IEEE Investment Ranking Challenge

Deadline: 2018-04-30
Award: $1,000
Open to: Unknown**

Explore methodology to identify assets with extreme positive or negative returns.

Using the provided data sets of financial predictors and semi-annual returns, participants are challenged to develop a model that will help identify the best-performing stocks in each time-period.

Research Question: Which stocks will experience the highest and lowest returns during the next six months?

Out of the thousands of stocks in the market, small groups will experience exceptionally high or low returns. Considering the distribution of stock returns, a portfolio manager must buy the stocks in the right tail of the distribution and avoid the stocks in the left tail. The performance of an entire equity portfolio is often driven by these key investment decisions. The goal of this challenge is to explore methodology that will increase the probability that portfolio managers identify these stocks with extreme positive or negative returns.