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brain_bsr_2-day_alpha

brain_bsr_2-day_alpha by Brain

Dataset Name: brain_bsr_2-day_alpha


Group: machine_learning
Vendor: Brain
Data Starts at: 2010-01-01 00:00:00
Asset Class: Equity
Data Update Time(s): 7:05 AM EST
Data Update Frequency: day

Brain Company's Machine Learning proprietary platform is used to generate a daily stock ranking based on the predicted future returns of a dynamic universe of largest 1,000 US stocks over several time horizons: 2, 3, 5, 10 and 21 trading days.

Data Contained in this Dataset

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. (underlying field is nc_publish_date_actual)
CALCULATION_DATE string The calculation date for the stock ranking score in format YYYY-MM-DD.
COMPOSITE_FIGI string The FIGI composite code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country.
ML_ALPHA double core related to the predicted return on the time horizon of N days. For example, the file 'ml_alpha_5_days.csv' contains the stock ranking related to the predicted future returns for a time horizon
symbol string Trading Symbol or Ticker


Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.