This is a **Derived SIGNAL** based on the cq_alphaflow signals, and can be used for backtesting signals for cq_alphaflow. Specifically, the values of alphatide_rank ranged from 0 to 1 can be used to construct portfolios. It contains two signals for each symbol per day, one at 05:00:00 NY time and one at 14:00:00 NY time.
Timestamp should be used as the time index where it indicates when the signals available time.
Tradedate refers to the date that the score calculation is based on.
Alphatide_score, alphatide_rank, and alphatide_zscore provides the normalized signals of alphatide.
| 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 |
| tradedate | string | |
| alphatide_score | double | |
| alphatide_rank | double | |
| alphatide_zscore | double |