We introduce a new, hybrid measure of stock return tail covariance risk, motivated by the under-diversified portfolio holdings of individual investors, and investigate its cross-sectional predictive p
The goal of this GitHub repository is to forecast the future returns of the S&P 500 Index using historical time series data. This was done using a data analysis pipeline and includes jupyter notebooks
SQL database (accessed with SQlite3 in Python) Daily OHLCV of DJIU, CACA40, BEL20, AEX and FTSE for testing main performance metrics and D-ratio with AI models predicting asset returns. 1. Daily retur