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cq_sma_signals

cq_sma_signals by CloudQuant

Dataset Name: cq_sma_signals


Group: trading_signal
Vendor: CloudQuant
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 (sales@cloudquant.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 Dataset

The 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.
There is a column for each portfolio that contains positive and negative numbers for symbols that should be bought or sold respectively.

  • 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

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
cq_sma_high double cq_sma_high
cq_sma_mid double cq_sma_mid
cq_sma_diversified double cq_sma_diversified


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.