Adding Prospective Change-point and Retrospective Change-point Theory as Extensions to Quantitative Portfolio Theory and Practice

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Describes creation of three predictive signals "TRI-SIGNAL" with ability to predict future 1 - 3 trade-day change-point.
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Prospective change-point in next 1 - 3 trade days with 95%+ accuracy is retrospectively confirmed in as little as 1 - 5 - 10 subsequent trade-days with 100% accuracy.
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Merton's asset return model is empirically applied in discrete time.
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