1622790855
But why isn't Markowitz working in stock market analysis ? | Convex Optimization Application
Stock Market Analysis is of interest to many investors, economists, and financial engineers. This lecture discusses and demonstrates whether Markowitz Portfolio Optimization works (all the time). This lecture is outlined as follows:
⏲⏲Outline⏲⏲
00:00 Introduction
00:27 Strange Optimal Weights [google colab demo]
03:38 Simplified Markowitz Optimization Problem
14:35 1/N Puzzle
16:10 Regularization as a remedy
20:39 Diagonal Loading
22:57 Regularized Markowitz Optimization Problem [google colab demo]
24:05 Other regularizing solutions
27:05 Outro
Instructor: Dr. Ahmad Bazzi
Subscribe: https://www.youtube.com/channel/UCgC1d4JZ1Fz4t8MWLJD464w
#data-analysis #data-science
What is GEEK
Buddha Community
1590469702
Stock Market Betting Software Development | Stock Market Betting Solutions
Mobiweb Technologies is considered as an expert stock market betting software development company that offers an extensive and wide coverage betting software to empower the bettors. Our Team of top level management and expert sports betting software developers design unbeatable software development strategies that compete with other betting software in the market. People who believe in investment consider gambling as a source of profit generation and for this, Mobiweb’s betting software offers one touch betting facility to place the wager. Most importantly, it offers best-in-class user experience and provides a user engaging atmosphere. If you are looking for developing stock market betting software then you don’t need to hesitate, give this opportunity to Mobiweb and get on time delivery of your project under minimum possible cost.
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1624384800
The Stock Market Crash of 2021 (How to Profit BIG)
Is the stock market crashing in 2021? In this video, we are going over why and when the stock market will crash, what you can do to prepare for it and profit, and what stocks I’m buying right now that are great long term holds.
Make sure to watch until the end, as I will go over what’s happening with the markets right now, what’s causing it, and my sentiment about why a crash will occur.
📺 The video in this post was made by Charlie Chang
The origin of the article: https://www.youtube.com/watch?v=vOIxDL5XCjY
🔺 DISCLAIMER: The article is for information sharing. The content of this video is solely the opinions of the speaker who is not a licensed financial advisor or registered investment advisor. Not investment advice or legal advice.
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#bitcoin #blockchain #stock #the stock market crash #the stock market crash of 2021 #the stock market crash of 2021 (how to profit big)
1596376860
Stock Fundamental Analysis: EDA of SEC’s quarterly data summary
Many investors consider fundamental analysis as their secret weapon to beat the stock market. You can perform it using many methods, but one thing they have in common. They all need data about companies’ financial statements.
Luckily all stocks traded on US stock markets must quarterly report to the Securities and Exchange Commission (SEC). Every quarter SEC prepares a comfortable CSV package to help all the investors in their quest for the investment opportunity. Let’s explore how to get valuable insights from these .csv files.
In this tutorial, we will use python’s pandas library which ideal for parsing CSV files, and we will learn how to:
- explore the **structure **of the quarterly dump
- identify the records are we **interested **in
- get an idea of how many submission forms exist
- Delve into the content of 10-K, 8-K or 40-F forms
- Analyze if every company report only a single file each quarter
- Checks if the submission meet the SEC’s deadlines
We will process the data and:
- explore files in the SEC dump
- review each column of these files and talk about the most relevant
- remove **duplicated **data grouped by a key column or multiple columns
- visualize the data to support our exploration using interactive Plotly charts
- and much more
As usual, you can follow the code in the notebook shared on GitHub.
vaclavdekanovsky/data-analysis-in-examples
SEC Quarterly data
There doesn’t seem to be any problem. You simply download the quarterly package from the SEC dataset page, you sort the values from the financial statements in descending order and pick the stocks on the top. The reality isn’t that straightforward. Let’s have a look and explore 45.55MB big zip file with all SEC filings for the first quarter of 2020.
