Discover

S&P500 StockRankings.

StockRank NewsLetter

Forecasting environment

72 stocks in 100 large-cap stocks in the S&P 500. The others (e.g., Google and Nvidia), are exclueded due to the short length of historical data.

expected returns scaled to the range [0, 1].

the point at which we make a prediction.

the period of time we want to make predictions for.

Project Title

---

Use this area of the page to describe your project. The icon above is part of a free icon set by Flat Icons. On their website, you can download their free set with 16 icons, or you can purchase the entire set with 146 icons for only $12!

• Client: Start Bootstrap
• Date: April 2014
• Service: Web Development

Close

Project Title

---

Use this area of the page to describe your project. The icon above is part of a free icon set by Flat Icons. On their website, you can download their free set with 16 icons, or you can purchase the entire set with 146 icons for only $12!

• Client: Start Bootstrap
• Date: April 2014
• Service: Web Development

Close

Project Title

---

Use this area of the page to describe your project. The icon above is part of a free icon set by Flat Icons. On their website, you can download their free set with 16 icons, or you can purchase the entire set with 146 icons for only $12!

• Client: Start Bootstrap
• Date: April 2014
• Service: Web Development

Close

Project Title

---

Use this area of the page to describe your project. The icon above is part of a free icon set by Flat Icons. On their website, you can download their free set with 16 icons, or you can purchase the entire set with 146 icons for only $12!

• Client: Start Bootstrap
• Date: April 2014
• Service: Web Development

Close

Project Title

---

Use this area of the page to describe your project. The icon above is part of a free icon set by Flat Icons. On their website, you can download their free set with 16 icons, or you can purchase the entire set with 146 icons for only $12!

• Client: Start Bootstrap
• Date: April 2014
• Service: Web Development

Close

Realized monthly returns of portfolios consists of top N assets