Replicate and Decompose the daily return sequence for investment funds or equity with 500 stock daily return sequence from SP 500 The target for this project is to replicate the daily return sequence for any investment fund or equity, with the given performance of SP 500 stocks. After the replication, the relative importances of the 500 stocks will be decomposed. Then the training model can be used to predict the future returns of the target fund or equity.
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zandy19/InvestmentReplication
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Replicate and decompose the investment strategy for any equity or fund with the SP 500 stocks
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