Alpha Vertex PreCog 500
PreCog uses powerful machine learning models to forecast 5 day stock returns.
Description
PreCog uses powerful machine learning models to forecast stock returns at multiple horizons. The models incorporate hundreds of data points covering the economy, company financial performance market data and investor sentiment to generate their outlooks.

Note: Quantopian started collecting this dataset live on March 6, 2017. Why this matters: https://www.quantopian.com/posts/quantopian-partner-data-how-is-it-collected-processed-and-surfaced
How to use
# Pipeline
from quantopian.pipeline.data.alpha_vertex import precog_top_500

# Interactive
from quantopian.interactive.data.alpha_vertex import precog_top_500
Example Usage
Vendor
Alpha Vertex develops financial technologies based on predictive machine learning algorithms to change the way finance professionals go about discovering and analyzing investment opportunities.
Price
$135/month
Timespan of data
01 Jan 2010 - Ongoing
Free data availability
01 Jan 2010 - 11 Nov 2017