Archivi tag: previsioni

Eolo 3.0, la Rete Neurale che prevede la Borsa sulla base della fiducia nell’economia

Eolo 3 is a neural network which provides forecasts of the US Stock Exchange on the basis of a couple of confidence indicators. Until now, the growth of Wall Street has been well related with the American people confidence, even if an inflection point in the next three months is possible.

Commodities: come investire nei volatility breakouts

Si può estrarre valore dalle commodities investendo sistematicamente in modo contrarian durante le esplosioni di volatilità. Qui è testato un modello quantitativo. La strategia simulata avrebbe prodotto il 13% medio annuo su un arco di 14 years, contro il rendimento medio annuale <1% del Total commodities CRB Index

“Il toro per le corna”. Ma la Borsa può salire ancora?

Investing in the stock market yields to investors 5-years returns depending from the timing of their investments. Investing when P/E is above 17 could result in poor 5-years performances, unless the real gdp growth will exceed the 3% p.a. Investing in the stock market with the current 14,1 P/E is a risky “border line” strategy.

Secondo la rete neurale NILO, la recessione del Pil lambirà il 2 per cento

NILO is a NEW Italian business cycle leading indicator based on a neural network. It is made by 15 independent variables and points to a slump of about 1,5% of the italian GDP in the first quarter 2012