Skip to navigation Skip to content CloudQuant Signals
Menu
  • Home
  • Signals
  • Forecasts
  • Watchlist
 Login
 Login
  1. Home
  2. Features
  3. Institutional Flow Signal

Institutional Flow Signal

Money Flow / Trading Signal

About

The Institutional Flows Signal delivers a one day open-to-open hold time strategy derived based on institutional flow estimation on a daily basis. It provides insight into large iceberg orders hidden from the order books that are usually signs of large institutional flows.

The Institutional Flows Signal is a set of continuous signals that can be used in different ways based on the trading approach. A simple way is to create a target portfolio based on the signal rankings, e.g., long top 50 stocks with the highest signals daily. The signal is also a good resource for watchlists of stocks to long or short. It could also provide insights of large institutional trades for certain individual stocks ahead of time, e.g. identifying Elon Musk’s selling TSLA stock shares in 2022 Q3.

The Signal is ranged from 0 to 1, while closer to 1 indicating buy signals and closer to 0 indicating sell signals.

SUPPORT AND PURCHASE

sales@cloudquant.com

RELATED RESEARCH AND INSIGHTS

Trading Signals - An Important Guide To Better Trading

Results

The dollar neutral backtest has a turnover ratio of 75+%, meaning the majority of the time the 75% of the portfolio turns over each day - the hold times being from 1 to 2 days.

From 01/01/2019 to 03/01/2022, the annualized return is 9.30% and the total return of 29.49%, and a Sharpe ratio over 3 (excluding transaction costs). Based on our risk factor analysis, above 90% of the return is idiosyncratic that is independent from market small beta factors.

24.49%

Total Return

9.30%

Annualized Return

3.00+

Sharpe Ratio

Overview

Product Type Trading Signal
Geographic Area U.S. Equities
Sectors Consumer Staples
Consumer Discretionary
Energy
Financials
Healthcare
Industrials
Materials
Real Estate
Utilities
Backtest Start Date 2019-01-01
Strategy Start Date 2022-03-01
Frequency Daily
Delivery Time 6AM CT
Data Source

Performance

Explore More Signals

Core CPI Forcast
Money Flow/
Trading Signal
Core CPI Forcast
Social Sentiment Signals
Consumer Interest/
Trading Signal
Social Sentiment Signals
SEC Fillings Signals
Money Flow/
Trading Signal
SEC Fillings Signals

Want to try out Trading Signals? Let’s talk

sales@cloudquant.com
Contact us

© Copyright - CloudQuant, LLC. All rights reserved.

Top