Before setting up an algorithmic investment fund I realized two things: one, it will take time to attract investors, and two, my role as a fund manager will have to be expanded to teaching. Nowadays algorithms are applied in various areas – human resource management, marketing, sales, education, customer service, finance, and many other. Everyone, who applies algorithms to make decisions or solu..
Dr. Aistis Raudys will give a lecture at BMI business school
Dr. Aistis Raudys will give a lecture “Algorithmic trading and Portfolio Construction” at BMI business school for business executives about algorithmic trading. Algorithms features, benefit, and application topics will be covered. Lecture will take place on January 18th, 4 pm. 30 min., at Konstitucijos ave. 7, Vilnius. Since its founding in 1999, BMI have developed more than 5000 exe..
Robots will come to manage your investment portfolios
Published on: 23-11-2016 Author: Justinas Gapšys Source: vz.lt Artificial intelligence is coming to personal finances. If the automated management of investment portfolios will be widely recognized in the global market of financial services, then personal investment management services could become accessible to small investors and not just customers with multimillion portfolios. Investment portf..
(Lt) Ar investicinis algoritminis fondas visuomet uždirba pinigus
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How algorithmic investment funds react to sharp market downturns
Sudden market downturns, such as the one we experienced yesterday morning, adversely affect algorithmic funds which are based on trend following strategies. Typically, these strategies close their positions after experiencing big loss (stop-loss activates), therefore they give a negative return even if later market quickly returns to previous level. In case of unexpected and shocking event happeni..
Dr. Aistis Raudys has participated in Rise&Shine session as a guest speaker
On August 9th Rise Vilnius has began Rise&Shine sessions, which is a regular opportunity for young people to meet extraordinary people. During the first of many upcoming events Dr. Aistis Raudys has been giving a lecture about “Algorithmic Trading Portfolio” investment fund, trading in futures and equities markets. He also spoke about algorithmic trade investment. Rise Vilnius is a purpo..
Algorithmic Trading Portfolio results shows weak positive correlation to stock indexes (Dow Jones Ind. Avg, NASDAQ 100, EURO STOXX 50, DAX, NIKKEI 225, S&P 500) – less than 0.25 in a long period both for daily and monthly returns. In contrary, correlation between these stock indexes varies from 0.64 to 0.97 – very strong correlation. Since 2008-01 all these stock indexes had negative mont..
Dr. Aistis Raudys will give a lecture about algorithmic investment in seminar „Investuok“
On February 23rd in seminar “Investuok” Dr. Aistis Raudys will give a lecture about how investment decisions are made by maths, will examine a rules-based investment opportunities and dangers, will review trading algorithms development and specific features of algorithmic trading. The event will take place on February 23rd, 6 p.m. at the International Business School at Vilnius Univers..