09 mars 2014 ~ 0 Commentaire

2014-03-07 End of fifth trading week : first losses

Portfolio Selection

This week was very hard for investment because of the Ukrainian problem and the situation will still remain like this until the Ukrainian crisis will be entirely solved. This week was the first week I underperformed the market index CAC 40. I’ve made a total performance of -1.424%. in the same time the CAC 40 has made -0.95% (I underperformed the market of about 48 bps). I correctly analyse the Arkema firm but I loose my gain with my bet on Bourbon even if the firm’s results was very good, the general situation was too bad oriented and Bourbon made a performance of -8.09% on the week. However I will keep the firm in my portfolio to play the mean reversion on the title.

The result of the past trading week is bellow

Portfolio Performance Sum Up

cumulated portfolio performance

 

Move on ending week :

On friday closing I choose to sold my position on DNXCorp because the expected effect was not there and I want to try another stock picking composition. I also sold my position on Atos for the same reason. In the same time I choose two new companies to complete my panel :

I bought 10% Assystem at 21.97

and 10% of Iliad at 188.95

The new composition is now :

composition friday closing

 

I also forecast to invest in two other firm during the week : Altran and Haulotte because of their configurations. Below you will find new technical analysis which I developped during the past week. I am curently working on daily monitoring and also on my quantitative analysis algorithm mainly on econometric sciences .

I hope to provide you the results of my studies soon. For the moment enjoy these new graphs. Some of them are not perfect because they need to be rebased as the price graph however I didn’t find the time to manage this case in my code. iliad altran assystem haulote 09-Mar-2014Williams 09-Mar-2014Average True Range 09-Mar-2014Change 09-Mar-2014Commodity Index Channel 09-Mar-2014Exponantial Moving Average 09-Mar-2014Highest High Lowest Low 09-Mar-2014Parabolic Stop And Reverse 09-Mar-2014Price Rebase at 100 09-Mar-2014Rate of Change 09-Mar-2014Relative Strength Index 09-Mar-2014Simple Moving Average 09-Mar-2014Triple Exponantial Moving Average 09-Mar-2014True Strength Index 09-Mar-2014Volatility Ratio

 

See you soon

Emmanuel

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