{"id":391,"date":"2018-05-30T21:10:22","date_gmt":"2018-05-30T19:10:22","guid":{"rendered":"https:\/\/www.pschatzmann.ch\/home\/?p=391"},"modified":"2020-11-21T22:22:52","modified_gmt":"2020-11-21T21:22:52","slug":"investor-forecasting","status":"publish","type":"post","link":"https:\/\/www.pschatzmann.ch\/home\/2018\/05\/30\/investor-forecasting\/","title":{"rendered":"Investor – Forecasting"},"content":{"rendered":"

Forecasting<\/h1>\n

The longer you look back, the farther you can look forward. (Winston Churchill) <\/p><\/blockquote>\n

Forecastig of the development of stocks is quite a challangning task with uncertain outcome. We currently support the following approaches:
\n– Forecast based on History
\n– Arima<\/p>\n

Setup<\/h3>\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>\n
Added new repo: maven-public\n\n\n\n\nAdded jars: [websocket-common-9.2.20.v20161216.jar, commons-cli-1.3.1.jar, htmlunit-2.24.jar, qdox-1.5.jar, investor-0.9-SNAPSHOT.jar, httpclient-4.5.3.jar, hamcrest-core-1.1.jar, slf4j-api-1.7.25.jar, commons-codec-1.10.jar, jetty-io-9.2.20.v20161216.jar, timeseries-forecast-1.1.1.jar, commons-lang3-3.5.jar, jackson-databind-2.9.4.jar, commons-io-2.5.jar, htmlunit-core-js-2.23.jar, jackson-annotations-2.9.4.jar, jetty-util-9.2.20.v20161216.jar, YahooFinanceAPI-3.12.3.jar, sevenzipjbinding-all-platforms-9.20-2.00beta.jar, sevenzipjbinding-9.20-2.00beta.jar, sojo-1.0.5.jar, commons-jcs-core-2.0.jar, websocket-client-9.2.20.v20161216.jar, jfreechart-1.5.0.jar, ant-1.5.jar, combinatoradix-0.8.2.jar, cssparser-0.9.21.jar, jackson-core-2.9.4.jar, httpcore-4.4.6.jar, xercesImpl-2.11.0.jar, neko-htmlunit-2.24.jar, httpmime-4.5.2.jar, log4j-1.2.17.jar, sac-1.3.jar, ta4j-core-0.10.jar, websocket-api-9.2.20.v20161216.jar, jcl-over-slf4j-1.7.25.jar, xalan-2.7.2.jar, slf4j-log4j12-1.7.25.jar, junit-4.10.jar, commons-attributes-api-2.2.jar, xml-apis-1.4.01.jar, serializer-2.7.2.jar]\n\n\n\n\nAdded jars: [concurrent-1.3.4.jar, jcs-1.3.jar, avalon-framework-4.1.3.jar, commons-logging-1.1.jar, in-memory-stardb-0.0.1-SNAPSHOT.jar, logkit-1.0.1.jar, common-0.0.1-SNAPSHOT.jar, jupyter-jdk-extensions-0.0.1-SNAPSHOT.jar, servlet-api-2.3.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.forecasting._;\nimport ch.pschatzmann.stocks.integration.ChartData.FieldName._;\nimport ch.pschatzmann.stocks.strategy.OptimizedStrategy.Schedule._;\n\n\n\/\/ java\nimport java.util.stream.Collectors;\nimport java.util._;\nimport java.lang._;\nimport java.util.function.Consumer;\n\n\/\/ jupyter custom displayer\nimport ch.pschatzmann.display.Displayers\n<\/code><\/pre>\n
