Time Series Analytics Europe

Life is there to be enjoyed... The model is here to do the work.

Intraday stock market indices

TSA-Europe's technology analizes the price of major stock market indices in a 15 minute time frame. The analysis is done in three different models which are subsequently being merged into one ("Balanced program").

Also shown is the performance of the slow trend program


1. Balanced global stock indices program

2. Global stock indices Trend program

 

the table below compares the Barclayhedge Equity Long/Short bias index to our programs (in percent , uncompounded) as per end of May 2017

 
Year
Barclayhedge
TSA Balanced
 TSA Trend
 2005    11.47    4.08   -2.72
 2006    8.04    19.80    11.41
 2007    7.91    50.03    21.82
 2008   -11.88    47.36    20.70
 2009    14.42    18.19    19.96
 2010    7.27    6.68    33.27
 2011   -4.58    34.30    11.17
 2012    6.35    10.16   -3.27
 2013    13.85    28.27    0.07
 2014    2.94    23.30    4.03
 2015    2.49    12.01    3.26
 2016    1.83   -8.30    3.37
2017   
    3.25    7.29   -0.04

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