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gsq_short_term_score_largecap by G&S Quotient

Name: gsq_short_term_score_largecap
Brand: G&S Quotient
SKU: GSQ-00111
Price: 9999.99 USD
Availability: InStock

Category: esg , machine_learning , main_tax_category , natural_language_processing ,

Product Type: esg

Region: US ,

Industry: Consumer Discretionary , Consumer Staples , Energy , Financials , Health Care , Industrials , Information Technology , Materials , Real Estate , Telecommunication Services , Utilities ,

Asset Classes: Equity ,

Data Frequency: day

Quantity must be 1 or more

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 Score™is a univariate score in a daily time series, covering large cap companies, computed from select G&SQ Measures™, 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

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.