Neural Algorithmic Trading Signals

1- About the Stock Shares. 2- Trend Table Meaning. 3- Trading strategies.

1- About  the Companies Shares that we consider.

The blue chips of seven stock exchange markets are considered: 

  •  NASDAQ: The shares we show on the NASDAQ stock market are more than 100 stocks issued by the largest companies listed on the NASDAQ, characterized by high liquidity of share prices and capitalization. The companies selected are mainly those that make up the NASDAQ-100, a stock market index consisting of 107 stocks issued by 100 of the largest non-financial companies listed on the NASDAQ, including  some non-US companies. 
  • NYSE New York Stock Exchange: The data presented for the New York Stock Exchange are associated with more than 100 stocks issued by major companies listed on the New York Stock Exchange.  All the companies we consider are chosen on the base of their liquidity of share prices and capitalization, and are inspired by the S & P 100, a subset of S & P 500. The components of the S & P 100 represent approximately 63 of the market capitalization of S & P 500 and almost 51 market capitalization of US equity markets starting in January 2017. Recall that S & P 100 securities are reminiscent of those of the most well-established companies in the S & P 500 index
  • London Stock Exchange. The shares listed on the London Stock Exchange are mainly those constituting the Financial Times Stock Exchange 100 Index (FTSE 100 index), an index of the 100 companies listed on the London Stock Exchange with the maximum market capitalization that is maintained by the FTSE Group, a subsidiary of the London Stock Exchange Group.
  • Milan Stock Exchange. The forecasts on the Italian stock exchange are generally taken by the FTSE MIB, a reference stock exchange index for Borsa Italiana, which has replaced the MIB-30 in September 2004. The index consists of the 40 most most quoted securities on the stock exchange. It should be noted that the liquidity of Italian stock market securities is relatively low, which affects the reliability of the indicators.
  • Paris Stock Exchange: The shares of the Paris stock exchange companies mainly come from the CAC 40,'Cotation Assistée en Continu'. This is a French stock exchange index. The index represents a weighted measure on the capitalization of the 40 most significant values ??among the 100 maximum market shares of Euronext Paris.
  • Frankfurt Stock Exchange. Most of the shares on the Frankfurt Stock Exchange are drawn from the DAX Deutscher Aktienindex, a stock index consisting of the 30 large German companies operating on the Frankfurt Stock Exchange.
  • Zurich Stock Exchange. The indicators relating to Swiss securities come from the SIX Swiss Exchange, based in Zurich, the main stock exchange in Switzerland, which trades other securities, such as Swiss government bonds. In particular, the securities chosen coincide with those that make up the SMI index, consisting of the 20 most significant and most liquid stocks of the stock exchange in question.

2- Trend Table Meaning.

  • We show  tables whose leftmost rows are associated to companies shares 'ticker names' ;  each box showing about any 5 minutes their last price. On its right side two  lines appear, one above the other.  The upper one  shows long-term trends, usually characterized by weekly changes, and below a line describing the short-term trends, with daily changes.
  • Colored arrows are used to express both long-term and short-term trends in a concise manner.
  • The arrows are thick for long term trends and thin for short term ones.  To be specific, for each stock, we distinguish 5 trend kinds: - Strong Uptrend: in blue.  - Mild Uptrend: in green. -Sideways movement: in yellow.  -Mild Downtrend:  in orange. - Strong Downtrend: in red.
  • On the same line, the trend that precedes the current one is shown at a glance, from left to right, then the time in which the change of trend occurs and the current trend follows;
  • If the trend change has occurred recently, then the time frame appears colored.
  • The color of the box is green when the change occurs upwards, that is:  from Strong to Mild Downtrend, from Mild Downtrend to Sideways movement, from Sideways to Mild Uptrend, and from Mild to Strong Uptrend.
  • The color of the box is red when the change occurs downwards, that is: from Strong to Mild Uptrend, from Mild Uptrend to Sideways movement, from  Sideways  to Mild Downtrend and from Mild to Strong Downtrend. 
  • By clicking the share ticker name symbol, it is shown a schematic price chart over a period of at least one year along with the profits, if any, that can be obtained over time by applying 3 possible trading strategies reported below.

3-  Trading strategies based on the signals in the table: Anticipative, Responsive, Conservative.

  • Anticipative:
    • Buy the specific share when its  trend changes from Downtrend  either Mild or strong, (orange or red arrow),  to  Sideways Movement (in yellow).
    • Sell the specific share at the first trend change downwards, that is: from Strong to Mild Uptrend, from Mild Uptrend to  Sideways Movement, from  Sideways Movement  to Mild Downtrend, after eventually an uninterrupted  trend  Upward changes .
  • Responsive:
    • Buy the specific share when its  trend changes from  Sideways movement (in yellow) upwards i.e. to Mild or even directly to strong Uptrend. (green or blue arrows).
    • Sell the specific share at the first trend change downwards, that is: from Strong to Mild Uptrend, from Mild Uptrend to  Sideways Movement. 
  • Conservative:
    • Buy the specific share when its trend changes from Mild Uptrend (green arrow) to Strong Uptrend (blue arrow).
    • Sell the specific share at the first trend change downwards, that is: from Strong to Mild Uptrend.
  •  By clicking on the share ticker name, the percentage change of a capital invested is displayed with each of the three trading strategies  considered.

 Disclaimer: Data provided  are free and we disclaim the accuracy of any data and forecasts, so that shall not be liable for any errors, at this experimental stage.