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Multi-Expert Factors (Longs/Shorts)

About the dataset

  • Introducing multi-expert longs & shorts as contributing factors to the Nasdaq Analytics Hub. The Analytics Hub combines third-party and Nasdaq datasets with our machine intelligence engine, creating new and unique market signals. All third-party data partners must pass a rigorous Nasdaq vetting process, including survivor-bias-free back-testing—confirming the validity and effectiveness of the data.
  • This dataset includes:
    • Machine Learning (ML) driven signals derived from a collection of models using fundamental and technical factors specific to stocks in the Russell 1000.
    • Predictive signals provided as a daily feed with a score for each stock: higher scores indicating stronger likelihoods of outperformance of the benchmark, over a 21-day trading period; lower scores indicating likelihoods below the benchmark over a 21-day trading period
    • All Russell 1000 constituents provided with a daily score, ranked from most bullish to most bearish
    • Daily data feed product, SFTP delivery
  • Raw data provided by Lucena Research. Lucena helps market participants find opportunities, reduce risk, and build portfolios by providing artificial intelligence-based decision support technology that incorporates data from multiple, orthogonal big data sources including fundamental, technical, macroeconomic, and esoteric sources.

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