Archivi tag: strategie

Un Algo Slow & Smart di Asset Allocation Dinamica

A Dynamic Asset Allocation enable an investment portfolio to generate returns that lateral phases and topping markets should no longer produce. An effective Dynamic Asset Allocation must be quantitative and guided by an “Algo” Slow and Smart as the one in the article, reporting a backtested 8% average yield with a volatility of 5.1% between 1995 and 2014.

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