Hi, I am Anton Wagner, engineer and MBA, data sciences and engineering professional and founder of The Third Perspective.
My fixation with stock markets really spiked around 2009 with a masters research that looked at the effects of seasonal affective disorder (SAD) in capital markets. Some techniques that were applied were multivariate linear regression and E-GARCH for a conditional capital asset pricing model (CAPM).
The general principle is that the marginal investor’s risk appetite is affected by SAD (winter depression) and this affects the price of market risk. It could potentially be capitalised on in trading strategies between Northern and Southern hemisphere, adding additional growth to investments.
Over many years and to the day, this evaluation of a feature extended to many others and models were adapted to predict future stock price movements.
Currently deploying state of the art machine learning with a wide range of model features, these models are a third-perspective input to the existing poles of Fundamental- vs Technical Analysis.
Hope you find the daily trading ideas useful and let us unite in the quest to outperform the markets!