import 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.forecasting._\nimport ch.pschatzmann.stocks.integration.ChartData.FieldName._\nimport ch.pschatzmann.stocks.strategy.Optimized...\n<\/code><\/pre>\n
Displayers.setup(\"WARN\")\n\nContext.setCachingActive(false);\nContext.isCachingActive();\n\n<\/code><\/pre>\n
false\n<\/code><\/pre>\n
Forecasting for AAPL<\/h2>\n
First we determine the history.<\/p>\n
var aapl = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader());\n\nvar history = aapl.getHistory(Context.date(\"1995-01-01\"))\nDisplayers.display(Context.tail(history,10));\n<\/code><\/pre>\n\n\n\n\n\n\n\n\n\n\n\n\n
index<\/th>\ndate<\/th>\nlow<\/th>\nhigh<\/th>\nopen<\/th>\nclosing<\/th>\nadjustmentFactor<\/th>\nvolume<\/th>\n<\/tr>\n
9345<\/td>\n2018-01-04<\/td>\n172.08<\/td>\n173.47<\/td>\n172.54<\/td>\n173.03<\/td>\n1<\/td>\n22434600<\/td>\n<\/tr>\n
9346<\/td>\n2018-01-05<\/td>\n173.05<\/td>\n175.37<\/td>\n173.44<\/td>\n175<\/td>\n1<\/td>\n23660000<\/td>\n<\/tr>\n
9347<\/td>\n2018-01-08<\/td>\n173.93<\/td>\n175.61<\/td>\n174.35<\/td>\n174.35<\/td>\n1<\/td>\n20567800<\/td>\n<\/tr>\n
9348<\/td>\n2018-01-09<\/td>\n173.41<\/td>\n175.06<\/td>\n174.55<\/td>\n174.33<\/td>\n1<\/td>\n21584000<\/td>\n<\/tr>\n
9349<\/td>\n2018-01-10<\/td>\n173<\/td>\n174.3<\/td>\n173.16<\/td>\n174.29<\/td>\n1<\/td>\n23959900<\/td>\n<\/tr>\n
9350<\/td>\n2018-01-11<\/td>\n174.49<\/td>\n175.49<\/td>\n174.59<\/td>\n175.28<\/td>\n1<\/td>\n18667700<\/td>\n<\/tr>\n
9351<\/td>\n2018-01-12<\/td>\n175.65<\/td>\n177.36<\/td>\n176.18<\/td>\n177.09<\/td>\n1<\/td>\n25418100<\/td>\n<\/tr>\n
9352<\/td>\n2018-01-16<\/td>\n176.14<\/td>\n179.39<\/td>\n177.9<\/td>\n176.19<\/td>\n1<\/td>\n29565900<\/td>\n<\/tr>\n
9353<\/td>\n2018-01-17<\/td>\n175.07<\/td>\n179.25<\/td>\n176.15<\/td>\n179.1<\/td>\n1<\/td>\n34386800<\/td>\n<\/tr>\n
9354<\/td>\n2018-01-18<\/td>\n178.25<\/td>\n180.1<\/td>\n179.37<\/td>\n179.26<\/td>\n1<\/td>\n31035300<\/td>\n<\/tr>\n<\/table>\n
Displayers.display(new TimeSeriesChart().add(aapl).displayChart())\n\n<\/code><\/pre>\n
<\/p>\n
Simulation of Future using the Past<\/h2>\n
One possiblity is to simulate the future based on the development of the past: Looking at the chart we can e.g.
