AXP. BA Dow Jones Industrial Average Component CAT CSCO CVX. Dow Jones Industrial Average Component. Dow Jones Industrial Average Component

Save this PDF as:
 WORD  PNG  TXT  JPG

Size: px
Start display at page:

Download "AXP. BA Dow Jones Industrial Average Component CAT CSCO CVX. Dow Jones Industrial Average Component. Dow Jones Industrial Average Component"

Transcription

1 AXP BA CAT CSCO CVX DD

2 DIS GE GS HD IBM INTC

3 JNJ JPM KO MCD MMM MRK

4 MSFT NKE PFE PG T TRV

5 UNH UTX V VZ WMT XOM

arxiv:1504.02972v1 [q-fin.pm] 12 Apr 2015

arxiv:1504.02972v1 [q-fin.pm] 12 Apr 2015 Computing trading strategies based on financial sentiment data using evolutionary optimization Ronald Hochreiter April 2015 arxiv:1504.02972v1 q-fin.pm] 12 Apr 2015 Abstract In this paper we apply evolutionary

More information

Smith Barney Portfolio Manager Institute Conference

Smith Barney Portfolio Manager Institute Conference Smith Barney Portfolio Manager Institute Conference Richard E. Cripps, CFA Portfolio Strategy Group March 2006 The EquityCompass is an investment process focused on selecting stocks and managing portfolios

More information

MasterMind Traders. Intraday Trading (Manual #3)

MasterMind Traders. Intraday Trading (Manual #3) MasterMind Traders Intraday Trading (Manual #3) 1 DISCLAIMER Neither MasterMind Traders or any of its personnel are registered broker-dealers or investment advisers. I will mention that I consider certain

More information

Factor Analysis. Factor Analysis

Factor Analysis. Factor Analysis Factor Analysis Principal Components Analysis, e.g. of stock price movements, sometimes suggests that several variables may be responding to a small number of underlying forces. In the factor model, we

More information

Lesson 5 Save and Invest: Stocks Owning Part of a Company

Lesson 5 Save and Invest: Stocks Owning Part of a Company Lesson 5 Save and Invest: Stocks Owning Part of a Company Lesson Description This lesson introduces students to information and basic concepts about the stock market. In a bingo game, students become aware

More information

Organization & Analysis of Stock Option Market Data. A Professional Master's Project. Submitted to the Faculty of the WORCESTER

Organization & Analysis of Stock Option Market Data. A Professional Master's Project. Submitted to the Faculty of the WORCESTER 1 Organization & Analysis of Stock Option Market Data A Professional Master's Project Submitted to the Faculty of the WORCESTER POLYTECHNIC INSTITUTE In partial fulfillment of the requirements for the

More information

Think About Tomorrow Morning: Opening Stock Returns May Show Reversals

Think About Tomorrow Morning: Opening Stock Returns May Show Reversals 51 Think About Tomorrow Morning: Opening Stock Returns May Show Reversals Andrey Kudryavtsev 1 In present study, I explore the dynamics of the interday stock price reversals. Employing intraday price data

More information

Tactical Portfolio Management Using Relative Strength and Trend Analysis

Tactical Portfolio Management Using Relative Strength and Trend Analysis Tactical Portfolio Management Using Relative Strength and Trend Analysis A Disciplined, Risk Managed Approach The Company fundamentals look great. All the analysts love it. So why is the stock going down?

More information

Supply and demand vs. price driven graphs financial data visualization

Supply and demand vs. price driven graphs financial data visualization Supply and demand vs. price driven graphs financial data visualization M Siluvairajah Research & Development NewVersion.Net London, United Kingdom silu@newversion.net Abstract In the financial world, people

More information

A Security Price Data Cleaning Technique: Reynold s Decomposition Approach

A Security Price Data Cleaning Technique: Reynold s Decomposition Approach A Security Price Data Cleaning Technique: Reynold s Decomposition Approach Rachel V. Mok Wai Yin Mok, Kit Yee Cheung Department of Mechanical Engineering College of Business Administration Massachusetts

More information

Nearly 13,000 companies listed on the major exchanges in the U.S. Many are overseas companies listed as ADRs (American Depository Receipts)

Nearly 13,000 companies listed on the major exchanges in the U.S. Many are overseas companies listed as ADRs (American Depository Receipts) Orange Empire Railway Museum: L.A. Railway LARy-3001, entered service in 1937, dedicated by child film star Shirley Temple. Stock (Equity) Fundamentals Essential features of pricing, buying, venue (c)

More information

Read chapter 7 and review lectures 8 and 9 from Econ 104 if you don t remember this stuff.

