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HOW TO INVEST IN ETF(s) LIKE A PRO?

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This presentation demonstrates the fascinating ability of (Deep Reinforcement Learning) AI to a evolve market-neutral, risk-sensitive & commission-avoidant Financial Portfolio Management strategy that is able to avoid transaction costs & generalize out-of-sample periods by hedging two ETF portfolios in-between.

Published in: Economy & Finance
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HOW TO INVEST IN ETF(s) LIKE A PRO?

  1. 1. HOW TO INVEST IN ETF(s) LIKE A PRO?
  2. 2. Construct 2 Portfolios: Normal & Inverse ETF
  3. 3. Invest 50% to Normal ETFs (Left) & Hold Them Forever as a Long-Term Investment
  4. 4. Weekly Allocate 0-50% to Inverse ETF Portfolio (Non-Allocated = CASH) e.g. 35% ETF 15% CASH
  5. 5. Rebalanced Long-Only ProShares Portfolio 5% Max. Drawdown, 2x Sharpe, 3x Sortino Cumulative Return Weekly Log Return Out-of-Sample Results (2019)
  6. 6. Who I am?

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