---
title: Equity Price Model
url: https://www.ml-quant.com/papers/ssrn/4979203/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4979203
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979203
featured: 2024-10-09
citations: unknown
topic: Econometrics & Forecasting
---


# Equity Price Model

The 3MR Reactive Price Model uses linear regression and yield prediction to forecast future values of the S&P 500 index, rejecting the martingale hypothesis and allowing for a retrospective yield estimate.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4979203
- Identifier: SSRN 4979203
- Released: 2024-10-07
- First featured: Quant Letter No. 69 (2024-10-09): https://www.ml-quant.com/issues/2024-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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