CloudQuant Webinar 1 – Precision Alpha Data Set

Welcome to registration for the next CloudQuant Alternative Data Set Webinar.

About the Precision Alpha Data Set

Precision Alpha Price Dynamics is a time-series of exact, unbiased, market measurements, calculated daily using closing price data from the past six months. By using the full mathematical machinery of machine learning, Precision Alpha calculates market features exactly, specifically: market probabilities, market emotion/energy, market power, market resistance and market noise. No assumptions are made, no ad hoc models created. Precision Alpha’s measurements let financial markets speak for themselves, allowing users to see financial markets more clearly than ever before.

CloudQuant White Paper Research

CloudQuant™ finds the Precision Alpha Score identifies investment signals or “catalysts” that produce statistically significant alpha at a greater than 99% (p-value < 0.01) level of confidence from 2016-2019 after accounting for dividends, corporate actions, exchange fees , commissions, and simulated trading slippage. The study measures the single-score (univariate) equal-weight, dollar-neutral portfolio performance as calculated by CloudQuant Mariner™ (“Mariner”)

The top intraday hold portfolio was Top 5% Long, Bottom 5% Short, Intraday which returned an average of 40.40% per annum , and had a yearly Sharpe Ratio more than 3.8 in three years with an overall Sharpe Ratio of 5.36, a beta estimated to be 0.118 (p-value < 0.0005) and an alpha of 37.91% (p-value < 0.0005) with 99.9% confidence

The Webinar – Friday, October 30 2020 11am EST 10am CST

Hosted by Morgan Slade, CEO of CloudQuant, this webinar will include a discussion of CloudQuant’s research and testing of this Data Set and how it can be of benefit to your manual and automated trading decisions.

Please register

We will send you a calendar link with the zoom information.