What’s covered in this lecture?

1 AI-powered ETF

2 AIEQ Performance

For publicly traded NYSE:AIEQ, we may use R:quantmod to retrieve the historical market data (daily only) and visualize them by the candle stick chart through interactive plotly tools.

3 ETF Holdings

4 Porfolio Analysis

Next we compute the sample mean and covariance matrix based on historical returns. For simplicity, strong homogeneity is assumed.

5 Markowitz Efficient Frontier

Alternatively, we may use plotly to interactively visualize the efficient frontier, the underlying assets, and the AIEQ position.

We may use the above procedure to keep tracking the AIEQ performance by e.g. taking a moving-window apporach. We may also improve the analysis by intra-day data whenever available.