S3 Partners – CloudQuant Research works with S3 Partners to produce a unique and effective ML based Short Interest Signal
S3 partners provides accurate Short Interest Analytics to identify crowded long and short trades.
S3’s data provides transparency to the true spread of the borrow / loan market, with the only independent and unbiased bid, offer, and last rates for Securities Finance.
New Unique ML Signal!
CloudQuant’s Research department took S3’s data and utilizing their research platform CloudQuant AI, produced a trading signal which demonstrated significant alpha.
The CQAI Signal powered by S3 Data produced a total return of 74.06% with Sharpe Ratio equal to 1.05 in all test years (2018~2020). By factor analysis, we also found that around 80.00% of the total return is pure alpha (60.93%) not explained by traditional market, size momentum and value factors.
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