AlexzapRisk-Adjusted Financial Performance & Portfolio Optimization of Top 5 US Tech Stocks vs S&P 500…In-Depth Risk-Adjusted FinTech Performance Analysis, Backtesting & Portfolio Optimization of Top 5 US Tech Stocks (NVDA, MSFT, AAPL, META &…11h ago11h ago
AlexzapJohn, thanks for your comment!This discussion is very helpful in my ongoing tests of HMM trading strategies!14h ago14h ago
AlexzapHow XGBoost Outperforms GARCH in S&P 500 Volatility Prediction^GSPC monthly volatility prediction by leveraging the ML-type XGBoost model vs AIC-optimized GARCH in Python5d ago5d ago
AlexzapUsing Hidden Markov Models (HMMs) for Volatility Classification & Price Forecasting in FinTechEasy-to-adapt use cases of the Gaussian HMMs in the financial markets for classification of stock volatility regimes & price forecasting in…Sep 183Sep 183
AlexzapAn Introduction to Data Science in FinTech Industry — 2. A Business Intelligence (BI) Sneak PeekUnlocking the power of BI analytics in the world of fintechSep 17Sep 17
AlexzapInvestment Asset Ranking/Classification with Class Performance, ML Clustering & Anomaly DetectionDiversifying investment portfolios with asset ranking/classification analysis (viz. class annual performance, ML clustering & anomaly…Sep 14Sep 14
AlexzapStock Time Series Forecasting in a Nutshell: AI/ML Regression/Classification, Statistical Modeling…Zero to hero use-case examples of learning-based forecasting future stock prices based on historical financial data and various explanatory…Sep 92Sep 92
AlexzapFull-Fledged Technical Analysis of Top Growth Stocks: Backtesting Volatility Resilience vs…Backtesting a wide spectrum of algo trading strategies, addressing volatility resilience vs profitability, simulating VaR, and computing…Sep 1Sep 1
AlexzapRight!There are several out-of-sample time series forecasting approaches. Currently the most robust approach is to estimate PDF using in-sample…Aug 29Aug 29