EQUITYFORECAST

Launched in January 2015, the purpose of equityforecast is to make accessible the application of quantitative methods from the disciplines of computational science and applied mathematics to the global equity markets... We believe that informing fundamental investing decisions with quantitative decision support algorithms enriches the knowledge base of retail and institutional investors, and better facilitates alpha generation for portfolios with equity positions. Hidden Markov models, artificial neural networks, and Kalman filters are all among the analytical methods used to make these security price and volatility predictions... Forecasting equity market returns using robust methods from computational science and applied mathematics.