eleph4nt

Post Mortem: Buy List 1 July 2021, 1 Oct 2021, 1 Jan 2022, 1 April 2022 and 1 July 2022, 3 month holding period returns, USD100K liquidity

These Buy list have an additional criteria, USD 100K liquidity per day. This means that you can at least buy some stocks because there is some liquidity. So, it is implementable because there is some liquidity.

If you look at the bottom of each table, you will see "mean(tophsrank)" - this is the average return of the stocks chosen by the AI. "Allreturn" means the average return of the entire universe (all the stocks).

The first table, the BD (Buydate) format is wrong - should be 1 July 2021.

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