core-2.0.jar, investor-0.9-SNAPSHOT.jar, junit-4.10.jar, jackson-core-2.9.4.jar, websocket-client-9.2.20.v20161216.jar, xercesImpl-2.11.0.jar, hamcrest-core-1.1.jar, combinatoradix-0.8.2.jar, sevenzipjbinding-all-platforms-9.20-2.00beta.jar, sac-1.3.jar, websocket-common-9.2.20.v20161216.jar, slf4j-api-1.7.25.jar, xalan-2.7.2.jar, log4j-1.2.17.jar]\n\n\n\n\nAdded jars: [jcs-1.3.jar, commons-logging-1.1.jar, servlet-api-2.3.jar, logkit-1.0.1.jar, jupyter-jdk-extensions-0.0.1-SNAPSHOT.jar, avalon-framework-4.1.3.jar, in-memory-stardb-0.0.1-SNAPSHOT.jar, concurrent-1.3.4.jar, common-0.0.1-SNAPSHOT.jar]\n<\/code><\/pre>\n\/\/ our stock evaluation framwork\nimport ch.pschatzmann.dates._;\nimport ch.pschatzmann.stocks._;\nimport ch.pschatzmann.stocks.data.universe._;\nimport ch.pschatzmann.stocks.input._;\nimport ch.pschatzmann.stocks.accounting._;\nimport ch.pschatzmann.stocks.accounting.kpi._;\nimport ch.pschatzmann.stocks.execution._;\nimport ch.pschatzmann.stocks.execution.fees._;\nimport ch.pschatzmann.stocks.execution.price._;\nimport ch.pschatzmann.stocks.parameters._;\nimport ch.pschatzmann.stocks.strategy._;\nimport ch.pschatzmann.stocks.strategy.optimization._;\nimport ch.pschatzmann.stocks.strategy.allocation._;\nimport ch.pschatzmann.stocks.strategy.selection._;\nimport ch.pschatzmann.stocks.integration._;\nimport ch.pschatzmann.stocks.integration.ChartData.FieldName._;\nimport ch.pschatzmann.stocks.strategy.OptimizedStrategy.Schedule._;\n\n\/\/\/ jupyter custom displayer\nimport ch.pschatzmann.display.Displayers\n\n\/\/ java\nimport java.util.stream.Collectors;\nimport java.util._;\nimport java.lang._;\nimport java.util.function.Consumer;\n\n\n<\/code><\/pre>\nimport ch.pschatzmann.dates._\nimport ch.pschatzmann.stocks._\nimport ch.pschatzmann.stocks.data.universe._\nimport ch.pschatzmann.stocks.input._\nimport ch.pschatzmann.stocks.accounting._\nimport ch.pschatzmann.stocks.accounting.kpi._\nimport ch.pschatzmann.stocks.execution._\nimport ch.pschatzmann.stocks.execution.fees._\nimport ch.pschatzmann.stocks.execution.price._\nimport ch.pschatzmann.stocks.parameters._\nimport ch.pschatzmann.stocks.strategy._\nimport ch.pschatzmann.stocks.strategy.optimization._\nimport ch.pschatzmann.stocks.strategy.allocation._\nimport ch.pschatzmann.stocks.strategy.selection._\nimport ch.pschatzmann.stocks.integration._\nimport ch.pschatzmann.stocks.integration.ChartData.FieldName._\nimport ch.pschatzmann.stocks.strategy.OptimizedStrategy.Schedule._\nimport ch.pschatzmann.d...\n<\/code><\/pre>\nDisplayers.setup()\n\n<\/code><\/pre>\ntrue\n<\/code><\/pre>\nImpact of Data Source<\/h2>\n
First we want to investigate the impact of the data source on the result of a trading strategy. We use Apple with the RSI2 Strategy and check the result for different data readers.<\/p>\n
MarketArchiveHttpReader<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0));\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader());\nvar strategy = new RSI2Strategy(stockdata);\nvar trader = new PaperTrader(account);\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange());\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn);\n\n<\/code><\/pre>\nReturn: 56741.0\n<\/code><\/pre>\nQuandl WIKI<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0));\nvar stockdataQ = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new QuandlWIKIReader());\nvar strategy = new RSI2Strategy(stockdataQ);\nvar trader = new PaperTrader(account);\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange());\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn);\n<\/code><\/pre>\nReturn: 36996.0\n<\/code><\/pre>\nYahoo<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0));\nvar stockdataYahoo = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new YahooReader());\nvar strategy = new RSI2Strategy(stockdataYahoo);\nvar trader = new PaperTrader(account);\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange());\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn);\n<\/code><\/pre>\nReturn: 5585.0\n<\/code><\/pre>\nAlphaVantageReader<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0));\nvar stockdataYahoo = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new AlphaVantageReader());\nvar strategy = new RSI2Strategy(stockdataYahoo);\nvar trader = new PaperTrader(account);\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange());\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn);\n<\/code><\/pre>\nReturn: 49922.0\n<\/code><\/pre>\nWe can compare the three data sources on a chart<\/p>\n
IEXReader<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0));\nvar stockdataYahoo = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new IEXReader());\nvar strategy = new RSI2Strategy(stockdataYahoo);\nvar trader = new PaperTrader(account);\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange());\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn);\n<\/code><\/pre>\nReturn: 0.0\n<\/code><\/pre>\n
