CloudQuant is pleased to announce a partnership with Deception and Truth Analysis to deliver their product "DATAbase"
DATAbase is a structured dataset that includes Deception And Truth Analysis Scores for all US equities’ regulatory filings and transcripts dating back to 2008 and is updated in near real-time.
DATAbase is a structured dataset that includes Deception And Truth Analysis Scores for almost all US equities’ regulatory filings and transcripts dating back to 2008 and is updated in near real time. DATA is grounded in the 100+ year research of deception science. We use NLP to look for more than 30 known behavioral differences between deceivers and truth tellers in text-based communications.
DATAbase’s regulatory filings include 10(k)s, 10(q)s, 8(k)s, DEF14s (proxies), 20-Fs, and S-1s (IPOs). Transcripts include earnings calls, guidance updates, conference presentations, and so on. Total number of equites is greater than 5,800, including coverage of the S&P 500, 400, and 600, as well as the Russell 2000, 1000, and 3000.
DATA Scores have been demonstrated to be predictive of future stock price performance. They are 88.4% accurate in discriminating between deceptiveness and truthfulness in text-based communications, with a p-value <1.41648534942489E-11 and a Cohen’s d of 4.23. The Type I error is 11.3%, while the Type II error is 14.3%.
DATAbase has coverage of more than 5,800 US equities, including the S&P 500, 400, and 600, as well as the Russell 2000, 1000, and 3000.
DATAbase Asset Classes: ADRs, Bonds, Equity, ETFs
Data Update Frequency: Minutely
Historical Data Coverage: 01/01/2008
Delivery: Via CloudQuant Liberator API or CQ AI Jupyter Python Research Environment
Trial: Free 4-week trials available
