Created a model for the S&P 500 and its constituent stocks using semi-structured market data. I ranked and selected stocks to construct a long/short portfolio based on the prediction results.
Combined factors using the S&P 500 and constituent stocks by selecting a model for a large dataset that includes market data, fundamental data and some alternative data.
I validated my model to ensure there's no overfitting & ranked and selected stocks to construct a long/short portfolio based on the prediction results.
Created a model for the S&P 500 and its constituent stocks using semi-structured market data. I ranked and selected stocks to construct a long/short portfolio based on the prediction results.