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!
Tag: Alternative Data
CloudQuant today announced a ground-breaking strategic partnership with Crux Informatics (“Crux”). The agreement will enable CloudQuant’s PaaS analytics clients and Liberator(™) data firehose clients to quickly trial, onboard, and analyze data from Crux’s expansive network of data suppliers. The partnership enables end-users to access novel datasets, analysis tools and expertise to quickly transform data into profits.
Intelligration – Another CloudQuant White Paper Success! Our most recently completed white paper is on the Intelligration Vestly Data Set. Intelligration designed, built and continues to operate Vestly™, a virtual stock trading app, to generate unique data with institutional-grade integrity. 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 research has uncovered Significant Alpha in their Dataset.
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$TSLA Skyrocketed Ahead of Stock Split
$TSLA Skyrocketed Ahead of Stock Split
Shown in the spikes in the acceleration of change of volatility spread.
Investing in ESG has been crazy in the past few months. A recent market-neutral backtest showed a 8.73% return (Sharpe of 4.98) for the period of January 1, 2020, to April 22, 2020.
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Waffle House
CloudQuant LLC analysts, believe that Waffle House will be announcing a cryptocurrency in conjunction with Starbucks ($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.
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.