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arXiv:1806.05160 [q-fin.ST]AbstractReferencesReviewsResources

Weak Correlations of Stocks Future Returns

Ludovico Latmiral

Published 2018-06-13Version 1

We analyze correlations of stock returns via a series of widely adopted market and stock parameters which we refer to as \textit{explanatory variables}. We subsequently exploit the results to propose a quantitative adaptive technique to infer predictions on expected relations among future stock returns.

Comments: 8 pages, 3 figures, 1 table
Categories: q-fin.ST, q-fin.PM
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