Dataset Name: cq_sma_signals
Data Starts at: 42037
Symbol Set: Equities
Asset Class: Equity
Data Update Time(s): SOD Daily
Data Update Frequency: day
CloudQuant SMA Signals Dataset
CloudQuant's Top Tier research team has taken premium sentiment signals and, using the latest AI techniques, created Signals for the top US Equity symbols.
The sentiment signals contained 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 (email@example.com) and we will be happy to supply a document detailing a simple demonstration of the efficacy of this Signal Dataset.
How To Use This Signal DatasetThe dataset contains signals for three portfolio options:
- Low Risk, Low Return Diversified Portfolio - Largest Number of signals per day.
- Mid Risk, Mid Return Portfolio
- High Risk, High Return Portfolio - Smallest number of signals per day.
- For the Diversified Portfolio the weights are ints from -3 to +3
- For the Mid Return Portfolio the weights are ints from -2 to +2
- For the High Return Portfolio the weights are ints from -1 to +1
The timestamp column contains the day that the signal should be acted upon (ex. the signals that come out the morning of 2022-06-30 will have that day in the timestamp column and should be acted upon at market open).
These signals were created and tested with an open-to-open hold time.
Data Contained in this Dataset
|_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|