The package for every quarter contains 5 files. Here’s an example of 2020 Q1:
- readme.htm — describes the structure of the files
- **sub.txt **— master information about the submissions including company identifiers and type of the filing
- **num.txt **— numeric data for each financial statement and other documents
- tag.txt — standard taxonomy tags
- pre.txt — information about how the data from num.txt is displayed in the online presentation
Unzipped files in the SEC quarterly data dump
This article will only deal with the submission master because it contains more than enough information for one article. Follow-up story will examine the data in more detail. Let’s begin.
2020Q1 Submission files
In the first quarter of 2020, the companies have submitted 13560 files and the sub.txt gathers 36 columns about them.
# load the .csv file into pandas
sub = pd.read_csv(os.path.join(folder,"sub.txt"), sep="\t", dtype={"cik":str})
# explore number of rows and columns
sub.shape
[Out]: (13560, 36)
I always start with a simple function that reviews each column of the data frame, checks the percentage of empty values, and how many unique values appear in the columns.
Explore the sub.txt file to see what data each column contain
Let me highlight a few important columns in the SEC submission master.
Example of the quick file overview in pandas
- adsh — EDGAR accession number uniquely identifies each report. This value is **never duplicated **in the sub.txt. Example 0001353283–20–000008 is the code for 10-K (yearly filing) of Splunk.
- cik — Central Index Key, unique key identifying each SEC registrant. E.g. 0001353283 for Splunk. As you can see the first part of the adsh is the cik.
- name — the name of the company submitting the quarterly financial data
- form — the type of the report being submitted
Form s— submissions types delivered to SEC
Based on the analysis, we see that the 2020Q1 submission contains 23 unique types of financial reports. Investors’ primary interest lies in the 10-K report, which covers the annual performance of the publically traded company. Because this report is expectedly delivered only once a year, important is also 10-Q report showing quarterly changes in the company’s financials.
10-KAnnual report of US-based company10-QQuarterly report and maybe20-FAnnual Reports of a foreign company40-FAnnual Reports of a foreign company (Canadian)
Let’s see which forms are the most common in the dataset. Plotting of the form types in the 2020Q1 will show this picture:
Using Plotly’s low level API to produce bar and pie subplots
Different submission types reported by the companies in 2020Q1 using visualization in Plotly
The dataset contains over 7000 8-K reports notifying about important events like agreements, layoffs, usage of material, modification of shareholder rights, change in the senior positions, and more (see SEC’s guideline). Since they are the most common we should spend some time exploring them.
#stocks #exploratory-data-analysis #python #data-analysis #stock-market #data analysis
1622790855
But why isn't Markowitz working in stock market analysis ? | Convex Optimization Application
Stock Market Analysis is of interest to many investors, economists, and financial engineers. This lecture discusses and demonstrates whether Markowitz Portfolio Optimization works (all the time). This lecture is outlined as follows:
⏲⏲Outline⏲⏲
00:00 Introduction
00:27 Strange Optimal Weights [google colab demo]
03:38 Simplified Markowitz Optimization Problem
14:35 1/N Puzzle
16:10 Regularization as a remedy
20:39 Diagonal Loading
22:57 Regularized Markowitz Optimization Problem [google colab demo]
24:05 Other regularizing solutions
27:05 Outro
Instructor: Dr. Ahmad Bazzi
Subscribe: https://www.youtube.com/channel/UCgC1d4JZ1Fz4t8MWLJD464w
#data-analysis #data-science
1614420140
Back In Stock Notification App for Your Shopify Store
The last thing you want to do is to dissatisfy your customers. It is quite disappointing for online shoppers to want to purchase a product and they end up discovering that it is out of stock.
One thing that is common among Shopify stores is that they usually experience stockouts. A stockout occurs when inventory gets finished. If customers want to handle issues concerning stock outs effectively, then, they should use Shopify product back-in-stock alerts App.
What can back in stock alerts help you do? It can help customers notify shoppers when products are available if they subscribe to it using the back in stock notification app.
Learn More : https://hubifyapps.com/back-in-stock-notification-app/
#back in stock notification app #back in stock alert #in stock alert #in stock #back in stock #stock alert app