Machine Learning Finance

allea Ltd. Research & Development


Forecast Pictet 2005 40+

Index Pictet 2005 40+ forecasted over 12 months (per June 30, 2025) with Monte Carlo based on its monthly historical return data and with historical Inflation HCPI (blue color) compared with Normal-Density based only on historical return data (red color) - scrolling with computer mouse rights-lefts. Forecasting of Pictet indices is additionally important to valuate the Target Value of Investment Fluctuation Reserve (TV IFR) for the next 12 months because the inflation evolution has a strong impact on portfolio returns