Data Science, Hedge Fund

Momentum analysis: TSLA, LULU, AMD

Written by Leonardo Hadi · 22 sec read >
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Tesla

Tesla Ticker Price since Jan. 2019
Time Series Analysis – Tesla stock – Adjusted closing price
Time Series – Smoothing Technique – Tesla Stock – 20 days moving average
Time Series – Smoothing Technique – Tesla Stock – 50 days moving average
Time Series – Smoothing Technique – Tesla Stock – 100 days moving average
Time Series – Smoothing Technique – Tesla Stock – 200 days moving average

AIC = 5869.438, RMSE = 12.41591. 60 days forecast = $1137.6740 (mean), Lo 95 = 888.1851, High 95 = 1387.1628

Tesla – Time series forecasting with Holt’s method – 60 days forecast

AIC=4083.46, RMSE = 12.41608

Tesla – Time series forecasting with ARIMA method – 60 days forecast

AMD

AIC=3841.282, RMSE=1.759574

AIC=2061.59, RMSE=1.758118

LULU

AIC=5138.468, RMSE=6.139655

AIC=3354.88, RMSE=6.138215

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Written by Leonardo Hadi
MBA from the University of Illinois at Urbana-Champaign. Quantitative Fund Investor. Professional Engineer. Operations Professional. Profile

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