Besides research-related and data analysis activities, our team also deals with automation and simplification of analytical processes. In today's post,...
We create algorithms for optimization and asset management. You can see one of our output bellow.
Condition of the specific sectors of US Industry
|You can see alpha factor in the box. The alpha factor bring you edge in comparison with standard „Buy&Hold“ strategy.|
The main idea
|Our alpha factor tracks market conditions, which oscillate between overheated and undervalued status. Algorithm scores sectors/assets with goal to invest to undervalued sectors/assets and sell overheated sector/assets.|
Trigger to action
|Green light means undervalued sector and good opportunity to action. The lower number signals more undervalued sector. Red light is connected with overheated sector. The higher number signals more overheated value.|
|If you are interested in the method of computation or economic background, feel free to contact us.|