Dataset Name: brain_bsr_5-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 (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 |