Dynamic Stock Selection Index (DSI)
The Dynamic Stock Selection Index (DSI) adapts factor relevance and weights across market regimes, ensuring regime-aware stock ranking.
Main Formula
DSIs(t) = Σi ∈ F15(t) wᵢ(t) · zs,i(t)
Interactive DSI Calculator (Single Stock)
| Factor (i) | zs,i(t) | wᵢ(t) |
|---|
Interpretation:
Higher DSI indicates stronger alignment with the current market regime. Use DSI values to rank stocks evaluated at the same time.
Higher DSI indicates stronger alignment with the current market regime. Use DSI values to rank stocks evaluated at the same time.
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