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cq_sma_equity_percentiles_and_indicators

cq_sma_equity_percentiles_and_indicators by CloudQuant

Dataset Name: cq_sma_equity_percentiles_and_indicators


Group: sentiment
Vendor: CloudQuant
Data Starts at: 42037
Symbol Set: Equities
Asset Class: Equity
Data Update Time(s): SOD Daily
Data Update Frequency: day

CloudQuant SMA Equities Percentiles and Indicators Dataset

CloudQuant's Top Tier research team has taken premium sentiment scores and, using the latest AI techniques, created a Momentum/Reversion indicator for the top US Equity symbols.

These indicators can be easy added to a current model to influence or weight your current trading decisions.

If you would like more information, please contact our sales department (sales@cloudquant.com) and we will be happy to supply a document detailing a simple demonstration of the efficacy of this Indicator Dataset.

How To Use This Indicator Dataset

The percentiles and indicators dataset contains the percentile ranking of each ticker mentioned on Twitter or Stocktwits for their S-Score and S-Buzz metrics from the SMA dataset.

It also contains a momentum indicator and a mean-reverting indicator.

The indicators can take values of -1 or +1, where +1 means a ticker would be bought in a momentum or mean-reverting strategy, and -1 means it would be sold.

The timestamp column in this dataset refers to the day that the information came from, meaning that an entry for 2022-06-30 would be meant to be acted upon on 2022-07-01.


The datasets include only the tickers that were mentioned on Twitter or StockTwits for a certain day. We limit our universe to stocks that were over $5 a share and $100mm market cap for the previous trading day



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. (underlying field is nc_publish_date_actual)
symbol string Trading Symbol or Ticker
twitter_s_score_percentile double twitter_s_score_percentile
twitter_s_buzz_percentile double twitter_s_buzz_percentile
stocktwits_s_score_percentile double stocktwits_s_score_percentile
stocktwits_s_buzz_percentile double stocktwits_s_buzz_percentile
mean_reverting_indicator double mean_reverting_indicator
momentum_indicator double momentum_indicator


Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.