
CQ AlphaFlow Daily Scores contains our own normalized score metric for daily institutional flows. For each inference method in AlphaFlow we provide a 1, 5 and 15 day score, as well as a cross sectional rank and z-score. The scores should be interpreted as higher values having higher relative institutional buying than selling.
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) |
symbol | string | Trading Symbol or Ticker |
date | string | |
method1_1day_score | double | |
method1_5day_score | double | |
method1_15day_score | double | |
method2_1day_score | double | |
method2_5day_score | double | |
method2_15day_score | double | |
method3_1day_score | double | |
method3_5day_score | double | |
method3_15day_score | double | |
method4_1day_score | double | |
method4_5day_score | double | |
method4_15day_score | double | |
method5_1day_score | double | |
method5_5day_score | double | |
method5_15day_score | double | |
method1_1day_rank | double | |
method1_5day_rank | double | |
method1_15day_rank | double | |
method2_1day_rank | double | |
method2_5day_rank | double | |
method2_15day_rank | double | |
method3_1day_rank | double | |
method3_5day_rank | double | |
method3_15day_rank | double | |
method4_1day_rank | double | |
method4_5day_rank | double | |
method4_15day_rank | double | |
method5_1day_rank | double | |
method5_5day_rank | double | |
method5_15day_rank | double | |
method1_1day_zscore | double | |
method1_5day_zscore | double | |
method1_15day_zscore | double | |
method2_1day_zscore | double | |
method2_5day_zscore | double | |
method2_15day_zscore | double | |
method3_1day_zscore | double | |
method3_5day_zscore | double | |
method3_15day_zscore | double | |
method4_1day_zscore | double | |
method4_5day_zscore | double | |
method4_15day_zscore | double | |
method5_1day_zscore | double | |
method5_5day_zscore | double | |
method5_15day_zscore | double |