The Quant Report: Stock Price Forecasts for June 2-July 31, 2016
Book Details
Author(s)Applied Analytics
ISBN / ASINB01GIVNEF2
ISBN-13978B01GIVNEF9
Sales Rank548,124
MarketplaceUnited States 🇺🇸
Description
The stock market goes up and down, but savvy investors come out ahead over the long term. You don't need to be a hedge-fund manager or a billionaire. An ordinary individual investor can beat Wall Street at its own game. You just need to have information that gives you an edge. That's where we come in. We provide stock predictions that have beaten the market by an average of 384% annually over the last 10 years. In this monthly report we use advanced time series analysis techniques to forecast the future prices of thousands of different stocks listed on many different exchanges, organized by sectors, for the time period given in the title. We use multidimensional vector models with multiple time series, and produce forecasts (which involve fitting ARMA[1,1] models to multidimensional historical data) and compute future prices from that model. Lastly, we compute the percent change in each stock price from the first day to the last day of the simulation. The results are presented as charts. Each stock’s entry on the chart has the format "exchange:ticker symbol:forecasted % change". The data to the left of the vertical red line is actual historical price data, while that to the right of the line is forecasted price data. The date (in red) labeling the line is the simulation date.

