Experimental setup
1) Data set: The AEX-index is the best known index of Euronext Amsterdam and is made up of 25 high capitalized stocks.
The weights of the stocks are based on market capitalization and are adjusted real time.
The index provides a fair representation of the Dutch economy (more details about this index are available at http://www.euronext.com).
Our goal is to reproduce the performance of this index using only a subset consisting of 10 index shares.