Trading Technologies and CloudQuant Launch Strategic Partnership to Explore Creation of Alternative Data Offering
$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.
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 CEO John Morgan Slade will be taking part in THE TRADING SHOW – CHICAGO 2019 on Wednesday 8th May 2019. At 13:20 (Central) he will be partaking in a Panel to discuss “Deep Neural Networks – how supervised do deep learning machines need to be?” At 14:00 (Central) He will be moderating a discussion […]
What effect can alternative data sets have on trading algorithms? We asked a few of our teammates and systematic traders what the effect of alternative data sets is on trading algos. We thought we could spread some insight as to why our alternative data is so valuable the also developers. We all start using the […]
Bayesian Network is a probabilistic graphical model which comprises variables and its relationships. It uses Bayesian inference and learning to develop the algorithm.
What was your experience like learning Python within CloudQuant?
We asked our portfolio managers and product management teammates who code in Python to explain their starting experiences in programming with Python with CloudQuant. We wanted to share with everyone what encouraged them to keep learning throughout the years.
Everyone here codes as part of their job. This includes the CEO all the way down to the interns. We rely on our Backtesting Engine to ensure that trading algorithms work well before committing money to the automated trading strategies. But we also use JupyterLab in our daily work. We generate our reports, monitor our systems, and do all sorts of tasks in Python. Python has overtaken the spreadsheet in CloudQuant.
Sonal Gupta is an MBA graduate student at Case Western Reserve University in Ohio. She has five years experience in leading software development teams, product development and consulting engagements. She has the ability to analyze large volumes of data and generating actionable insights. We asked her what her experience has been like as a female in data science and invite you to read her response below.