This document describes an analysis of algorithmic trading predictions. It trains various algorithms on 36 months of asset data and has the algorithms predict the next month. It then compares the predictions, returns, and performance of each algorithm to determine their effectiveness.

1. www.pairsforthought.com
Alejandro J. Rojas
@venamax
ale@pairsforthought.com

2. Correlated Assets

4. Train Sample - 36 months

5. Predict Next Month

6. Train Sample - 36 months

7. Predict Next Month

8. Predictions by Algorithm

9. Returns by Algorithm

10. Performance by Algorithm

11. www.pairsforthought.com
Alejandro J. Rojas
@venamax
alejandro.rojas@sloan.mit.edu