Read chapter 7 and review lectures 8 and 9 from Econ 104 if you don t remember this stuff. Here is your teacher waiting for Steve Wynn to come on down so I could explain index options to him. He never showed so I guess that t he will have to download this lecture and figure it out like everyone

More information

Limit and Stop levels*** SIC Commission. > 500K$ < 500K$ $ per lot. Minimum Price Fluctuation. Currency Pair

Limit and Stop levels*** SIC Commission. > 500K$ < 500K$ $ per lot. Minimum Price Fluctuation. Currency Pair Spread and IB commission for MT4 platform, and the TWS platform spread is same as Exchanges spread + commission start from 6$ - 25$ per lot + IB markup commission Currency Pair Main FX USD 0.01 2 3 Depend

More information

Save and Invest Owning Part of a Company

Save and Invest Owning Part of a Company Lesson 5 Save and Invest Owning Part of a Company Lesson Description This lesson introduces students to the basic concepts about stocks, stock markets and indexes. By using an interactive map, students

More information

R Tools for Portfolio Optimization

R Tools for Portfolio Optimization Guy Yollin Quantitative Research Analyst Rotella Capital Management Bellevue, Washington Backgrounder Rotella Capital Management Quantitative Research Analyst Systematic CTA hedge fund trading 80+ global

More information

Sentiment Analysis of Investor Opinions on Twitter

Sentiment Analysis of Investor Opinions on Twitter Social Networking, 2015, 4, 62-71 Published Online July 2015 in SciRes. http://www.scirp.org/journal/sn http://dx.doi.org/10.4236/sn.2015.43008 Sentiment Analysis of Investor Opinions on Twitter Brian

More information

MAGNETAR ACADEMY STOCK UNIVERSE

MAGNETAR ACADEMY STOCK UNIVERSE MAGNETAR ACADEMY STOCK UNIVERSE Exchange Symbol Name Google Finance Sector My Lookup List NYSE APD Air Products & Chemicals Inc Basic Materials NYSE AA Alcoa Inc Basic Materials NYSE CF CF Industries Holdings

More information

Stock Market Trading

Stock Market Trading Project Number: DZT0517 Stock Market Trading An Interactive Qualifying Project Report Submitted to the faculty of the Worcester Polytechnic Institute in partial fulfillment of the requirements for the

More information

A Hybrid Neuro-Genetic Approach For Stock Forecasting

A Hybrid Neuro-Genetic Approach For Stock Forecasting A Hybrid Neuro-Genetic Approach For Stock Forecasting Yung-Keun Kwon and Byung-Ro Moon School of Computer Science and Engineering Seoul National University Shilim-dong, Kwanak-gu Seoul, 151-742 Korea Abstract

More information

SUMMARY OF MARCH 1, 2015 FEE CHANGES (Changes Highlighted Below)

SUMMARY OF MARCH 1, 2015 FEE CHANGES (Changes Highlighted Below) 1) Transaction Fees a) Exchange Fees SUMMARY OF MARCH 1, 2015 FEE CHANGES (Changes Highlighted Below) i) Market Maker Transaction Fees Market Maker Sliding Scale Origin Tier Contracts Per Month Transaction

More information

*Cost are calculated using Interactive Brokers commissions interactivebrokers.com

*Cost are calculated using Interactive Brokers commissions interactivebrokers.com Let me start with old school as long as you are opening only buy (long) positions, you can call yourself an investor. Optimal TAA model is adjusting the weight of each asset class (Stocks, Bonds, Gold

More information

Artificial Intelligence for Long-Term Investing

Artificial Intelligence for Long-Term Investing Magnus Erik Hvass Pedersen Hvass Laboratories Report HL-1601 First Edition January 21, 2016 Latest Revision www.hvass-labs.org/people/magnus/publications/pedersen2016ai-investing.pdf Summary This paper

More information

DSIP List. List by Sector. Please see pages 4-5 of this report for Important Disclosures, Disclaimers and Analyst Certification.

