Estimize Signal yearly performance.
Estimize Signal yearly performance.
Hi Ilya,
Great work sharing your research. I am curious what methodology you used to generate the signal field in csv files? I am trying to understand the way you construct PEAD strategy.
Thanks
Julius,
This signal data is being generated by Estimize's proprietary algo: https://www.estimize.com/access/quant
1) The strategy runs throughout the earnings cycle (pre and post) and seems to hold for 1 day and refresh positions based on the signal. How can i edit it to only hold around Earnings Announcement day?
2) How are the Post Signal different from the signal you've used? I thought both were (Estimize - WallStreet Estimate) as a %