Membership prediction estimates, before the rank day, the probability that each stock will be in the index after the reconstitution, by applying the index’s rules to the stock’s characteristics projected forward.
Quantitative Finance · Glossaire
Quantitative Finance · Glossaire
Membership prediction estimates, before the rank day, the probability that each stock will be in the index after the reconstitution, by applying the index’s rules to the stock’s characteristics projected forward.