new TimeSeriesChart().add(stockdata).add(stockdataQ).add(stockdataYahoo)\n<\/code><\/pre>\n
<\/p>\n
Impact of Selection of Rate<\/h2>\nClosing Prices<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new ClosePrice())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 56741.0\n<\/code><\/pre>\nOpen Prices<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new OpenPrice())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 46682.0\n<\/code><\/pre>\nAvarege (between High and Low) Prices<\/h3>\nvar account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new AvaragePrice())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 1060.0\n<\/code><\/pre>\nImpact of Delays<\/h2>\nSame Day<\/h3>\n
We assume that we can do the deal at the close price for the same day. This suffers from look ahead bias because during the day the close price is not know<\/p>\n
var account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new ClosePrice())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 56741.0\n<\/code><\/pre>\nOpen Price of Next Day<\/h3>\n
We get the buy\/sell signar based on the closing price and perform the trade the next day at the open price<\/p>\n
var account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new OpenPrice())\ntrader.setDelay(new OneDayDelay())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 54389.0\n<\/code><\/pre>\nClose Price of Next Day<\/h3>\n
We get the buy\/sell signar based on the closing price and perform the trade the next day at the close price<\/p>\n
var account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new ClosePrice())\ntrader.setDelay(new OneDayDelay())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 56004.0\n<\/code><\/pre>\nAvarage Price of Next Day<\/h3>\n
We get the buy\/sell signar based on the closing price and perform the trade the next day at the close price<\/p>\n
var account = new Account(\"Simulation\",\"USD\", 100000.00, Context.date(\"2015-01-01\"), new PerTradeFees(10.0))\nvar stockdata = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader())\nvar strategy = new RSI2Strategy(stockdata)\nvar trader = new PaperTrader(account)\ntrader.setPrice(new AvaragePrice())\ntrader.setDelay(new OneDayDelay())\nvar state = new Fitness(trader).getFitness(strategy, account.getDateRange())\n\n\/\/ print one parameter\n\"Return: \" + state.result().getValue(KPI.AbsoluteReturn)\n<\/code><\/pre>\nReturn: 4439.0\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_crdt_document":"","_import_markdown_pro_load_document_selector":0,"_import_markdown_pro_submit_text_textarea":"","_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"footnotes":""},"categories":[13],"tags":[],"class_list":["post-378","post","type-post","status-publish","format-standard","hentry","category-quantitative-trading"],"yoast_head":"\n
Investor - Impact Analysis... - Phil Schatzmann<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Investor - Impact Analysis... - Phil Schatzmann\" \/>\n<meta property=\"og:description\" content=\"Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the […]\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/\" \/>\n<meta property=\"og:site_name\" content=\"Phil Schatzmann\" \/>\n<meta property=\"article:published_time\" content=\"2018-05-30T18:47:31+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2020-11-21T21:22:52+00:00\" \/>\n<meta name=\"author\" content=\"pschatzmann\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"pschatzmann\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"6 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/\"},\"author\":{\"name\":\"pschatzmann\",\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/#\\\/schema\\\/person\\\/73a53638a4e34e8373405fd737dac9b1\"},\"headline\":\"Investor – Impact Analysis…\",\"datePublished\":\"2018-05-30T18:47:31+00:00\",\"dateModified\":\"2020-11-21T21:22:52+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/\"},\"wordCount\":240,\"commentCount\":0,\"publisher\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/#\\\/schema\\\/person\\\/73a53638a4e34e8373405fd737dac9b1\"},\"articleSection\":[\"Quantitative Trading\"],\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/\",\"url\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/\",\"name\":\"Investor - Impact Analysis... - Phil Schatzmann\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/#website\"},\"datePublished\":\"2018-05-30T18:47:31+00:00\",\"dateModified\":\"2020-11-21T21:22:52+00:00\",\"breadcrumb\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/2018\\\/05\\\/30\\\/investor-impact-analysis\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Investor – Impact