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gsq_esg_midsmall_cap_short_term_price_predictor by G&S Quotient

Dataset Name: gsq_esg_midsmall_cap_short_term_price_predictor

Group: esg
Vendor: G&S Quotient
Data Starts at: 2017-12-01 00:00:00
Data Currently Ends at: 2022-07-01 00:00:00, contact sales for full data set.
Symbol Set: US Mid Cap Equities
Asset Class: Equity
Data Update Time(s): 9:00 AM EST
Data Update Frequency: day

CloudQuant long-short backtest results show the following:

Sharpe Ratio Total Return Alpha Return Beta Return
0.97 13.81 2.47 -2.41

G&S Quotient ESG dataset covers 1500 US Equities. A proprietary machine learning model calculates a daily 'Short-term Price Predictor Score'. This score targets a 5-day return, and is suited to 5 to 20-day hold strategies.

G&S Quotient collects more than 300 ESG data points daily for over 1,500 US equities. These are distilled down to 76 G&SQ Measures(tm), daily point-in-time. A proprietary machine learning model calculates a daily G&SQ 'Short-term Price Predictor Score(tm)'. The score is calibrated with 5-day return as target, and ideally suited for 5 to 20-day hold strategies. There are six distinct ESG datasets available.

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.
Date string This is the data-date. The underlying G&SQ datapoints are updated till the end-of-day (i.e. 23:59:59 hours EST) of the score-date.
Score double G&SQ Measure Outcome Values Percentile Ranks: Column 3 to 78. 76 G&SQ Measure ™ Outcome Values percentile ranks are presented on a daily point-in-time basis with corresponding column names. Please refer to the data dictionary for Dataset1 (G&SQ Measure ™
Population_Index_Constituents string Population Index Constituents
symbol string Trading Symbol or Ticker
ISIN string International Securities Identification Number. An international code which identifies a securities issue
CUSIP string Committee on Uniform Security Identification Procedures identifier owned by American Bankers Association operated by Standard and Poor's, requires CUSIP license.

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at 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.