S3 Partners - White Paper on S3 / CloudQuant Unique Short Interest Signal
The post S3 Partners – White Paper on S3 / CloudQuant Unique Short Interest Signal appeared first on CloudQuant.
S3 Partners - White Paper on S3 / CloudQuant Unique Short Interest Signal
The post S3 Partners – White Paper on S3 / CloudQuant Unique Short Interest Signal appeared first on CloudQuant.
Trading Technologies and CloudQuant Launch Strategic Partnership to Explore Creation of Alternative Data Offering
The post Trading Technologies and CloudQuant Launch Strategic Partnership to Explore Creation of Alternative Data Offering appeared first on CloudQuant.
CHICAGO, May 27, 2021 — SpiderRock Gateway Technologies and CloudQuant (CQ) prove that access to large, complex, point-in-time historical data doesn’t have to be difficult. SpiderRock launched the Liberator API service which allows clients to skip the complex data onboarding process and simply use Microsoft Excel(™) or common programming languages to access data with one […]
The post SpiderRock Partners with CloudQuant to provide Historical Derivatives Data Access via API appeared first on CloudQuant.
Chicago, IL and St. Louis, MO—June 26, 2021— CloudQuant is excited to announce that Exegy Inc., the global leader in low-latency market data and execution solutions, predictive trading signals, and hardware-acceleration technology, today announced that it now provides Signum predictive trading signals to CloudQuant and its clients. Liquidity Lamp Summary—a daily summary of iceberg (reserve) […]
The post CloudQuant Partners with Exegy’s Signum to Provide Liquidity Lamp Summary Data appeared first on CloudQuant.
The newly released study authored by CloudQuant Research quantified the strength and uniqueness of New Constructs Earnings Distortion Data — Below are highlights of the findings. The dollar-neutral long-short portfolio, using 20-day lagged New Constructs (“NC”)-based signal, returned 60% over 10 years with a Sharpe Ratio over the last five years of ~1. The […]
The post CloudQuant Identifies Significant Alpha in New Constructs Data appeared first on CloudQuant.
The newly released study authored by CloudQuant Research quantified the strength and uniqueness of Data Vendor’s Earnings Distortion Data — Below are highlights of the findings. The dollar-neutral long-short portfolio, using 20-day lagged Data Vendor (“DV”)-based signal, returned 60% over 10 years with a Sharpe Ratio over the last five years of ~1. The long-only […]
The post CloudQuant Identifies Significant Alpha in Earnings Distortion Dataset appeared first on CloudQuant.
Chicago, IL and New York, NY — November 22nd, 2021 — CloudQuant, a leading data, research, and technology firm, today announced that ICE DataVault is now available through the CloudQuant Liberator platform. This integration can allow ICE and CloudQuant customers to easily access ICE DataVault’s comprehensive archive of historical tick data captured from the ICE Consolidated Feed. […]
The post CloudQuant Integrates ICE DataVault Into Its Liberator Platform appeared first on CloudQuant.
Trading the financial markets can be very tedious due to the numerous challenges that newbies and professional traders or investors face. Some of these challenges include keeping their emotions in check, finding the right signals to trade, and discovering a profitable trading strategy. The truth is, trading can be a tad difficult, and we totally […]
The post Trading Signals – An Important Guide to Better Trading appeared first on CloudQuant.
GWI’s Global consumer data generates significant returns when referenced across dollar neutral weighted portfolios. Using our quarterly GWI persona-based signals, we’ve been able to demonstrate an out performance of the S&P 500 index by an average of 7% annually. With a focus on long-short equal weighted portfolios, our model has shown a total return of 95% […]
The post Consumer Survey Data Signal Outperforms S&P 500 appeared first on CloudQuant.
Request More Information via Email
The post CloudQuant Research develops highly novel signals around Prosper Insights & Analytics Consumer Survey Data appeared first on CloudQuant.
About half of US allocators are planning on increasing their investments in hedge funds for 2022 according to a recent With Intelligence survey of 200 allocators. One reason may be investor concerns about the 40-year inflation rate the US is experiencing. Although last year was a good year for funds historically the Credit Suisse Equity […]
The post CloudQuant Signal Development Use Case: Consumer Survey Data by Prosper Insights & Analytics appeared first on CloudQuant.
July 5th, 2022. Chicago, IL, USA. CloudQuant, the leading provider of Alternative Data, Research, and Technology is proud to announce that Paul Bolton will be joining the Chicago Team as Director of Sales. Paul began his career in proprietary trading nearly two decades ago, with his passion for derivatives bringing him to the windy city upon […]
The post CloudQuant Hires Paul Bolton as Director of Sales appeared first on CloudQuant.
Prosper Insights & Analytics Future Spending Plans September Data LinkUp Real Time Job Posting Data
The post CloudQuant Predicts Core CPI To Decline As Interest Rate Hikes Take Hold appeared first on CloudQuant.
In December alone, our Liberator Data Fabric delivered over 11 trillion rows of data. In 2023 our goal is to continue to deliver data solutions and simplify data access for the global community of data users and data owners. Solutions for Data Users Access to a library of 15k+ datasets from over 70 vendors- […]
The post Solutions for Data Users and Data Owners in 2023 from CloudQuant appeared first on CloudQuant.
Register: Download Equity Kinetics Whitepaper Download Investor Kinetics Whitepaper here
The post Finding Alpha Webinar: Equity and Investor Kinetics appeared first on CloudQuant.
CloudQuant Researchers have recently developed investor flow signals and research insights by studying DTCC Equity Kinetics and Investor Kinetics Datasets. Our Data Research Team utilized a combination of backtesting and artificial intelligence to derive these signals and insights from the data. Kevin Zhou, Senior Quantitative Researcher, provides background on the techniques and strategies he employed […]
The post How CloudQuant Researchers Derived Signals out of DTCC Data Services’ Kinetics Datasets appeared first on CloudQuant.
CloudQuant Alpha Flow Dataset informs traders on the magnitude and direction of order flow. It further decomposes money flow in the equity market into institutional subcomponents. This enables investors and institutional traders to understand short-term price performance, long-term investment trend, and opportunistic price dislocation. By looking at the CloudQuant Alpha Flow Dataset, traders can identify […]
The post CloudQuant Alpha Flow Insights appeared first on CloudQuant.