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.
AbleMarkets Corp Filings AI Index is available for most of the U.S. equities.
The history goes back to January 2015.
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)
The index data is distributed on trading days every morning before 2:30 AM ET to satisfy our European clients.
The intraday data distributed in a table via AWS S3 or FTP contains the following fields: