Brain Machine Learning Stock Ranking


Overview
Brain Machine Learning proprietary platform is exploited to generate a daily stock ranking based on the predicted future returns of a universe of 1000 stocks on four time horizons: 2,3, 5 and 10 days (other time horizons could be developed and tested upon request).
The model implements a voting scheme of machine learning classifiers that non linearly combine a variety of features with a series of techniques aimed at mitigating the well-known overfitting problem for financial data with a low signal to noise ratio. 

Input Features
The inputs to the model are represented by stock-specific features like price and volume related metrics (e.g. momentum or mean reversion on various time scales), fundamentals and also market regimes and calendar features.

Stock Universe
The stock universe is represented by the 1000 US stocks with the largest market cap and it is updated every year.

Free Trial
An history of approximately 10 year is available as Free Trial for testing in the time interval 2010/01/01- 2019/04/26.

Brain Sentiment Indicator

Brain Machine Learning proprietary platform is exploited to generate a daily stock ranking based on the predicted future returns of a universe of 1000 stocks on four time horizons: 2,3, 5 and 10 days. The data are available with daily frequency on our FTP service and a 10 years history is available for testing.

Brain Copyright

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Disclaimer: the content of this web site is not to be intended as investment advice. The material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Brain. Brain makes no guarantees regarding the accuracy and completeness of the information expressed in this web site.