Equity

Executive Summary Recently there has been much development and interest in machine learning, with the most promising results in speech and image recognition. This research paper analyzes the performance of a deep learning method, long short-term memory neural networks (LSTM’s), applied to the US stock market as represented by the S&P 500. The paper shows […]

Executive Summary This research article analyzes the performance of a systematic global macro investment strategy investing in multiple in publicly traded securities across the world. The strategy invests in all asset classes, including Equity, Fixed Income, Commodity, Currencies, and Volatility. The strategy performance is compared to a traditional equity portfolio, represented by the S&P 500, […]