CloudQuant invites you to attend a Crux discussion on Data & Sustainability featuring 30 leaders from tech companies around the world, speaking about their practices and what your company can do to create a better future. CloudQuant has been active in Environmental, Social, and Governance Data research and backtesting in our try-before-buy ecosystem. You can […]
Author: Digimid Quant
Investing in ESG has been crazy in the past few months. A recent market-neutral backtest showed a 8.73% return (Sharpe of 4.98) for the period of January 1, 2020, to April 22, 2020.
Categories
Waffle House
CloudQuant LLC analysts, believe that Waffle House will be announcing a cryptocurrency in conjunction with Starbucks ($SBUX). WaffleBux proceeds will be used to build new Waffle House establishments in the exit lane of Starbucks drive-throughs. See link for more info…
Short-selling opportunities exist using ESG Alternative Data
A long-short portfolio outperforms the equal-weight S&P 500 ETF by 37.9%/year (after transaction costs) using Precision Alpha Alternative Data. Over 91.5% of the total return is pure alpha.
As Managed Funds decrease in popularity and Passive Funds take over there has been one bright spark for Fund Managers as Investors have realized that they can dramatically influence the behavior of companies through their investments.
In their fourteenth year of hosting the leading quantitative event worldwide, the Battle of the Quants – BIG DATA, has become the definitive event in the quantitative space for investors, managers and data buyers looking for key industry influencers, decision makers and investment opportunities. The Battle of the Quants curates carefully selected systematic investors and managers leading the way into the new world of Artificial Intelligence, Data Sets, Machine Learning, Digital Assets, Blockchain and Quantum Computing. Attendees include HNWI’s, Family Offices, FoF’s, Institutional Investors, Systematic Hedge Fund Managers, Data Providers and Data Buyers.
CloudQuant LLC has proven the value in the G&S Quotient Environmental, Social, and Governance (ESG) alternative dataset. The detailed data science study shows a long-short portfolio with a five-day or twenty-day position holding period produces an investment strategy with single year Sharpe Ratios as high as 2.046 and Alphas as high as 5.24%. The study shows that the dataset is highly distinct from other standard and so-called “smart-beta” factors.
Alternative Data is growing as a necessary weapon for traders and quantitative investors. Yet there are many barriers to alternative data success. (Includes python code)
CloudQuant CEO John Morgan Slade will be taking part in THE TRADING SHOW – CHICAGO 2019 on Wednesday 8th May 2019. At 13:20 (Central) he will be partaking in a Panel to discuss “Deep Neural Networks – how supervised do deep learning machines need to be?” At 14:00 (Central) He will be moderating a discussion […]