We analyze correlations of stock returns via a series of widely adopted market and stock parameters which we refer to as explanatory variables . We subsequently exploit the results to propose a  quantitative adaptive technique to infer predictions on expected relations among future stock returns .
We analyze correlations among stock returns via a series of widely adopted parameters which we refer to as explanatory variables . We subsequently exploit the results to propose a long only quantitative adaptive technique to construct a profitable portfolio of assets which exhibits minor drawdowns and higher recoveries than both an equally weighted and an efficient frontier portfolio .
R
of
among
D
market and stock
R
explanatory variables
explanatory variables
A
long only
R
infer predictions on expected relations among future stock returns
construct a profitable portfolio of assets which exhibits minor drawdowns and higher recoveries than both an equally weighted and an efficient frontier portfolio