CloudQuant Saffron Lion
CloudQuant Saffron Lion, a dataset carefully crafted to assist traders in gaining valuable insights for short-term trading strategies, offers traders an opportunity to enhance their understanding of short-term market dynamics. By leveraging proprietary institutional flow datasets, this resource aims to provide a platform for capturing and examining significant trade momentums, with a particular focus on short-term alphas.
Notable Features:
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Daily Signals for US Large-Cap Stocks: CQ Saffron Lion offers a daily signal dataset tailored exclusively for US large-cap stocks. This dataset is designed to provide traders with timely insights, allowing for informed decision-making in an ever-evolving market.
- Signal Range from -1 to 1: The signals within CQ Saffron Lion are represented within a range of -1 to 1, offering a straightforward indication of trading opportunities. Positive signals indicate potential long positions, while negative signals point to short opportunities, simplifying the trading strategy.
- Proven Backtest Results: Extensive backtesting research has been conducted to assess the efficacy of these signals. These findings provide valuable historical context, offering insights into the dataset's potential for generating short-term alpha.
- Optimal Holding Period of 1 to 5 Days: CQ Saffron Lion suggests an optimal holding period of 1 to 5 days for short-term trading strategies. This insight can be valuable in guiding traders towards strategically timed trades.
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Timely Delivery: Receive the dataset daily from Tuesday to Saturday, precisely before the market opens with clear timestamp indexed, allowing you to seize opportunities as they arise.
Holding Periods
1-5 Days
| 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 |
| signal_values | double | +1.00 to -1.00 to indicate signal |