AbleMarkets Corporate Filings AI Index
Daily Artificial Intelligence (AI) analysis of corporate filings of the U.S. equities
Detailed public analysis of corporate disclosures, summarized for your convenience.
Benefits
- The analysis produces medium to long-range forecasts (valid for the following quarter!). Perfect for institutional investors with quarterly or even longer reallocation.
- Unique and original data scource: developed using novel techniques discussed in the Big Data Science in Finance (Aldridge and Avellaneda, 2021, Wiley).
- Includes both long and short signals -- can be used to optimize exits in long-only portfolios.
- Covers Russell 3,000 + for as wide or as narrow coverage as you like.
- History from 2015 to present for your backtesting needs.
Process
- Determine your universe: AbleMarkets corporate filings index is distributed per equity name.
- Sign up for daily or weekly updates for the financial instruments of your choice.
- Receive your data in any or all of the following ways:
- Visual online dashboard
- AWS S3
- Text alerts for all or selected filings only (for example, filings that result in the buy or sell ratings)
- Email alerts for all or selected filings.
- Capture the benefits and improve your bottom line.
How to Use AbleMarkets Corp Filings AI Index?
The index is delivered in a convenient and familiar research format: every equity name is classified as a Buy/Hold/Sell.
The index can be combined with other AbleMarkets indices and any other research for an even more targeted forecast in a portable alpha-style framework.
The forecasts are highly predictive on a quarterly basis.
Supported Asset Classes
AbleMarkets Corp Filings AI Index is available for most of the U.S. equities.
The history goes back to January 2015.
Data Description
The AbleMarkets Corporate Filings AI Index is based on 50+ years of data science research documented in Big Data Science in Finance (Aldridge and Avellaneda, 2021)
Data Distribution
The index data is distributed on trading days every morning before 2:30 AM ET to satisfy our European clients.
Sample Daily Data
Data Dictionary:
The intraday data distributed in a table via AWS S3 or FTP contains the following fields:
- Date (YYYYMMDD): the last filing date, NOT the data distribution date
- Symbol (e.g., ULTA)
- Recommendation: 1 (Buy), 0 (Hold), -1 (Sell)
