Publications by Selcuk Disci
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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Time Series Machine Learning: S&P 500
It does not seem to be a safe entry point for the S&P 500 market ahead of the FED rate cuts. Source code: library(tidyverse) library(tidymodels) library(timetk) library(tidyquant) library(modeltime) library(ggthemes) #FED Interest Rates df_fedfunds <- read_csv("https://raw.githubusercontent.com/mesdi/investingcom/main/fedfunds.csv") %>% ja...
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Exploratory Data Analysis: Will PCE Data Push Bitcoin?
Could the latest PCE data catalyze Bitcoin to surge beyond major resistance and reach $70K? The last time that US PCE Price Index values were under the estimates (miss), BTC prices rocketed. Source code: library(tidyverse) library(tidyquant) library(timetk) #U.S. PCE Price Index YoY df_pce_yoy <- read.delim("https://raw.githubusercontent.com/...
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Comparing Many Models: An Uptrend for Nvidia?
Since April, Nvidia has tried to hold above the point forecasting line. As predictive intervals’ slopes are slightly up; could Nvidia continue an uptrend? Source code: library(tidyverse) library(timetk) library(tidymodels) library(modeltime) library(ggthemes) #Nvidia (monthly) df_nvidia <- tq_get("NVDA", to = "2024-08-29") %>% tq_transmut...
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Exploratory Data Analysis: Economic Performance of China
China’s GDP growth rate for the second quarter was both lower than expected and the previous quarter. In addition, the performance of the China Fund has been significantly worse over the past year. Is China heading towards a recession? Source code: library(tidyverse) library(tidyquant) library(timetk) library(ggthemes) #The China Fund, Inc. (q...
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Comparing Many Models: Crude Oil Futures Price
Crude oil futures prices have fluctuated above the point forecast line (XGBoost) year to date. library(tidyverse) library(tidymodels) library(tidyquant) library(timetk) library(modeltime) library(workflowsets) #Crude Oil Futures(USD) (Index 2014 = 100) df_crude_oil <- tq_get("CL=F") %>% tq_transmute(select = close, mutate_fun...
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Visualizing the Impact of U.S. Crude Oil Production Surge on Prices
U.S. Crude Oil Inventories increased more than expected, but this didn’t cause oil prices to decline amid FED rate cut expectations. Crude oil production increased by 68% since 2014, while prices fell by 20%. library(tidyverse) library(tidyquant) #Crude Oil Futures(USD) (Index 2014 = 100) df_crude_oil <- tq_get("CL=F") %>% tq_transmute(se...
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Black Monday Crash
The Bank of Japan has raised the interest rates and Nikkei has crushed the worst since the Black Monday crash of October 1987. The S&P 500 and DAX have declined similarly, but the DAX has performed slightly better. library(tidyverse) library(tidyquant) #Nikkei 225 df_nikkei225 <- tq_get("^N225", to = "2024-08-05") %>% tq_transmute(select = ...
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