DSIP List. List by Sector. Please see pages 4-5 of this report for Important Disclosures, Disclaimers and Analyst Certification. Joseph Buffa, Equity Sector Analyst Kent Newcomb, CFA, Equity Sector Analyst DSIP List List by Sector April 6, 2015 DSIP List (Diversified Stock Income Plan) overview: The DSIP List focuses on companies

More information

Analysing equity portfolios in R

Analysing equity portfolios in R Analysing equity portfolios in R Using the portfolio package by David Kane and Jeff Enos Introduction 1 R is used by major financial institutions around the world to manage billions of dollars in equity

More information

Trading activity as driven Poisson process: comparison with empirical data

Trading activity as driven Poisson process: comparison with empirical data Trading activity as driven Poisson process: comparison with empirical data V. Gontis, B. Kaulakys, J. Ruseckas Institute of Theoretical Physics and Astronomy of Vilnius University, A. Goštauto 2, LT-008

More information

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities Fei Chen (HUST) Francis X. Diebold (UPenn) Frank Schorfheide (UPenn) April 28, 2014 1 / 39 Big Data Are big

More information

Strategies for Value Creation: Its Formulation and Measurement. Arnoldo C. Hax

Strategies for Value Creation: Its Formulation and Measurement. Arnoldo C. Hax Strategies for Value Creation: Its Formulation and Measurement Arnoldo C. Hax Sources of Value Creation Economic value is only created when the businesses of the firm -- and the firm as a whole -- enjoy

More information

RATINGS* Vanguard Russell 1000 is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Russell 1000 Index.

RATINGS* Vanguard Russell 1000 is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Russell 1000 Index. Vanguard Russell 1000 Index Fund (VONE) Tearsheet as of 7:57 pm, May 02, 2014. Summary RATINGS* DIAMONDS* ETFG RISK RATING 2.65 ETFG REWARD RATING 4.09 Description Vanguard Russell 1000 is an exchange-traded

More information

Counting What Counts

Counting What Counts CREDIT SUISSE FIRST BOSTON CORPORATION Equity Research Americas U.S. Investment Strategy February 4, 2000 Counting What Counts Cash Flow as a Universal Language Michael Mauboussin 1 212 325 3108 michael.mauboussin@csfb.com

More information

ACCOUNTS & LOTS USD USD 50 (fifty US dollars) EUR EUR 50 (fifty euro) BGN BGN 100 (hundred Bulgarian levs) TRADE INSTRUMENTS

ACCOUNTS & LOTS USD USD 50 (fifty US dollars) EUR EUR 50 (fifty euro) BGN BGN 100 (hundred Bulgarian levs) TRADE INSTRUMENTS ACCOUNTS & LOTS USD USD 50 (fifty US dollars) EUR EUR 50 (fifty euro) BGN BGN 100 (hundred Bulgarian levs) Base Currency of the Account Minimum Amount to Open an Account 0.01 lot 10 lots 100 000 units

More information

Ann Land/Bertha Henschel Endowment Fund

Ann Land/Bertha Henschel Endowment Fund Annual Investment Report and Investment Activity Fiscal Year Ended June 30, 2013 Russell Fehr, City Treasurer John P. Colville, Chief Investment Officer Robert Tokunaga, Senior Investment Officer 915 I

More information

Risk Management for Equity Asset Managers

Risk Management for Equity Asset Managers ASSET MANAGERS Risk Management for Equity Asset Managers John W. Labuszewski Managing Director Research & Product Development John E. Nyhoff Director Research & Product Development Richard Co Director

More information

CR s 100 Best Corporate Citizens 2014

CR s 100 Best Corporate Citizens 2014 CR s 00 Best Citizens Company Symbol Weighted Environment Average 0 Bristol-Myers Squibb Co. Johnson & Johnson Gap, Inc. Microsoft Corporation Mattel, Inc. Weyerhaeuser Co. Ecolab, Inc. Intel Corp. Coca-Cola

More information

Naive System. Buy After an N-Day Sequence

Naive System. Buy After an N-Day Sequence 3 Naive System Before expending a lot of energy designing and testing mean reversion systems, we will examine a naive system to see whether SPY, and other highly liquid ETFs and equities exhibit mean reversion

More information

Stock Index Futures Spread Trading

Stock Index Futures Spread Trading S&P 500 vs. DJIA Stock Index Futures Spread Trading S&P MidCap 400 vs. S&P SmallCap 600 Second Quarter 2008 2 Contents Introduction S&P 500 vs. DJIA Introduction Index Methodology, Calculations and Weightings

More information

Does the price multiplier effect also hold for stocks?

