MLP BLOG

Each frequency bin is treated as coordinate feature, then, the hyperplane has as many dimensions as classes are.

In the prior post it was proven that, as a stochastic variable, a stock quote is impossible to be predicted using regression. It is based on

According to LP, none of the expected returns from the ETFs in Europe is significantly different from the others, it means that the differen

All but Bootsim methodology showed that the SR has shifted upwards in contrast to what had happened in USA and Europe where the market...

Maximum likelihood return, probability return above zero, price difference distribution for all ETF in Europe.

LP and Bootlp recommend XSMC.SW in big proportion, this is the ETF that fully replicates the Solactive Swiss Large Cap index from Switzerlan

According to LP, none of the expected returns from the ETFs in Europe is significantly different from the others, it means that the differen

Probability of positive return, maximum likelihood return, markov chain projections, accumulative and single probability univariate splines

Find out what are the odds of earning/loosing money for the coming weeks on the TOP10 traded ETFs in USA.

LATAM ETFs traded in USA offer zero diversification options. A groundbraking methodology helps investors and speculators to decide which one

Top 95 traded ETFs in USA. Probabilities of positive return, return with maximum likelihood, splines, interactive graphs with projections, a

Top10 ETFs USA comprehensive report with expected returns, their probabilties, return with maximum likelihood, probability of positive...

Breakthroughs: Not a regression problem anymore but categorical. Not focus on quotes but on quote changes (delta price).

Time-series can be usefull as long as they are applied correctly and that's why the focus of ML Perspective was to renew it with the...

As have always been discussed here, the traditional time-series approach does not correctly communicate the apparently stochastic behavior o

Check out how the pattern of price projections differ within ETFs. Hidden behaviors come to light when the right features are used.

While with LP the HSD test found that 119 pairs were significantly different, bootstrapping found 1150, again, the df demonstrated its impor

In conclusion, as in a prior post it was demonstrated that there is not significant difference between the return and risk of the Top10 trad

The graph at the beginning of this post corresponds to the univariate spline that will alow the user to find out what is the return (▲Price)

The Top10 traded ETFs in USA are compounded by SQQQ, SPY, XLF, QQQ, UVXY, TQQQ, VXX, EEM, IWM, and XLE.