bullish
Screening for GEMs: November 2024
115 Views04 Nov 2024 09:00
SUMMARY
- 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.
Begin exploring Smartkarma's AI-augmented investing intelligence platform with a complimentary Preview Pass to:
- Unlock research summaries
- Follow top, independent analysts
- Receive personalised alerts
- Access Analytics, Events and more
Join 55,000+ investors, including top global asset managers overseeing $13+ trillion.
Upgrade later to our paid plans for full-access.
or
Already have an account? Sign In Now
Discussions
(Paid Plans Only)
- Global Stock Positioning: MSFT Dominates, Mag7 Record U/W, Apple Inflows, Tobacco Uninvestable?29 Nov 2024
- Active Global Funds: Country Positioning - USA Highs, Japan Lows, Taiwan Record Ownership26 Nov 2024
- Active GEM Funds: Positioning Chart Pack19 Nov 2024
- Screening for GEMs: October 202402 Oct 2024
- Indian IT Services: Where Are We in the Growth Cycle?29 Apr 2024
x