Factor Relevance Function (Stock Market – Dynamic Model)
This module computes the dynamic relevance score of a stock-market factor based on macro conditions, sector leadership, and recent predictive power.
Mathematical Definition
Rᵢ(t) = α · Mᵢ(t) + β · Sᵢ(t) + γ · Pᵢ(t)
Interactive Factor Relevance Calculator
Tuning Parameters
Interpretation:
Higher Rᵢ(t) values indicate factors that should be prioritized for stock selection in the current market phase.
Higher Rᵢ(t) values indicate factors that should be prioritized for stock selection in the current market phase.
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