26 Pages Posted: 3 Apr 2017 Last revised: 22 Jul 2017
Date Written: May 31, 2017
We develop a novel ranking methodology to rank the market forecaster. In particular, we distinguish forecasts by their specificity, rather than considering all predictions and forecasts equally important, and we also analyze the impact of the number of forecasts made by a particular forecaster. We have applied our methodology on a dataset including 6,627 forecasts made by 68 forecasters.
Keywords: Marker forecasters ranking; Guru ranking; Market forecast
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation
Bailey, David H. and Borwein, Jonathan M. and Salehipour, Amir and Lopez de Prado, Marcos, Evaluation and Ranking of Market Forecasters (May 31, 2017). Available at SSRN: https://ssrn.com/abstract=2944853