Question
- In short, I am looking for any academic research that deals with 'selection of features that changes on a daily basis'
- In other words, academic researches studying 'which technical indicators that changes on a daily basis should be considered when investing in stocks.' An example can be PER(price earning ratio) since it changes every day.
Question in more detail
- I am using 'adjusted daily closing price' for my portfolio optimization and since adj. daily closing prices changes daily, I want my technical indicators to change daily as well.
- However, some financial ratios such as 'Price to book ratio' and 'Days sales of inventory' changes at least quarterly, when the financial statements come out.
- As such, I am looking for academic researches dealing with which technical indicators that changes daily should be considered and which of them may not be considered while investing in stocks.