Market-Optimized Stock Index (MOSI)
The Smith–Hazel Index is a statistically optimal selection index used in quantitative breeding. This logic translates into finance as the Market-Optimized Stock Index (MOSI).
Core Formula
MOSIs = Σ bᵢ · xs,i
b = P−1 · G · a
b = P−1 · G · a
This calculator demonstrates the logic using simplified diagonal matrices.
Simplified MOSI Calculator (Demonstration)
| Factor | xs,i Observed |
Pᵢ Variance |
Gᵢ Long-Term |
aᵢ Priority |
bᵢ Weight |
|---|
Interpretation:
MOSI balances factor information, correlation structure, and investor intent to generate a professional-grade stock score.
MOSI balances factor information, correlation structure, and investor intent to generate a professional-grade stock score.
Leave a Reply