Publications by Selcuk Disci
Bollinger Bands: Invesco CoinShares ETF
With the rising Bitcoin price movement, the downtrend of Invesco CoinShares Global Blockchain ETF has been fading and has moved to the consolidation phase. If the good news comes from trade deal talks between the USA and China, the uptrend is coming sooner than thought. Source code: #https://x.com/data_geeek/status/1915042993725128710 library(tid...
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K-Means Clustering Analysis of Apple, Microsoft, and Nvidia
The exemption of key electronic components from tariffs is likely to positively impact Apple more, which manufactures approximately 90% of its iPhones in China, compared to other tech giants like Microsoft and Nvidia. Furthermore, the k-means clustering chart shows that Apple has diverged year to date, specifically after the April 2 tariffs. Source...
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Ensembles of Models
The BIST Technology index seems to have reached the upper band despite the ongoing political crisis in Turkey. But could it be continued? Source code: library(tidymodels) library(tidyverse) library(modeltime) library(modeltime.ensemble) library(timetk) #BIST Technology Index df_bist <- read_csv("data/bist_tech.csv") %>% janitor::clean_names...
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Machine Learning Insights on BIST 100’s Future
The BIST100 was rising before the Turkish Central Bank’s rate cuts; could that be an initial signal of a firm uptrend? The ML model tells us there is much more room to go up. library(tidyverse) library(tidymodels) library(tidyquant) library(timetk) library(modeltime) #BIST 100 (XU100.IS) df_bist <- tq_get("XU100.IS") %>% mutate(date = as....
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Gold’s Rise Over Silver Amid Trump Tariffs
The impact of Trump tariffs has boosted gold to outpost silver. Source code: library(tidyverse) library(tidyquant) #XAU/USD | Gold Spot US Dollar Price df_xau <- df_xau <- read_csv("data/xau.csv") %>% janitor::clean_names() %>% mutate(date = parse_date(date, "%m/%d/%Y")) %>% select(date, xau = price) #XAG/USD | Silver Spot US Doll...
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Anomaly Detection of the S&P 500
Since the date the Bank of Japan (BoJ) increased the interest rate, there seems to have yet been tested an anomaly for the S&P 500 despite the strategists saying it is overvalued. Source code: library(tidyverse) library(tidyquant) library(timetk) #S&P 500 (^GSPC) df_sp500 <- tq_get("^GSPC") #Anomaly Plot df_sp500 %>% filter(date >= as.Date...
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Amazon vs. MicroStrategy
According to the simulation results, MicroStrategy has had a positive trend with less volatility for the last ten years compared to AMAZON, which has had a negative trend with high volatility. Source code: library(tidyverse) library(tidyquant) df_port <- tq_get(c("AMZN","MSTR")) %>% group_by(symbol) %>% tq_transmute(select = adjusted,...
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Impact of Trump’s Win on Financial ETFs
Donald Trump’s recent election win has sparked a rapid surge in sectors like Financials. Barclays calls this a clear reflection of the “Trump playbook,” trends seen in 2016. According to this, the iShares Global Financials ETF seems to have room to continue the uptrend. Source code: library(tidyverse) library(tidyquant) library(timetk) #iSh...
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Quantitative Analysis: NVIDIA
Although the investors do not like the pace of revenue growth, in terms of QoQ, NVIDIA’s revenue increased for the first time in five quarters. Source code: library(tidyverse) library(tidyquant) library(timetk) #NVIDIA Corporation Earnings df_nvda_earnings <- read.delim("https://raw.githubusercontent.com/mesdi/blog/refs/heads/main/nvidia_ear...
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Time Series Machine Learning: Shanghai Composite
Shanghai Composite does not seem to be at an ideal point for entry. Source code: library(tidyverse) library(tidyquant) library(timetk) library(tidymodels) library(modeltime) library(workflowsets) #Shanghai Composite Index (000001.SS) df_shanghai <- tq_get("000001.SS", from = "2015-09-01") %>% tq_transmute(select = close, mut...
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