Tag Archives: return

Long-term return forecasts 2018 via industry reports

Long-term return forecasts 2018 via industry reports

This article was posted yesterday

Long-term return forecasts 2018

 

 

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Long-term return forecasts 2018

Long-term return forecasts 2018

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“Expected” returns across the world’s major asset classes

Long-term return forecasts are key inputs into many asset allocation models. Here we’ve listed some of the top papers, published in the last few months, which provide long-term return expectations for the main asset classes.

At the end of the list, we’ve included a few papers that examine longer-term themes, such as secular trends, demographic drivers and disruptive technology.

2018 Long-Term Capital Market Expectations (Franklin Templeton Investments)
(EMEA only)
In their 2018 Long-Term Capital Market Expectations paper, Franklin Templeton uses forward estimates of economic data (not just historical performance) to generate return expectations over a time frame of the next 5 to 10 years.

Five-Year Expected Returns 2018-2022: Coming of Age (Robeco, Sept 2017)
Robeco forecasts their 5-year expected returns for all asset classes, focusing on boad trends such as secular stagnation, volatility, passification, the Eurozone, and the origin of returns.

Five-Year Outlook 2018-2023 (BMO Global Asset Management, Dec 2017)
BMO’s Five-Year Outlook considers scenarios and opportunities relevant to investment managers, including themes such as demographics and labor supply, populism, innovative technology, and the global economic outlook.

SSGA Long-Term Asset Class Forecasts, Nov 2017
SSGA combines their assessment of economic growth, inflation, current valuations, and risk premia in order to generate their long-term total return estimates. Short-term forecasts from tactical asset allocation models are also included.

Long-run asset class performance: 30yr return forecasts (2017-46) Schroders
Schroders presents their 30-year return forecasts for a host of asset classes. Their methodology is based on a series of building blocks and estimates of risk premia. Also included within are country-specific return expectations for Asia.

2018 Long-Term Capital Market Assumptions (JP Morgan AM, Oct 2017)
This 2017 edition of JP Morgan’s Long-Term Capital Market Assumptions report explores secular themes such as technology, demographics, and cyclical factors that they expect to influence returns over the next 10 to 15 years.

Capital Market Assumptions (BlackRock, Nov 2017)
In this quarterly update, Blackrock describes its Capital Market Assumptions as of November 2017, having updated their five-year capital market assumptions after recent gains in asset values.

Long-term return forecasts 2018 – diminished expectations (Deutsche AM, 2018)
(UK only)
This paper describes Deutsche Asset Management’s proprietary return assumptions over the long run, covering fixed income, equities and alternatives.

SSGA Long Term Smart Beta Forecasts, Sept 2017
In order to generate their long term smart beta forecasts, SSGA derives excess return expectations from current factor valuations and return premiums on a historical basis, then combines this info with equity total return forecasts.

The Rationale for Investing in Secular Trends (Robeco, 2017)
A good story on its own does not translate into a solid investment strategy. Herein, Robeco establishes a trend investing philosophy by laying out a conceptual and analytical framework for trend investing that moves beyond story telling.

Institutional Investment: Short-term thinking on the rise? (Franklin Templeton)
(EMEA only)
Franklin Templeton discusses results of a comprehensive survey on how institutional investors are adapting to market conditions such as technological disruption, demographics, political instability, regulatory change, and lower yields.

Long-Term Thinking: Demographic drivers (LGIM, June 2017)
(Not available in USA/Canada)
Demographic factors are shifting towards disadvantageous territory, with the global labour force declining, fewer births, and increased retirement age populations. LGIM derives long-term views from these global demographic trends.

Back to long-term investing in the age of geopolitical risk (Amundi, Dec 2017)
Amundi presents their analysis of a survey of pension plans on the topic of how to cope with a variety of geopolitical and economic risk factors, while still managing assets with a long-term mindset.

Longer Term Investments: Automation and Robotics (UBS, 2017)
UBS discusses recent trends and the outlook for factory and process automation, industrial software and 3D printing, as well as commercial drone and AI.

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Hedge fund get 21% return with algae machine learning

Hedge fund get 21% return with algae machine learning

No this is not a type for algo, it water plants so go figure

https://www.bloomberg.com/news/articles/2017-07-20/hedge-fund-quant-posting-21-return-says-biology-is-secret-sauce

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Example of Stock statistic daily return moves

Example of Stock statistic daily return moves

These are typical charts you would be able to find in my daily trading analysis over at Quant Analytics

https://quantlabs.net/analytics/order-analytics/

Similar Python script can be found in this course 

https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/

 

 

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Portfolio analysis for max return potential

Portfolio analysis for maximum return potential

Same person asked more from last week
I will be looking to take your Futures & Options course at some point late spring or summer (depending on how quickly I can get through the Python training),

but I have 1 simple question and question 2 is very loaded, so it might take you a while to think about it and how you break down your answer.

 

1. What are your thoughts regarding Binary Options?
2. How is your portfolio divided up as a percentage for asset type, trading style and strategies (for daily income) and how is it different for investment growth?

Here is a video answer

 

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Return on Capital and Probability of Profit

From Tasty Trader or daily options trading

When we increase our return on capital for a trade, we usually reduce our probability of profit. Tune in to learn about this common tradeoff!

Trading can be a full time job, but it doesn’t have to be! Tune in to see how Mike Butler trades around his job with efficiency!