Does the price multiplier effect also hold for stocks? Does the price multiplier effect also hold for stocks? Sergei Maslov 1 and Bertrand M. Roehner 2 arxiv:cond-mat/03116v1 13 Nov 03 Abstract The price multiplier effect provides precious insight into the

More information

Equity Price Direction Prediction For Day Trading

Equity Price Direction Prediction For Day Trading Equity Price Direction Prediction For Day Trading Ensemble Classification Using Technical Analysis Indicators With Interaction Effects Dirk Van den Poel, Céline Chesterman, Maxim Koppen Faculty of Economics

More information

The Dow Investing Stock History, 1961-1998

The Dow Investing Stock History, 1961-1998 The Dow Investing Stock History, 1961-1998 The following pages illustrate how some popular Dow Investing methods work over long time periods. Each page contains two lists of stocks. The first lists the

More information

Analysis of Financial Data Using Non-Negative Matrix Factorization

Analysis of Financial Data Using Non-Negative Matrix Factorization International Mathematical Forum,, 008, no. 8, 8-870 Analysis of Financial Data Using Non-Negative Matrix Factorization Konstantinos Drakakis UCD CASL, University College Dublin Belfield, Dublin, Ireland

More information

EXTREME GROWTH INVESTING. Growth Model Update: Narrowing Down Which Stocks To Buy

EXTREME GROWTH INVESTING. Growth Model Update: Narrowing Down Which Stocks To Buy Monthly IN THIS ISSUE Feature Growth Investing... 1 Se ctions Market Review... 4 What Strategy Should Relative Strength Investors Follow?... 5 S&P 500 Changes... 7 Data Maintenance... 7 Market Log Is Important

More information

Building Option Price Index

Building Option Price Index Building Opion Price Index Chris S. Xie Polyechnic Insiue New York Universiy (NYU), New York chris.xie@oprenergy.com Phone: 905-93-0577 Augus 8, 2008 Absrac In his paper, I use real daa in building call

More information

Effects of Legal Insider Trading on Equity Returns

Effects of Legal Insider Trading on Equity Returns Effects of Legal Insider Trading on Equity Returns the SEC requires public companies to disclose meaningful financial and other information to the public, which provides a common pool of knowledge for

More information

U.S. Stock Focus List

U.S. Stock Focus List U. S. M A R K E T I N S I G H T U.S. Stock Focus List If you re looking to include individual stocks in your portfolio, consider those on the Edward Jones Stock Focus List. Focus on the Long Term We believe

More information

Zheludev, Ilya, Smith, Robert and Aste, Tomaso When can social media lead financial markets?

Zheludev, Ilya, Smith, Robert and Aste, Tomaso When can social media lead financial markets? Zheludev, Ilya, Smith, Robert and Aste, Tomaso When can social media lead financial markets? Article (Published version) (Refereed) Original citation: Zheludev, Ilya, Smith, Robert and Aste, Tomaso (2014)

More information

UOB Structured Deposit Ace 688 Deposit (USD)

UOB Structured Deposit Ace 688 Deposit (USD) Year 4 Performance (Matured on 10 May 2010) 1st Observation Date (23 October 2009) for Year 4 Reference 5-Day (starting from 1st Observation Date) Return = 5-Day 5-Day (2 May 06) Day 1 Day 2 Day 3 Day

More information

On the Intertrade Waiting-time Distribution

On the Intertrade Waiting-time Distribution Finance Letters, 2005, 3 (1), 38-43 On the Intertrade Waiting-time Distribution Enrico Scalas, a,b, * Rudolf Gorenflo, c Hugh Luckock, d Francesco Mainardi, e Maurizio Mantelli a and Marco Raberto f a

More information

PRESS RELEASE. S&P 500 Stock Buybacks Jump 59%; $30 billion First Quarter Increase Pushes Cash Holdings Down

PRESS RELEASE. S&P 500 Stock Buybacks Jump 59%; $30 billion First Quarter Increase Pushes Cash Holdings Down S&P 500 Stock Buybacks Jump 59%; $30 billion First Quarter Increase Pushes Cash Holdings Down New York, June 18, 2014 announced today that preliminary results show that S&P 500 stock buybacks, or share

More information

Understanding Stock Index Futures

Understanding Stock Index Futures STOCK INDEXES Understanding Stock Index Futures MAY 3, 213 Financial Research & Product Development Stock index futures were introduced in 1982 on domestic futures exchanges and have since grown to become

