Timing S&P500 Using a Large Set of Forecasting Variables

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Academic paper

Return Predictability and Market-Timing: A One-Month Model

AuthorsBlair Hull; Xiao Qiao; Petra Bakosova

Institute
  • HTAA, LLC
  • City University of Hong Kong
  • Paraconic Technologies US Inc
  • School of Data Science, City University of Hong Kong
  • Hull Tactical

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