Analysis…\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/#website\",\"url\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/\",\"name\":\"Phil Schatzmann Consulting\",\"description\":\"\",\"publisher\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/#\\\/schema\\\/person\\\/73a53638a4e34e8373405fd737dac9b1\"},\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":[\"Person\",\"Organization\"],\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/home\\\/#\\\/schema\\\/person\\\/73a53638a4e34e8373405fd737dac9b1\",\"name\":\"pschatzmann\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/wp-content\\\/uploads\\\/2022\\\/08\\\/pschatzmann.png\",\"url\":\"https:\\\/\\\/www.pschatzmann.ch\\\/wp-content\\\/uploads\\\/2022\\\/08\\\/pschatzmann.png\",\"contentUrl\":\"https:\\\/\\\/www.pschatzmann.ch\\\/wp-content\\\/uploads\\\/2022\\\/08\\\/pschatzmann.png\",\"width\":305,\"height\":305,\"caption\":\"pschatzmann\"},\"logo\":{\"@id\":\"https:\\\/\\\/www.pschatzmann.ch\\\/wp-content\\\/uploads\\\/2022\\\/08\\\/pschatzmann.png\"}}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Investor - Impact Analysis... - Phil Schatzmann","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/","og_locale":"en_US","og_type":"article","og_title":"Investor - Impact Analysis... - Phil Schatzmann","og_description":"Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the […]","og_url":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/","og_site_name":"Phil Schatzmann","article_published_time":"2018-05-30T18:47:31+00:00","article_modified_time":"2020-11-21T21:22:52+00:00","author":"pschatzmann","twitter_card":"summary_large_image","twitter_misc":{"Written by":"pschatzmann","Est. reading time":"6 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/#article","isPartOf":{"@id":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/"},"author":{"name":"pschatzmann","@id":"https:\/\/www.pschatzmann.ch\/home\/#\/schema\/person\/73a53638a4e34e8373405fd737dac9b1"},"headline":"Investor – Impact Analysis…","datePublished":"2018-05-30T18:47:31+00:00","dateModified":"2020-11-21T21:22:52+00:00","mainEntityOfPage":{"@id":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/"},"wordCount":240,"commentCount":0,"publisher":{"@id":"https:\/\/www.pschatzmann.ch\/home\/#\/schema\/person\/73a53638a4e34e8373405fd737dac9b1"},"articleSection":["Quantitative Trading"],"inLanguage":"en-US","potentialAction":[{"@type":"CommentAction","name":"Comment","target":["https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/#respond"]}]},{"@type":"WebPage","@id":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/","url":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/","name":"Investor - Impact Analysis... - Phil Schatzmann","isPartOf":{"@id":"https:\/\/www.pschatzmann.ch\/home\/#website"},"datePublished":"2018-05-30T18:47:31+00:00","dateModified":"2020-11-21T21:22:52+00:00","breadcrumb":{"@id":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-impact-analysis\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/www.pschatzmann.ch\/home\/"},{"@type":"ListItem","position":2,"name":"Investor – Impact Analysis…"}]},{"@type":"WebSite","@id":"https:\/\/www.pschatzmann.ch\/home\/#website","url":"https:\/\/www.pschatzmann.ch\/home\/","name":"Phil Schatzmann Consulting","description":"","publisher":{"@id":"https:\/\/www.pschatzmann.ch\/home\/#\/schema\/person\/73a53638a4e34e8373405fd737dac9b1"},"potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/www.pschatzmann.ch\/home\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":["Person","Organization"],"@id":"https:\/\/www.pschatzmann.ch\/home\/#\/schema\/person\/73a53638a4e34e8373405fd737dac9b1","name":"pschatzmann","image":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/www.pschatzmann.ch\/wp-content\/uploads\/2022\/08\/pschatzmann.png","url":"https:\/\/www.pschatzmann.ch\/wp-content\/uploads\/2022\/08\/pschatzmann.png","contentUrl":"https:\/\/www.pschatzmann.ch\/wp-content\/uploads\/2022\/08\/pschatzmann.png","width":305,"height":305,"caption":"pschatzmann"},"logo":{"@id":"https:\/\/www.pschatzmann.ch\/wp-content\/uploads\/2022\/08\/pschatzmann.png"}}]}},"post_mailing_queue_ids":[],"_links":{"self":[{"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/posts\/378","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/comments?post=378"}],"version-history":[{"count":1,"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/posts\/378\/revisions"}],"predecessor-version":[{"id":2231,"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/posts\/378\/revisions\/2231"}],"wp:attachment":[{"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/media?parent=378"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/categories?post=378"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.pschatzmann.ch\/home\/wp-json\/wp\/v2\/tags?post=378"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}