More information

Introduction to Indices and Mutual Funds

Introduction to Indices and Mutual Funds Introduction to Indices and Mutual Funds Week 2: Chapter 2, 4 Nikunj Kapadia 1 Market Indices (Chapter 2) What is an index? Why are stock market indices important? What are the difference ways in which

More information

Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 (the Act ) 1 and

Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 (the Act ) 1 and SECURITIES AND EXCHANGE COMMISSION (Release No. 34-65021; File No. SR-ISE-2011-45) August 3, 2011 Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness

More information

CBOT Dow Complex Reference Guide

CBOT Dow Complex Reference Guide CBOT Dow Complex Reference Guide DJIA SM Futures DJIA SM Options mini-sized Dow SM Futures mini-sized Dow SM Options The information in this publication is taken from sources believed to be reliable, but

More information

MARKET LINKED CERTIFICATES OF DEPOSIT (MLCDs) FDIC Insured and Principal Protected + The Potential for Real Interest

MARKET LINKED CERTIFICATES OF DEPOSIT (MLCDs) FDIC Insured and Principal Protected + The Potential for Real Interest MARKET LINKED CERTIFICATES OF DEPOSIT (MLCDs) FDIC Insured and Principal Protected + The Potential for Real Interest 2014 INTRODUCTION MLCDs were developed by Chase Bank in 1987, and offer the potential

More information

Quantifying and Modeling Financial Market Fluctuations

Quantifying and Modeling Financial Market Fluctuations Quantifying and Modeling Financial Market Fluctuations DISSERTATION zur Erlangung des Grades Doktor der Naturwissenschaften am Fachbereich Physik, Mathematik und Informatik der Johannes Gutenberg-Universität

More information

CR s 100 Best Corporate Citizens 2015

CR s 100 Best Corporate Citizens 2015 The 00 Best CR s 00 Best Citizens 0 Company Symbol Weighted Environment Average.%.%.0%.%.0%.%.0% Microsoft Corporation MSFT. Hasbro, Inc. HAS. Johnson & Johnson JNJ. 0 0 Xerox Corp XRX 0. Sigma-Aldrich

More information

The recent technological revolution with widespread presence

The recent technological revolution with widespread presence paper 2014/10/27 16:31 page 1 #1 Coupling news sentiment with web browsing data predicts intra-day stock prices Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, Guido Caldarelli, Fabrizio Lillo Michele

More information

Price discovery in the U.S. stock and stock options markets: A portfolio approach

Price discovery in the U.S. stock and stock options markets: A portfolio approach Rev Deriv Res DOI 10.1007/s11147-006-9004-0 Price discovery in the U.S. stock and stock options markets: A portfolio approach Richard Holowczak Yusif E. Simaan Liuren Wu C Science + Business Media, LLC

More information

The Great Depression and the New Deal (1929-1939)

The Great Depression and the New Deal (1929-1939) The Great Depression and the New Deal (1929-1939) Core Knowledge OVERVIEW A. Concept Objectives 1. Students will understand the causes of the Great Depression and how it affected American society. 2. Students

More information

International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches

International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches J. Risk Financial Manag. 214, 2, 45-66; doi:1.339/rfm7245 Article OPEN ACCESS Journal of Risk and Financial Management ISSN 1911-874 www.mdpi.com/ournal/rfm International Diversification Versus Domestic

More information

What is Diversification?

What is Diversification? What is Diversification? Suggested Grade & Mastery Level High School all levels Suggested Time 45 minutes Teacher Background Because it is very difficult to accurately predict how any one company will

More information

Comprehensive Financial Plan

Comprehensive Financial Plan Sample Client 1 s Comprehensive Financial Plan Prepared by Sample Advisor 1 Sample Financial Services Inc. New York, New York Prepared for Sample Client 1 Contents Basics of Planning... 3 Retirement Planning...

