MLP BLOG

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

The bear market brings niche or more specific markets as options to diversification and efficiency. There is an ongoing shift from broad sec

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

v3.3 features: Row Index for historical values kept as dates instead of being changed to week count. Tested on Python 3.11.

According to LP, the hypothesis sustaining that at least one of the expected returns from the Top10 traded ETFs in USA is significant...

New version 2.1 on Google Colab released. More concise and processing-time saving.

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...

Four methodologies used are: Linear programming (LP), Simulation (Sim), Bootstrapping plus LP (Bootlp), and Bootstrapping plus sim (Bootsim)

According to LP, at least one of the expected returns from the Top95 traded ETFs in USA is significant different from the others...

As stock quotes are stochastic processes, hidden behaviors will only be revealed as approaches are compared to each other.

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...