Dataset Name: cq_core_cpi_forecast
Group: trading_signal
Vendor: CloudQuant
Data Starts at: 42036
Data Currently Ends at: ongoing, contact sales for full data set.
Symbol Set: US Equities
Asset Class: Equity
Data Update Frequency: month
CloudQuant Core CPI Forecast
Researchers at CloudQuant utilized cutting edge machine learning techniques and an array of alternative datasets to predict Core CPI approximately 3 weeks before its actual release.
The dataset contains predictions and actuals for Core CPI and the two most commonly reported metrics. These metrics are the year-over-year percent change in Core CPI, as well as the month-to-month change in the year-over-year number.
The dataset can be used both as a macroeconomic snapshot for longer term strategies, or as an indicator in shorter term strategies centered around the release date of the actual CPI numbers (this date varies month to month but is normally between the 10th and 15th).
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. |
| symbol | string | Trading Symbol or Ticker |
| Actual Core CPI | double | Actual Core Consumer Price Index (CPI) |
| Predicted Core CPI | double | Predicted Core CPI |
| Actual YoY Change Core CPI | double | Actual YoY Change Core Core Consumer Price Index - CPI |
| Predicted YoY Change Core CPI | string | Predicted YoY Change Core CPI |
| Actual Monthly Change of YoY Core CPI | string | Actual Monthly Change of YoY Core Consumer Price Index - CPI |
| Predicted Monthly Change of YoY Core CPI | string | Predicted Monthly Change of YoY Core CPI |