Dataset Name: precisionalpha_xnas
Group: trading_signal
Vendor: Precision Alpha
Data Starts at: 2016-03-16 00:00:00
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): 1:05 AM EST
Data Update Frequency: day
CloudQuant long-short backtest results show the following:
| Sharpe Ratio | Total Return | Alpha Return | Beta Return |
|---|---|---|---|
| 5.36 | 121.2 | 37.91 | 11.8 |
The Precision Alpha Price Dynamics and Price Predictor processes historical closing market prices to predict price direction the next trading day.
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 |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| Security Name | string | Security Name |
| Date | string | Date |
| Close | double | Close Price |
| Pplus | double | Market probabilities - Pplus Pminus (Pminus is 1-Pplus hence Pplus >0.5 is a positive indicator <0.5 a negative indicator) |
| Pminus | double | Market probabilities - Pplus Pminus (Pminus is 1-Pplus hence Pplus >0.5 is a positive indicator <0.5 a negative indicator) |
| Emotion | double | Market emotion/energy - Emotion |
| Power | double | Market power - Power |
| Resistance | double | Market resistance - Resistence |
| Noise | double | Market noise - Noise |
| Temperature | double | Market temperature - Temperature |
| Free Energy | double | Market free energy - Free Energy |
| symbol | string | Trading Symbol |