More information

S&P 500 2014: Global Sales

S&P 500 2014: Global Sales CONTRIBUTOR Howard Silverblatt Senior Index Analyst howard.silverblatt@spdji.com RESEARCH S&P 500 2014: Global YEAR IN REVIEW In 2014, the percentage of S&P 500 sales from foreign countries increased after

More information

8. DATABASES 8.1 WIKIPEDIA ON DATABASES: MSF 574: NO NEED TO DO THESE PROJECTS.

8. DATABASES 8.1 WIKIPEDIA ON DATABASES: MSF 574: NO NEED TO DO THESE PROJECTS. MSF 574: NO NEED TO DO THESE PROJECTS. 8. DATABASES 8.1 WIKIPEDIA ON DATABASES: A database management system (DBMS) is a complex set of software programs that controls the organization, storage, management,

More information

Several complex systems have been investigated recently from

Several complex systems have been investigated recently from A tool for filtering information in complex systems M. Tumminello*, T. Aste, T. Di Matteo, and R. N. Mantegna* *Istituto Nazionale di Fisica della Materia Unità di Palermo and Dipartimento di Fisica e

More information

FTS Real Time System Project: Using Options to Manage Price Risk

FTS Real Time System Project: Using Options to Manage Price Risk FTS Real Time System Project: Using Options to Manage Price Risk Question: How can you manage price risk using options? Introduction The option Greeks provide measures of sensitivity to price and volatility

More information

Rate Builder CDs with 5 and 7 Year Maturities

Rate Builder CDs with 5 and 7 Year Maturities HSBC Bank USA, National Association. Rate Builder CDs with 5 and 7 Year Maturities These Terms and Conditions relate to two separate offerings of HSBC Rate Builder CDs by HSBC Bank USA, National Association.

More information

O Shares ETFs: Smart Rules for Investing. in US, Europe and Asia Large Cap Stocks. Chairman and Investor on ABC s Shark Tank.

O Shares ETFs: Smart Rules for Investing. in US, Europe and Asia Large Cap Stocks. Chairman and Investor on ABC s Shark Tank. O Shares ETFs: Smart Rules for Investing Kevin O Leary Chairman and Investor on ABC s Shark Tank in US, Europe and Asia Large Cap Stocks January 2016 Why O Shares? We developed O Shares Investments ETFs,

More information

SAMPLE. By Jake Bernstein Commentary and Analysis for the Week Beginning: 13-20 October 2008. Stock Market History Repeats What to do Now

SAMPLE. By Jake Bernstein Commentary and Analysis for the Week Beginning: 13-20 October 2008. Stock Market History Repeats What to do Now BERNSTEIN ON ON STOCKS By Jake Bernstein Commentary and Analysis for the Week Beginning: 13-20 October 2008 Stock Market History Repeats What to do Now Stocks have continued to decline sharply as the markets

More information

NCER Working Paper Series Selecting forecasting models for portfolio allocation

NCER Working Paper Series Selecting forecasting models for portfolio allocation NCER Working Paper Series Selecting forecasting models for portfolio allocation A. E. Clements M. B. Doolan A. S. Hurn R. Becker Working Paper #85 August 2012 Selecting forecasting models for portfolio

More information

Time series and neural network forecast of daily stock prices

Time series and neural network forecast of daily stock prices Kuo-Cheng Tseng (USA), Ojoung Kwon (USA), Luna C. Tjung (Singapore) Time series and neural network forecast of daily stock prices Abstract Time series analysis is somewhat parallel to technical analysis,

More information

S&P 500 Credit Profile--Downgrades Increase In 2015, With Increasing M&A Activity And Higher Leverage

S&P 500 Credit Profile--Downgrades Increase In 2015, With Increasing M&A Activity And Higher Leverage Credit Trends: S&P 500 Credit Profile--Downgrades Increase In 2015, With Increasing M&A Activity And Higher Global Fixed Income Research: Diane Vazza, Managing Director, New York (1) 212-438-2760; diane.vazza@standardandpoors.com

More information

Diversified Stock Income Plan

Diversified Stock Income Plan Kent A. Newcomb, CFA, Equity Sector Generalist Joseph E. Buffa, Equity Sector Generalist Diversified Stock Income Plan April 2013 Commentary from ASG's Equity Sector Generalists Quarterly Review The Diversified

More information

Let s Make Some Trades Together!

Let s Make Some Trades Together! Let s Make Some Trades Together! Published by Option Alpha. All Rights Reserved. About This Guide With a Premium Membership you ll have access to our daily trading alerts which are linked directly with

More information

KEY HIGHLIGHTS MARKET SNAPSHOT

KEY HIGHLIGHTS MARKET SNAPSHOT U.S. Equity Indices January 2016 KEY HIGHLIGHTS The S&P 500 decreased 5.07% in January, bringing its one-year return to -2.74%. The Dow Jones Industrial Average returned -5.50% this month and was off 4.07%

More information

This lesson plan is from the Council for Economic Education's publication: To purchase Learning, Earning and Investing: Middle School, visit:

