Deutsche Bank Crunches Shipping Data For Russell 3000 Returns

Deutsche Bank’s Data Innovation Group has identified signals within shipping data that explain return variations in Russell 3000 stocks between January 2010 and December 2017. The new research, published in a report Monday, applies machine-learning techniques to data from U.S. bills of lading, or shipping contracts.

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Sondra Campanelli
OCT 05, 2018

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