Dataset Name: cq_sma_equity_percentiles_and_indicators
Group: sentiment
Vendor: CloudQuant
Data Starts at: 2015-02-02 00:00:00
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. |
| 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 |