Brain Machine Learning Stock Ranking - A.I. Ranking for 600 Largest European Stocks

Brain Machine Learning Stock Rankings are generated daily and based on the predicted future returns of a dynamic universe of the largest 1,000 US stocks across four time horizons: 2,3, 5, 10 and 21 days. The universe is updated yearly. Model inputs include stock specific features such as fundamentals and price-volume related metrics, market data such as volatility and other financial stress indicators, and calendar related signals such as day or month anomalies. Data Dictionary https://braincompany.co/assets/files/bsr_data_dictionary.json Factsheet https://braincompany.co/assets/files/BSR_summary.pdf

搜集汇总

背景与挑战

背景概述

该数据集提供欧洲600只最大股票的AI每日排名，基于机器学习模型对美股未来2-21天收益的预测。排名模型综合了股票基本面、市场波动和日历信号等多种输入特征，股票池每年更新。