For this backtest, we used an NLP generated dataset that uses public information from corporate filings that is optimized for a 5-day return. This dataset distills data points down into a proprietary score that is used to rank the publically listed companies.
Interested in More?
We, like all of you, are busy during these unprecedented times. However, we are offering to send you the daily quintile stock list that has the top quintile and bottom quintiles for this dataset so you can evaluate the trading strategy for your self. We do this with automation (like everything we do at CloudQuant!). The email will arrive around 9:10 EST each trading day. This is a limited time offer. We will only provide this daily email listing for the next few months.
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