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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.
CALCULATION_DATE string The calculation date for the stock ranking score in format YYYY-MM-DD.
COMPOSITE_FIGI string The FIGI composite code ( 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

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