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gsq_short_term_score_largecap

gsq_short_term_score_largecap by G&S Quotient

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.