\ninvestigate how our strategy would behave if we would be in a simialr position like on March 2015.<\/p>\n
We simulate the future develpment based on the development starting from
\n– 2012-09-01 of the AAPL stock
\n– 2015-03-01 of the AAPL stock
\n– 2017-03-01 of the NYSE Composite Index<\/p>\n
var nya = new StockData(new StockID(\"^NYA\", \"INDEX\"), new MarketArchiveHttpReader());\n\nvar aapl = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader());\nvar aaplWithFuture1 = new ForecasterFromSimulationOnHistory(Context.date(\"2012-09-01\")).forecast(aapl, 200)\nvar aaplWithFuture2 = new ForecasterFromSimulationOnHistory(Context.date(\"2015-03-01\")).forecast(aapl, 200)\nvar aaplWithFuture3 = new ForecasterFromSimulationOnHistory(Context.date(\"2017-03-01\"),nya).forecast(aapl, 200)\n\n\/\/ display chart\nvar chart = new TimeSeriesChart()\nvar startDisplayDate = Context.date(\"2012-01-01\")\nchart.add(aaplWithFuture1.getHistory(startDisplayDate),\"1)2012-09-01\")\nchart.add(aaplWithFuture2.getHistory(startDisplayDate),\"2)2015-03-01\")\nchart.add(aaplWithFuture3.getHistory(startDisplayDate),\"3)2017-03-01 nya\")\n\nDisplayers.display(chart.displayChart())\n\n<\/code><\/pre>\n
<\/p>\n
Result for Worst Case Option 1<\/h3>\n
var dates = Context.getDateRanges(\"2018-01-01\",\"2019-01-01\");\n\nvar account1 = new Account(\"Simulation\",\"USD\", 100000.00, dates.get(0).getStart(), new PerTradeFees(10.0));\nvar aapl = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader());\nvar aaplWithFuture1 = new ForecasterFromSimulationOnHistory(Context.date(\"2012-09-01\")).forecast(aapl, 200)\nvar strategy1 = new RSI2Strategy(aaplWithFuture1);\nvar trader1 = new PaperTrader(account1);\nvar state = new Fitness(trader1).getFitness(strategy1, dates.get(0));\n\nstate.result()\n<\/code><\/pre>\n
ReturnPercent:-14; NumberOfCashTransfers:1; TotalFees:20; MaxDrawDownPercent:26331; MaxDrawDownNumberOfDays:189; SharpeRatio:-1; NumberOfTradedStocks:1; MaxDrawDownHighValue:106269; Cash:86022; ReturnPercentAnualized:-16; NumberOfBuys:1; AbsoluteReturn:-13978; ActualValue:86022; ReturnPurcentStdDev:0; PurchasedValue:86022; AbsoluteReturnAvaragePerDay:-65; AbsoluteReturnStdDev:884; NumberOfTrades:2; UnrealizedGains:0; NumberOfSells:1; RealizedGains:-13958; MaxDrawDownLowValue:79938; \n<\/code><\/pre>\n
Displayers.display(account1.getTransactions().collect(Collectors.toList()));\n\n<\/code><\/pre>\n\n\n\n
active<\/th>\nstockID<\/th>\ndate<\/th>\nquantity<\/th>\nrequestedPrice<\/th>\nfilledPrice<\/th>\nfees<\/th>\ncomment<\/th>\nid<\/th>\nbuyOrSell<\/th>\nrequestedPriceType<\/th>\nimpactOnCash<\/th>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nCash<\/td>\n<\/tr>\n
exchange<\/td>\nAccount<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-01-01<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/td>\n69617c78-c2b2-4845-8752-caed9c8d147e<\/td>\nNA<\/td>\nCashTransfer<\/td>\n100000<\/td>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nAAPL<\/td>\n<\/tr>\n
exchange<\/td>\nNASDAQ<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-01-29<\/td>\n564<\/td>\n0<\/td>\n177.1629<\/td>\n10<\/td>\n<\/td>\nd0e2e074-f212-4d2b-b851-55713526d637<\/td>\nBuy<\/td>\nMarket<\/td>\n-99929.898<\/td>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nAAPL<\/td>\n<\/tr>\n
