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SSRNPortfolio & Allocation

Predicting High-Alpha Fund Holdings

Machine learning can predict the stocks held by successful mutual fund managers more accurately than other methods, with past ownership, market cap, and volume being key factors.

Featured in No. 61 on 15 Aug 2024 · 2 days after release

Released
13 Aug 2024
First featured
No. 61 · 15 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4924423

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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