CQ AI Intelligration – CloudQuant’s Researchers utilize Machine Learning to create an even better signal!

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!

INTELLIGRATION VESTLY OVERVIEW

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 researchers identified a machine learning model which, holding postitions for 2 days, gave a return of 11.26% with a Sharpe Ratio equal to 2.215 and alpha of 15.44% in 2020. On average, the return was 9.8% per annum with an average yearly Sharpe Ratio is 1.567. The overall 13 months Sharpe Ratio was 1.827.

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