Data Metrics 2.1 (August 20 edition) ~ Do not challenge the AI market without data
Data Metrics 2.1 (as of August 20)
Last night (the 19th)「WORLD MARKETZ」As mentioned as well, 「Data Metrics」 itself is not a “market forecasting system.”
The purpose of 「Data Metrics」 is to improve investors’ risk-return by assuming buy/sell signals from the influence of the so-called “CTA” in today’s financial markets. Please use this as a reference material for investment with that understanding.
「Data Metrics 2.1」 consists of two parts.
The main part is an attempt to estimate buy/sell signals for a “short-term” CTA with a shorter analysis period and a “long-term” CTA for about three months to six months by estimating position sizes.
IDC, which lists 20 stocks that are expected to have signal changes by evaluating the Nikkei 225 constituents using the same standard as the Nikkei Stock Average, is positioned as a supportive material for stock selection and sector allocation.
By the way, the 20-day standard “IDS” has this kind of image
This time as well, with capital inflow/outflow for the “4.3x long”