CloudQuant Blog

$TSLA Skyrocketed Ahead of Stock Split Shown in the spikes in the acceleration of change of volatility spread.

CloudQuant CEO Morgan Slade speaking on second panel "Smart Beta - Identifying true factor exposure and understanding factor correlation" at "The Trading Show" - 17th September 2020

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.

Short-selling opportunities exist using ESG Alternative Data

In our study of Environmental, Social, and Governance (ESG) data, we looked at holding positions based upon the G&S Quotient short term price predictor score. We found that 5-day holds and 20-day holds using this score were very interesting and produced positive returns. Based on this data set we saw that you could have traded and held some of these stocks and closed your positions at the end of the day last Friday. See the charts for $ADBE, $AAPL, $MSFT, and $LDOS