Dataset Name: gsq_short_term_score_largecap
Group: esg
Vendor: G&S Quotient
Data Starts at: 2013-01-01 00:00:00
Symbol Set: US Large Cap Equities
Asset Class: Equity
Data Update Time(s): 8:30 AM EST
Data Update Frequency: day
G&SQ Intraday Scoreâ„¢is a univariate score in a daily time series, covering large cap companies, computed from select G&SQ Measuresâ„¢, and is calibrated to next-day-open-to-close residual stock return. Ideal for day trading strategies. Delivered by 08:30AM EST each US trading day. Produced 2.78 annualized Sharpe Ratio in out-of-sample historical data in the past 6 years (untill 15-June-2022) in market-neutral strategies.
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 |
| Score_Date | string | Score_Date |
| Score_Delivery_Date | string | Score_Delivery_Date |
| FIGI | string | FIGI ID. The FIGI code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country. |
| Reg_Output | double | Reg_Output |
| Score | double | Score |
| MrktCap_Universe | string | MrktCap_Universe |