exchange<\/td>\nNASDAQ<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-04-05<\/td>\n-564<\/td>\n0<\/td>\n152.4155<\/td>\n10<\/td>\n<\/td>\nf6bf2e77-b143-42e6-9918-4f48bd56229a<\/td>\nSell<\/td>\nMarket<\/td>\n85952.3228<\/td>\n<\/tr>\n<\/table>\n
Result for Option 2<\/h3>\n
var dates = Context.getDateRanges(\"2018-01-01\",\"2019-01-01\");\n\nvar account2 = new Account(\"Simulation\",\"USD\", 100000.00, dates.get(0).getStart(), new PerTradeFees(10.0));\nvar aapl = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader());\nvar aaplWithFuture2 = new ForecasterFromSimulationOnHistory(Context.date(\"2015-03-01\")).forecast(aapl, 200)\nvar strategy2 = new RSI2Strategy(aaplWithFuture2);\nvar trader2 = new PaperTrader(account2);\nvar state2 = new Fitness(trader2).getFitness(strategy2, dates.get(0));\n\nstate2.result()\n<\/code><\/pre>\n
ReturnPercent:-7; NumberOfCashTransfers:1; TotalFees:20; MaxDrawDownPercent:14709; MaxDrawDownNumberOfDays:142; SharpeRatio:0; NumberOfTradedStocks:1; MaxDrawDownHighValue:105272; Cash:95; ReturnPercentAnualized:-8; NumberOfBuys:1; AbsoluteReturn:-6522; ActualValue:101610; ReturnPurcentStdDev:0; PurchasedValue:99990; AbsoluteReturnAvaragePerDay:-30; AbsoluteReturnStdDev:1023; NumberOfTrades:2; UnrealizedGains:1620; NumberOfSells:1; RealizedGains:0; MaxDrawDownLowValue:90562; \n<\/code><\/pre>\n
Displayers.display(account2.getTransactions().collect(Collectors.toList()));\n\n<\/code><\/pre>\n\n\n\n
active<\/th>\nstockID<\/th>\ndate<\/th>\nquantity<\/th>\nrequestedPrice<\/th>\nfilledPrice<\/th>\nfees<\/th>\ncomment<\/th>\nid<\/th>\nbuyOrSell<\/th>\nrequestedPriceType<\/th>\nimpactOnCash<\/th>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nCash<\/td>\n<\/tr>\n
exchange<\/td>\nAccount<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-01-01<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/td>\n91e8a043-174d-43e8-b172-0d70a8613ae7<\/td>\nNA<\/td>\nCashTransfer<\/td>\n100000<\/td>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nAAPL<\/td>\n<\/tr>\n
exchange<\/td>\nNASDAQ<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-01-25<\/td>\n569<\/td>\n0<\/td>\n175.5629<\/td>\n10<\/td>\n<\/td>\n376a9292-d4d4-4ac5-be5f-12994520da3e<\/td>\nBuy<\/td>\nMarket<\/td>\n-99905.2801<\/td>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nAAPL<\/td>\n<\/tr>\n
exchange<\/td>\nNASDAQ<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-07-09<\/td>\n-569<\/td>\n0<\/td>\n164.1354<\/td>\n10<\/td>\n<\/td>\nbb10b925-f330-4105-bdca-82df18e86465<\/td>\nSell<\/td>\nMarket<\/td>\n93383.0537<\/td>\n<\/tr>\n<\/table>\n
Result for Best Case – Option 3<\/h3>\n
var dates = Context.getDateRanges(\"2018-01-01\",\"2019-01-01\");\n\nvar account3 = new Account(\"Simulation\",\"USD\", 100000.00, dates.get(0).getStart(), new PerTradeFees(10.0));\nvar aapl = new StockData(new StockID(\"AAPL\", \"NASDAQ\"), new MarketArchiveHttpReader());\nvar aaplWithFuture3 = new ForecasterFromSimulationOnHistory(Context.date(\"2017-03-01\"),nya).forecast(aapl, 200)\nvar strategy3 = new RSI2Strategy(aaplWithFuture3);\nvar trader3 = new PaperTrader(account3);\nvar state3 = new Fitness(trader3).getFitness(strategy3, dates.get(0));\n\nstate3.result()\n<\/code><\/pre>\n
ReturnPercent:-13; NumberOfCashTransfers:1; TotalFees:20; MaxDrawDownPercent:18979; MaxDrawDownNumberOfDays:193; SharpeRatio:-2; NumberOfTradedStocks:1; MaxDrawDownHighValue:102109; Cash:87017; ReturnPercentAnualized:-15; NumberOfBuys:1; AbsoluteReturn:-12983; ActualValue:87017; ReturnPurcentStdDev:0; PurchasedValue:87017; AbsoluteReturnAvaragePerDay:-61; AbsoluteReturnStdDev:533; NumberOfTrades:2; UnrealizedGains:0; NumberOfSells:1; RealizedGains:-12963; MaxDrawDownLowValue:83129; \n<\/code><\/pre>\n
