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precisionalpha_xnas

precisionalpha_xnas by Precision Alpha

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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