Hidden Markov models - regime detection
Standard & Poor's 500 Index (S&P 500) is an American Stock market index of 500 stocks. It is a leading indicator of US equities and reflects the performance of large-cap companies selected by economists. Experts, when determining the 500 stocks, consider factors that are included in the index, including market size, liquidity, and industry grouping. It is a market value-weighted index and one of the common benchmarks for the US stock market. Investment products based on the S&P 500 include index funds and exchange-traded funds are available to investors. Investors have a challenge replicating the S&P 500 since the portfolio would need stocks of 500 companies in ratio to the entire portfolio to replicate ...
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