In today’s briefing:
- Screening for GEMs: December 2023
- TWSE Short Interest Weekly (Dec 1st): Genius Electronics
Screening for GEMs: December 2023
- An overview (and output) of our machine learning-driven GEM screening model, which seeks to find the best medium-term long ideas within the top 100 stocks in the MSCI GEM Index.
- The model is based on 1) a quantitative multifactor screening model, enhanced by two AI Technology-based approaches; 2) a Deep Neural Network model, and 3) a Recurrent Neural Network model.
- Developed over roughly 4 years and implemented in its current state for over 3 years, the model has a solid real-world alpha-generating performance track record, discussed in detail below.
TWSE Short Interest Weekly (Dec 1st): Genius Electronics
- We analyzed the changes in short interest of TWSE Stocks as of Dec 1st which has an aggregated short interest worth USD15.3bn.
- We tabulate league table for top short by value and short as multiple of ADT, as well as weekly increases & decreases in short value, short as multiple of ADT.
- We highlight TWSE short interest weekly changes in Genius Elec.
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