This lesson plan is from the Council for Economic Education's publication: To purchase Learning, Earning and Investing: Middle School, visit: This lesson plan is from the Council for Economic Education's publication: Learning, Earning and Investing: Middle School To purchase Learning, Earning and Investing: Middle School, visit: http://store.councilforeconed.org/lei-middle.html

More information

Stop L Close Stop S Ticker Symbol 3D Systems Corporation 37,69 32,96 60,1 DDD SPADKOWO 3M Company 137,94 166,26 158,36 MMM WZROSTOWO Abbott

Stop L Close Stop S Ticker Symbol 3D Systems Corporation 37,69 32,96 60,1 DDD SPADKOWO 3M Company 137,94 166,26 158,36 MMM WZROSTOWO Abbott Stop L Close Stop S Ticker Symbol 3D Systems Corporation 37,69 32,96 60,1 DDD SPADKOWO 3M Company 137,94 166,26 158,36 MMM WZROSTOWO Abbott Laboratories 40,21 45,85 44,74 ABT WZROSTOWO AbbVie Inc. 54,3

More information

Profiting from Seasonal Analysis and Top Momentum Indicators. John Person, CTA

Profiting from Seasonal Analysis and Top Momentum Indicators. John Person, CTA Profiting from Seasonal Analysis and Top Momentum Indicators John Person, CTA Profiting From Seasonality & Consensus Studies Copyright @ 1999-2010 by John L Person III, N. Palm Beach, FL 33408. The opinions

More information

Problem Set 2 Due: 6pm Friday, February 23

Problem Set 2 Due: 6pm Friday, February 23 CS230 Data Structures Handout # 13 Prof. Lyn Turbak February 14, 2007 Wellesley College Revised February 23, 2007 Revisions: Notes: Problem Set 2 Due: 6pm Friday, February 23 In the URL used in the GOOG

More information

Sample Client 1 s. Retirement Plan. Prepared by. Sample Advisor 1. Sample Financial Services Inc. New York, New York

Sample Client 1 s. Retirement Plan. Prepared by. Sample Advisor 1. Sample Financial Services Inc. New York, New York Sample Client 1 s Retirement Plan Prepared by Sample Advisor 1 Sample Financial Services Inc. New York, New York Table of Contents Basics of Retirement Planning... 2 Your Retirement Plan at a Glance...

More information

Impact of elimination of uptick rule on stock market volatility

Impact of elimination of uptick rule on stock market volatility Journl of Finne nd Aountny Impt of elimintion of uptik rule on stok mrket voltility ABSTRACT Vivek Bhrgv Alorn Stte University Dniel Konku Northern Mihign University The uptik rule is former rule estlished

More information

Q3 Market Commentary. HCM News. By Matthew Cheney, CFP

Q3 Market Commentary. HCM News. By Matthew Cheney, CFP HCM News October 2014 Q3 Market Commentary By Matthew Cheney, CFP 230 Schilling Circle, Suite 234 Hunt Valley, MD 21031 (410) 494-4380 (855) To-Horan horancm.com As always, please call our client service

More information

The Importance and Opportunities of Sector Investing

The Importance and Opportunities of Sector Investing The Importance and Opportunities of Sector Investing INVESTMENT STRATEGY GROUP The Importance and Opportunities of Sector Investing While most market observers focus on the direction of the stock market

More information

Code of Conduct and Corporate Governance

Code of Conduct and Corporate Governance Code of Conduct and Corporate Governance Elisa Arrigo * Abstract The code of conduct can be considered a tool of corporate governance because it identifies corporate responsibilities towards stakeholders

More information

Morningstar Corporate Credit Rating Coverage Universe

Morningstar Corporate Credit Rating Coverage Universe Morningstar Corporate Credit Rating Coverage Universe Morningstar Credit Committee credit@morningstar.com Data as of 2 December 2009 Contents ------------------------------- Methodology Overview 1 Ratings

More information

To receive this report via , please go to:

To receive this report via  , please go to: BUYBACK QUARTERLY Andrew Birstingl, Research Analyst abirstingl@factset.com Media Questions/Requests media_request@factset.com S&P 500 June 23, 2016 Key Metrics: Quarterly Buybacks Soar 15.1% Year-Over-Year

More information

Top Secrets of. Dividend Investing. Dividends Every Month, HighYielding Stocks, and More

