Chicago Mercantile Exchange Holdings is the parent company of Chicago Mercantile Exchange Inc, the largest futures exchange in the United States based on notional value, trading volume and open interest. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX around-the-clock electronic trading platform. CME offers futures contracts and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities.
Industry sector: Finance
Sector classification: Security & commodity brokers, dealers, exchanges & services
Deep Learning based analysis and prediction model for CME Group Inc. (CME) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.
Model is in the production pipeline since Sept. 30, 2015.
Market data for CME model training are being downloaded from the Quandl premium datasets on a daily basis.
Model is being retrained on a daily basis.
| Float | 338M |
| P/E | 27.00 |
| Shares Outstanding | 340M |
| % Held by Insiders | 0.61% |
| % Held by Institutions | 83.25% |
| EPS (last reported FY) | $4.53 |
| EPS (last reported Q) | $1.23 |
| EPS, estimated (last reported Q) | $1.20 |
| Total revenues | $4 B |
| Net income | $2 B |