Tag Archives: S&P 500

Machine learning underperforms against S&P 500 market benchmark

Machine learning underperforms against S&P 500 market benchmark

Among my high end automated trading clan, it appears to be pretty useless for market forecasting. It has been proven to work in portfolio and risk analysis though

https://www.bloomberg.com/news/features/2017-09-27/the-massive-hedge-fund-betting-on-ai

 

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ETF outperform hedge fund and S&P 500 according to Vanguard founder

ETF outperform hedge fund and S&P 500 according to Vanguard founder

A while ago I posted this video below. I wanted to add the following articles that came out to prove that ETFs are the way of the future for trading individuals. No more betting with individual stocks or underperforming alternative funds.

“There is deep disenchantment with hedge funds among large investors. People have been paying extremely high fees for very poor performance — performance even a zero fee wouldn’t justify….

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https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

The latest figures, which were compiled for FTfm by ETFGI, the consultancy, capture investors’ waning interest in hedge funds. Pension funds in US states including Illinois, New York, Kentucky and Rhode Island, have eliminated or reduced their holdings. The largest US public pension fund, Calpers, announced in 2014 that it was withdrawing entirely after concluding hedge funds were too expensive and complex.

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https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

“Trade union trustees on the boards of public pension plans on both sides of the Atlantic have been pushing for ETFs while stock markets have set record highs. They believe that unless and until hedge funds regain their mojo, ETFs are a better, simpler and cheaper alternative.”

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https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

Warren Buffett, the billionaire investor and an outspoken critic of fund managers who profit from high fees at the expense of their clients, bet in 2007 that a Vanguard S&P 500 index fund would beat five funds of hedge funds selected by Protégé Partners, an investment company, over the next 10 years.

Also remember that Vanguard is driven by HFT technology as well

https://www.bloomberg.com/amp/news/articles/2017-03-02/what-s-hotter-than-the-s-p-500-how-about-an-s-p-500-etf-chart

https://www.ft.com/content/68123fe6-ff68-11e6-96f8-3700c5664d30

 

The best part of this while argument are there are morons in these industry who think otherwise. It is time they get it together to fully understand small alternative funds either need tp perform or will be shutdown as more institutional funding will go towards performing ETF firms like Vanguard and Blackrock.

 

 

 

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Can Quantopian algo beat S&P 500 while cynics not on board

Can Quantopian algo beat S&P 500 while cynics not on board

Building a Quantitative Trading Strategy To Beat the S&P500 – PyCon 2016

 

Performance chart of best algos:

https://drive.google.com/file/d/0B10uueaFeSYvdURGU1daVDNMV3M/view https://www.quantopian.com/posts/full-winners-returns-data-now-available

https://www.quantopian.com/posts/full-winners-returns-data-now-available

Read other cynical opinions here:

Finance novice beats hedge fund pros, winning $100k in Quantopian trading contest from finance

 

https://news.ycombinator.com/item?id=9152332

 

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Stats and technical analysis of VIX for SNP 500 market volatility

Stats and technical analysis of VIX for SNP 500  market volatility

First cut of doing this. RSI shows a constant pattern of market pivot since 2008 financial crisis. When VIX hits 25, my system will take certain action which will be taught in my upcoming course preview.

All the Python scripts are part of my Quant Elite members

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Machine Learning Methods for Financial Forecasting: Application to the S&P 500

Machine Learning Methods for Financial Forecasting: Application to the S&P 500

Research paper on this

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2554146

http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2236417

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Sudden S&P 500 sell off analysis

Sudden S&P 500 sell off analysis

By Dr. Paul Cottrell

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Swap underperforming stocks for better ETFs vs S&P 500

Swap these underperforming stocks for better ETFs vs S&P 500

For the very first time, I’m reviewing my last set of trades which have been utterly underperforming compared to the S&P 500. Well it is time to do something about it. So I started focusing on ETFs where I have gone on and on about the benefits of them.

Click here if you like to see what I have been trading and what I’m swapping them for.

 

Swap these underperforming stocks for better ETFs vs S&P 500

 

After last few set of videos while researching how ETFs perform against individual stocks, I have come to the conclusion that ETFs will make life much easier if you intend to buy and hold.  I have randomly chosen a high-performing market sector but you’ll see that ETFs will make better results in the long run. I find stocks too volatile to manage as a human.

Click here if you’d like to see a summary of what I mean.

Many people are hesitant to try out my premium membership so I have a question for you. I’d love to hear a response from you to see what you think of this idea.

Would you be interested in previewing my latest private video playback from these meet ups?

I mean, you could get a sneak peek of some of the interesting trading ideas that have been recently talked about in these videos. So again, let me know if you like to get a preview of this as a sampling of what’s available my premium membership.

As you know from this email, I’m wanting to talk live about ETFs versus stock but also went to apply automated trading versus human trading. There are pros and cons of each so let’s talk about it live this Tuesday at 8 PM Eastern standard.
Subscribe to my Youtube channel to see all my latest research videos: https://www.youtube.com/user/quantlabs

Go here for my Meetups that I manage:

http://www.meetup.com/quant-finance/

http://www.meetup.com/R-Matlab-Users/

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Swap these underperforming stocks for better ETFs vs S&P 500

Swap these underperforming stocks for better ETFs vs S&P 500

Get rid of these dog stocks and move into these high performing ETFs

http://www.bloomberg.com/news/articles/2015-06-15/goldman-sachs-all-those-cyber-attacks-are-good-for-this-index

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Why women do better on S&P 500 trading?

Why women do better on S&P 500 trading?
This was a statement for this as it is correspondence for the Trading Show:
According to Credit Suisse’s Gender 3000 report, women accounted for 12.9% of top management in 3000 companies across 40 countries at the end of 2013.
Furthermore, Quantopian’s Karen Rubin says women-led companies in the Fortune 1000 have outperformed the S&P500 by 338% since 2002.
On June 4, at The Trading Show Chicago at Navy Pier, Karen will be providing additional insights into this stunning revelation during her on-floor seminar presentation, “How women are conquering the S&P 500.”
Karen will be one of many industry leaders in the expo hall presenting on a range of topics spanning quant, big data and automated trading.
Hear from:
Shakti Kapoor, Chief Architect, IBM
Gordon Moller, CEO, Cielo Networks
David Snowdon, Founder, Metamako
Mehmet Yanilmaz, Partner, Myra Trading
Sri Krishnamurthy, Founder & CEO, Quant University
Dr. Jay Schuren, CTO, Nutonian
Samim Ghamami, Economist, Federal Reserve Board
Malik Corbett, Director, Isentium
Derek Tong, Director, Supermicro
Seong Lee, Client Engineer, Quantopian
Cheng Jiang, Quantitative Analyst, Efficient Capital Management
Alexey Stolyar, Development Director, International Computer Concepts

 

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Can you really make $64k in 2 days with this S&P 500 futures trading strategy?

Can you really make $64k in 2 days with this S&P 500 futures trading strategy?

http://blog.opentrader.com/64691-profit-in-2-days-trading-the-e-mini-sp-futures/

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