
Overview
Brain Machine Learning Stock Ranking for Next 21 Days (Live Feed)
Overview
Brain Machine Learning proprietary platform is exploited to generate a daily stock ranking based on the predicted future returns for the following 21 trading days for a universe of the largest 1000 US stocks. The model implements a voting scheme of machine learning classifiers that non linearly combine a variety of features with a series of techniques aimed at mitigating the well-known overfitting problem for financial data with a low signal to noise ratio.
Live Data
The dataset provides a daily feed updated each day within 06:00 AM UTC.
Each revision contains only the latest updated data for the next 21 days prediction time horizon.
Historical Data
The historical data can be obtained for testing purposes by following one of these methods:
- by downloading previous revisions
- by contacting us to at support@braincompany.co
- by subscribing to the free trial product Brain Machine Learning Stock Ranking (History Trial) . Please note that here all time prediction horizons are included for testing while in the live feed only a specific time horizon is included.
Highlights
- Enhance quantitative models and long short strategies by adding a multi-factor ranking that non-linearly combines stock specific market data (price, volume, fundamentals) with market regimes indicators and calendar anomalies using advanced Machine Learning techniques.
- Rely on a robust Machine Learning approach that incorporates a series of techniques to mitigate the overfitting problem that often plagues financial data with a low signal to noise ratio. The model uses a dynamic universe that is rebalanced each year to avoid survivorship bias.
- Discover signal value and explore model data with free trial access to approximately 10 years of daily rankings history.
Feed Details
Brain Machine Learning Stock Rankings are generated daily and based on the predicted future returns of a dynamic universe of the largest 1000 US stocks for the following 21 trading days. The universe is updated yearly.
Model inputs include stock specific features such as fundamentals and price-volume related metrics, market data such as volatility and other financial stress indicators, and calendar related signals such as day or month anomalies.
Disclaimer
The content of this dataset is not to be intended as investment advice. The material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provvaluee investment advisory or other services by Brain. Brain makes no guarantees regarding the accuracy and completeness of the information expressed in the dataset.
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Pricing
Dimension | Description | Cost/month |
|---|---|---|
Product Access | Dimension that grants access to the product for subscribers. | $1,700.00 |
Vendor refund policy
No refunds are offered for this product, for more information please contact us at support@braincompany.co
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Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Brain Machine Learning Stock Ranking for Next 21 Days (Live Feed) | All historical revisions | All future revisions | Not included | Not included |
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