✓ Weekly projections with a horizon of 52 weeks
✓ 500 context variables related to the financial instrument
✓ 20-year historical base of the prices of the variables defined on a weekly basis
› Basic View
The price projection of the financial instrument is delivered with a horizon of 52 weeks, based on weekly projections.
The projection is made using only the 20-year historical base of the prices of the financial instrument, on a weekly basis. For example, in the case of “Coffee C”, only the historical prices of coffee from the “ICE Futures U.S. – NYBOT” stock exchange for the last 20 years are used.
The View includes: 1) projected financial instrument identification, 2) prediction start date, 3) projected price graph, 4) expected price at the end of the projected year, and 5) the high and low prices of the forecast trajectory predicted prices.
Identification of the projected financial instrument
Prediction start date
Projected price chart
Expected price at the end of the projected year
Maximum and minimum price data of the predicted price trajectory
› Risk Basic View
The price projection of the financial instrument is delivered with a horizon of 52 weeks, based on weekly projections.
The projection is made using only the 20-year historical base of the prices of the financial instrument, on a weekly basis. For example, in the case of “Coffee C”, only the historical prices of coffee from the “ICE Futures U.S. – NYBOT” stock exchange for the last 20 years are used.
The View includes: 1) projected financial instrument identification, 2) prediction start date, 3) projected price chart and price bands containing the random path of the actual price of the financial instrument with 99% and 95% estimated probability of occurrence, 4) expected price at the end of the projected year, and 5) the maximum and minimum prices of the predicted price trajectory.
Identification of the projected financial instrument
Prediction start date
Price bands containing the random trajectory of the real price of the financial instrument with 99% and 95% estimated probability of occurrence
Expected price at the end of the projected year
Maximum and minimum price data of the predicted price trajectory
› Pro View
The price projection of the financial instrument is delivered with a horizon of 52 weeks, based on weekly projections.
The projection is made using 500 context variables related to the financial instrument, which seek to represent its reality, and which in some way may affect its prices. A 20-year historical base of the prices of the variables defined on a weekly basis is used. For example, in the case of coffee, some of the variables used are: the weekly rainfall of the coffee-producing area of Brazil, the Dong/USD exchange rate, the re-export of coffee from Italy, the interest rate of the FED, total exports of Colombia, Cocoa prices.
The View includes: 1) projected financial instrument identification, 2) prediction start date, 3) projected price graph, 4) expected price at the end of the projected year, and 5) the high and low prices of the forecast trajectory. predicted prices.
Identification of the projected financial instrument
Prediction start date
Projected price chart
Expected price at the end of the projected year
Maximum and minimum price data of the predicted price trajectory
› Risk Pro View
The price projection of the financial instrument is delivered with a horizon of 52 weeks, based on weekly projections.
The projection is made using 500 context variables related to the financial instrument, which seek to represent its reality, and which in some way may affect its prices. A 20-year historical base of the prices of the variables defined on a weekly basis is used. For example, in the case of coffee, some of the variables used are: the weekly rainfall of the coffee-producing area of Brazil, the Dong/USD exchange rate, the re-export of coffee from Italy, the interest rate of the FED, total exports of Colombia, Cocoa prices.
The View includes: 1) projected financial instrument identification, 2) prediction start date, 3) projected price chart and price bands containing the random path of the actual price of the financial instrument with 99% and 95% estimated probability of occurrence, 4) expected price at the end of the projected year, and 5) the maximum and minimum prices of the predicted price trajectory.
Identification of the projected financial instrument
Prediction start date
Price bands containing the random trajectory of the real price of the financial instrument with 99% and 95% estimated probability of occurrence
Expected price at the end of the projected year
Maximum and minimum price data of the predicted price trajectory
› Radar Pro View
The price projection of the financial instrument is delivered with a horizon of 52 weeks, based on weekly projections.
The projection is made using 500 context variables related to the financial instrument, which seek to represent its reality, and which in some way may affect its prices. A 20-year historical base of the prices of the variables defined on a weekly basis is used. For example, in the case of coffee, some of the variables used are: the weekly rainfall of the coffee-producing area of Brazil, the Dong/USD exchange rate, the re-export of coffee from Italy, the interest rate of the FED, total exports of Colombia, Cocoa prices.
The View includes: 1) projected financial instrument identification, 2) prediction start date, 3) projected price chart and price bands containing the random path of the actual price of the financial instrument with 99% and 95% estimated probability of occurrence, 4) expected price at the end of the projected year, 5) the maximum and minimum prices of the predicted price trajectory, and 6) the radar chart where the incidence of each group of context variables is expressed for the 1 year horizon price prediction.
Identification of the projected financial instrument
Prediction start date
Price bands containing the random trajectory of the real price of the financial instrument with 99% and 95% estimated probability of occurrence
Expected price at the end of the projected year
Maximum and minimum price data of the predicted price trajectory
Radar graph where the incidence of each group of context variables for the 1 year horizon price prediction is expressed
› Premium View
The price projection of the financial instrument is delivered with a horizon of 52 weeks, based on weekly projections.
The projection is made using 500 context variables related to the financial instrument, which seek to represent its reality, and which in some way may affect its prices. A 20-year historical base of the prices of the variables defined on a weekly basis is used. For example, in the case of coffee, some of the variables used are: the weekly rainfall of the coffee-producing area of Brazil, the Dong/USD exchange rate, the re-export of coffee from Italy, the interest rate of the FED, total exports of Colombia, Cocoa prices.
The View includes: 1) identification of the projected financial instrument (in the example it is Coffee), 2) start date of the prediction (in the example it is 20 April 2020), 3) projected price chart (in the example it is the curve “Price trend”), the price bands that contain the random trajectory of the real price of the financial instrument with an estimated probability of occurrence of 99% and 95% (in the example they are the curves indicated with 95% and 99%), and the consistency data of the projected price each month based on the historical analysis of past results (back logs), giving the % of cases in which the evolution of real prices coincided with the trend of the projected price (in the example, month 4 the coincidence between the real price value and the projected price is greater than 60%, which means that when doing the back logs analysis, more than 60% of the cases evaluated had a coincidence between the evolution of real prices and the trend of projected prices; same and example in month 10 the coincidence was greater than 80%), 4) expected price at the end of the projected year (in the example it is 118 USD), 5) the data of maximum and minimum prices of the predicted price trajectory, 6) consistency data of the projected price bands based on the historical analysis of past results (back logs), giving the % of cases in which the evolution of real prices was contained by the price bands (in the example, the 99% band contained to real prices in 100% of the evaluated backlogs cases, and the 95% band contained them in 97% of the cases), and 7) the radar graph where the incidence of each group of context variables is expressed for the 1-year horizon price prediction (in the example, the group of variables that has the greatest impact on the projected price for the 1-year future horizon is the “Financial market” followed by “Brazil”).
Identification of the projected financial instrument
Prediction start date
Projected price chart
Expected price at the end of the projected year
Maximum and minimum price data of the predicted price trajectory
Consistency data of the projected price bands based on the historical analysis of the past results
Radar graph where the incidence of each group of context variables for the 1 year horizon price prediction is expressed
Views Comparison Chart