 

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Which USA president had the highest stock return

Which USA president had the best stock return

We’ve heard a lot about how freshly minted President Trump is causing havoc around the world in various markets. If you are a smart and innovative trader who uses automation to his/her advantage, 2017 could be the year that could change your life with the volatility that Trump brings because of his radical tweets. This is the first time where a president is able to cause so much turmoil in the markets with sudden news, or not providing enough clarity. From my point of view, most of this volatility will be in the world of Forex and future/options market. It is quite evident the most pro traders will be moving away from equities as they cool off since the election.

Somebody on my Skype provided me an interesting analysis on some markets returns during certain presidencies. There’s even somewhat a trend taking place historically over the decades.

I think you should check out this analysis by going here

More meet up events have been scheduled:

Tips and tricks with Dukascopy JForex for forex trading

Tips and tricks with Dukascopy JForex for forex trading

I am digging this broker with their API features. I thought it would be cool to share some coding tips uing this impressive trading platform JForex.

Note #1: I am new with this broker and platform so please be gentle

Note #2: Dukascopy does not support American clients it seems. Sorry.

I just started creating a Youtube channel playlist for Dukascopy

Go here for the details

Also, I will be spinning off all my courses for my Quant Elite members in the next few days. I promised to hold off for a month when I first announced it so we’re now at the point. If you want to reap the benefits of these courses, join my Quant Elite membership right now!

The three individual courses will be priced at $497 each after this process takes place.

I’m also putting the membership into its last days of existence before I start rolling all current members into the new Quant Analytics service.

Some info on this new quant analytic service:

I have some video tutorials on this service here

I have also answer some queries about it here

Thanks Bryan
P.S. I am in the last few days where I will breaking out all my courses from my Elite membership: http://quantlabs.net/mkt/quant-elite/

Learn some of the courses here: http://quantlabs.net/academy/courses-2/

Get the course list here: http://quantlabs.net/mkt/quant-elite/

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Facebook programming group: https://www.facebook.com/groups/quantlabsnet/

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Which USA president had the best stock return

Which USA president had the best stock return?

Someone from my Skype compiled this fascinating info.
Thanks to him for doing and sending

[2/2/17, 8:20:58 PM] Take a look at these stats

[2/2/17, 8:21:13 PM] Trump will kill all presidents combined if he keeps up his growth rate

[2/2/17, 8:21:15 PM] 100 years of DOW

Trump in 3 months = 17888 to 19888 = 11.1% in 3 months

Obama average return from 2009 to 2016 = 46% or 5.75% per year

Bush Jr. average return from 2000 to 2008 = 30% or 3.75% per year

Clinton average return from 1992 to 2000 = 233% or 30% per year

Bush Sr. average return from 1989 to 1992 = 13% or 3.25% per year

Ronald Reagan return from 1981 to 1988 = 90% or 11.25% per year

Jimmy Carter return from 1977 to 1980 = -19% or -4.75% per year

Gerald Ford return from 1974 to 1977 = 10.3% or 2.6% per year

Richard Nixon return from 1969 to 1974 = -36% or -6% per year

Lyndon Johnson return from 1963 to 1969 = -12.8% or -2.13% per year

John F. Kennedy return from 1961 to 1963 = 1% or 0.3% per year

Dwight D. Eisenhower return from 1953 to 1961 = 131% or 16.3% per year

Harry S. Truman return from 1945 to 1953 = -1.4% or -0.17% per year

Franklin D. Roosevelt return from 1933 to 1945 = 30% or 2.5% per year

Herbert Hoover return from 1929 to 1933 = -45% or -11.25% per year

Calvin Coolidge return from 1923 to 1929 = 153% or 25.5% per year

Warren G. Harding return from 1921 to 1923 = 21% or 10.5% per year

[2/2/17, 8:21:38 PM] Clinton holds the record at 30% per year

[2/2/17, 8:21:45 PM] for 8 years

[2/2/17, 8:21:50 PM] All thanks to the .COM boom

[2/2/17, 8:22:03 PM] but if trump can do what he’s done in the past 3 months

[2/2/17, 8:22:25 PM] He will be on track for a 44.4% year

[2/2/17, 8:22:35 PM] but it will come down to the full average over his term

[2/2/17, 8:22:38 PM] As these did

[2/2/17, 8:23:11 PM] Bush’s were both garbage

[2/2/17, 8:23:20 PM] Obama wasn’t that great either

[2/2/17, 8:23:25 PM] 5.75% a year…..

[2/2/17, 8:23:28 PM] sh**ty return

[2/2/17, 8:24:54 PM] Clinton, Coolidge, Eisenhower, Reagan and Harding in that order are the best performing presidents according to the stock market

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Expect hedge fund return of Honda no Rolls Royce

Expect hedge fund return of Honda no Rolls Royce

With the bad returns from stories of Blackrock and Point72, our expectation should be much lower than from history. All from an ex Point 72 employee

https://www.bloomberg.com/news/articles/2017-01-16/hedge-fund-performance-more-honda-than-rolls-royce-point72-says

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Point 72 Hedge fund has 2nd weakest annual return for billionaire

Point 72 Hedge fund has 2nd weakest annual return for billionaire

This is Steve Cohen’s HFT driven new family office. At least he did not have record losses like Blackrock

Cohen’s 1% Gain Marks Second-Worst Annual Return for Billionaire
http://bloom.bg/2jF1CNN

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