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nasdaq100

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Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market regimes.

  • Updated Mar 6, 2026
  • Jupyter Notebook

Four datasets intended for use by ML models to assess whether ML can take a set of financial ratios for stocks in the Nasdaq 100 (x data) and the subsequent 12 month Share Price performance (y data) and hence predict with accuracy future Share Price returns.

  • Updated Jun 13, 2023
  • Jupyter Notebook

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