CloudQuant’s Researchers have taken the already very impressive Intelligration Vestly Alternative Data Set and, utilizing CloudQuant’s AI Research Platform, analysed the data using a large number of Machine Learning models finally creating an even better Alpha Signal!
INTELLIGRATION VESTLY OVERVIEW
Intelligration generate Long/Short scores for 2,700 NYSE and Nasdaq tickers (no ETFs) based simulated trading decisions by users on the Vestly stock trading app.
Our researchers identified a machine learning model which, holding postitions for 2 days, gave a return of 11.26% with a Sharpe Ratio equal to 2.215 and alpha of 15.44% in 2020. On average, the return was 9.8% per annum with an average yearly Sharpe Ratio is 1.567. The overall 13 months Sharpe Ratio was 1.827.
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