Displayers.display(account3.getTransactions().collect(Collectors.toList()));\n\n<\/code><\/pre>\n\n\n\n
active<\/th>\nstockID<\/th>\ndate<\/th>\nquantity<\/th>\nrequestedPrice<\/th>\nfilledPrice<\/th>\nfees<\/th>\ncomment<\/th>\nid<\/th>\nbuyOrSell<\/th>\nrequestedPriceType<\/th>\nimpactOnCash<\/th>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nCash<\/td>\n<\/tr>\n
exchange<\/td>\nAccount<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-01-01<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n0<\/td>\n<\/td>\nb0d54243-5a94-4f4a-9101-cd248ccafc1b<\/td>\nNA<\/td>\nCashTransfer<\/td>\n100000<\/td>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nAAPL<\/td>\n<\/tr>\n
exchange<\/td>\nNASDAQ<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-01-29<\/td>\n558<\/td>\n0<\/td>\n179.1682<\/td>\n10<\/td>\n<\/td>\n8d5d9d4e-ca04-4995-8466-8f581146cbe0<\/td>\nBuy<\/td>\nMarket<\/td>\n-99985.8511<\/td>\n<\/tr>\n
true<\/td>\n\n\n\n\n\n
Key<\/th>\nValue<\/th>\n<\/tr>\n
ticker<\/td>\nAAPL<\/td>\n<\/tr>\n
exchange<\/td>\nNASDAQ<\/td>\n<\/tr>\n<\/table>\n<\/td>\n2018-03-28<\/td>\n-558<\/td>\n0<\/td>\n155.9368<\/td>\n10<\/td>\n<\/td>\nff119376-82bc-419b-a5a6-d2b8b228638e<\/td>\nSell<\/td>\nMarket<\/td>\n87002.7313<\/td>\n<\/tr>\n<\/table>\n
Arima<\/h2>\n
import ch.pschatzmann.stocks.forecasting._\nimport com.workday.insights.timeseries.arima.struct.ArimaParams\n\nvar aapl = new StockData(new StockID(\"^NYA\", \"INDEX\"), new MarketArchiveHttpReader());\nvar params = new ArimaParams(1, 0, 0, 0, 0, 0, 0);\nvar arima = new ForecasterARIMA(params)\nvar aaplArima = arima.forecast(aapl, 800)\n\n\/\/ display chart\nvar chart = new TimeSeriesChart()\nchart.add(aaplArima.getHistory(Context.date(\"2016-01-01\")),\"AAPL\")\n\nchart\n<\/code><\/pre>\n
<\/p>\n
var result = arima.getClose()\nprintln(result.getRMSE())\nprintln(result.getMaxNormalizedVariance)\nresult.getLog()\n<\/code><\/pre>\n
2916.0361215978332\n1097.4211097962977\n\n\n\n\n\n{\"Best ModelInterface Param\" : \"ModelInterface ParamsInterface:, p= 1, d= 0, q= 0, P= 0, D= 0, Q= 0, m= 0\",\"Forecast Size\" : \"800\",\"Input Size\" : \"13102\"}\n<\/code><\/pre>\n
var result = arima.getOpen()\nprintln(result.getRMSE())\nprintln(result.getMaxNormalizedVariance)\nresult.getLog()\n<\/code><\/pre>\n
2915.742853883635\n969.6583958825637\n\n\n\n\n\n{\"Best ModelInterface Param\" : \"ModelInterface ParamsInterface:, p= 1, d= 0, q= 0, P= 0, D= 0, Q= 0, m= 0\",\"Forecast Size\" : \"800\",\"Input Size\" : \"13102\"}\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"
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 […]<\/p>\n","protected":false},"author":1,"featured_media":554,"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":[4,13],"tags":[],"class_list":["post-391","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-data-science","category-quantitative-trading"],"yoast_head":"\nInvestor - Forecasting - 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-forecasting\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Investor - Forecasting - Phil Schatzmann\" \/>\n<meta property=\"og:description\" content=\"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. 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