Top Secrets of. Dividend Investing. Dividends Every Month, HighYielding Stocks, and More Top Secrets of Dividend Investing Dividends Every Month, HighYielding Stocks, and More Top Secrets of Dividend Investing Dividends Every Month, High-Yielding Stocks, and More Published by Horizon Publishing

More information

INVESTMENT REPORT TENNESSEE CONSOLIDATED RETIREMENT SYSTEM. Third Quarter Fiscal Year 2015-2016. January 1, 2016 March 31, 2016

INVESTMENT REPORT TENNESSEE CONSOLIDATED RETIREMENT SYSTEM. Third Quarter Fiscal Year 2015-2016. January 1, 2016 March 31, 2016 INVESTMENT REPORT TENNESSEE CONSOLIDATED RETIREMENT SYSTEM Third Quarter Fiscal Year 2015-2016 January 1, 2016 March 31, 2016 Prepared for: Board of Trustees June 24, 2016 Investment Advisory Council Pursuant

More information

2 www.activetradermag.com April 2001 ACTIVE TRADER

2 www.activetradermag.com April 2001 ACTIVE TRADER W h o s afraid of volatility? Not anyone who wants a true edge in his or her tra d i n g, t h a t s for sure. Get a handle on the essential concepts and learn how to improve your trading with p ractical

More information

Investment Training Module Topic: Stock Investing Part 2. Jerry Verseput, CFP Joe Phillips (Insured Retirement Income)

Investment Training Module Topic: Stock Investing Part 2. Jerry Verseput, CFP Joe Phillips (Insured Retirement Income) Investment Training Module Topic: Stock Investing Part 2 Jerry Verseput, CFP Joe Phillips (Insured Retirement Income) Disclaimer This presentation is for informational purposes only. It does not constitute

More information

Company Ticker Market Cap Indexed Exxon Mobil Corporation XOM $ 408,777,619,775 Yes International Business Machines Corporation IBM $ 241,754,766,208

Company Ticker Market Cap Indexed Exxon Mobil Corporation XOM $ 408,777,619,775 Yes International Business Machines Corporation IBM $ 241,754,766,208 Company Ticker Market Cap Indexed Exxon Mobil Corporation XOM $ 408,777,619,775 Yes International Business Machines Corporation IBM $ 241,754,766,208 Yes General Electric Company GE $ 212,317,870,323 Yes

More information

Identifying Ticker Symbols and Interpreting Stock Quotes

Identifying Ticker Symbols and Interpreting Stock Quotes Identifying Ticker Symbols and Interpreting Stock Quotes Lesson Summary Identifying Ticker Symbols and Interpreting Stock Quotes helps students to understand and locate ticker symbols in order to trade

More information

New CFD Products Introduction

New CFD Products Introduction New CFD Products Introduction Australian Business No. 87 130 877 137 Australian Financial Services License No. 328794 Table of Contents Index Future CFDs Product Introductions Product Details Profit/Loss

More information

Note: There are fewer problems in the actual Final Exam!

Note: There are fewer problems in the actual Final Exam! HEC Paris Practice Final Exam Questions Version with Solutions Financial Markets Fall 2013 Note: There are fewer problems in the actual Final Exam! Problem 1. Are the following statements True, False or

More information

Fact Sheet. Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Entertainment

Fact Sheet. Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Entertainment Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Stated Objective The Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco,

More information

Portfolio Optimization

Portfolio Optimization Portfolio Optimization Jaehyun Park Ahmed Bou-Rabee Stephen Boyd EE103 Stanford University November 22, 2014 Outline Single asset investment Portfolio investment Portfolio optimization Single asset investment

More information

Conscious Investing Options for the Values Driven Investor

Conscious Investing Options for the Values Driven Investor Conscious Investing Options for the Values Driven Investor The following information is of a proprietary nature. Dissemination to other parties is prohibited without prior consent of Paul Comstock Partners.

More information

Convolutional Networks for Stock Trading

Convolutional Networks for Stock Trading Convolutional Networks for Stock Trading Ashwin Siripurapu Stanford University Department of Computer Science 353 Serra Mall, Stanford, CA 94305 ashwin@cs.stanford.edu Abstract Convolutional neural networks

More information

Thursday s Flash news (unedited copy)

Thursday s Flash news (unedited copy) Edition: 679 22 January 2015 2014 Thursday s Flash news (unedited copy) Finally we able to make our astro model with stocks Dear Members, It will be fun time for daily stock report subscribers from here

More information