Index-Rebalancing
Unverified ML strategy on Indices by lukegeel101. BotFinder score 18 out of 100.
Machine-learning research on S&P index rebalancing, stock-price effects, linear regression, and LSTM forecasting.
Source: github
BotFinder analysis pending.
Index-Rebalancing
Index-Rebalancing Can machine learning identify which stocks will move after they are added to an S&P index? This UMass Amherst research project combines market data, linear regression, and LSTM models to study the 24-hour price effect around index-rebalancing announcements. At a glance | Question | Approach | Main limitation | | --- | --- | --- | | Forecast the price change after an index addition. | Compare interpretable linear regression with an LSTM using company, sector, index, volume, dividend, and market-cap features. | The committed dataset contains only 92 usable observations because of historical API coverage and missing data. | [!NOTE] This is an exploratory research project, not investment advice or evidence of a production-ready trading strategy. Reproduce the committed evaluation The supported evaluation path fingerprints the committed CSV and recomputes its coverage and descriptive metrics without retraining the historical notebooks. | Verified dataset metric | Result | | --- | ---: | | Observations | 92 | | Unique tickers | 91 | | S&P indices | 3 | | GICS sectors | 11
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