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The Estimize Signal

Estimize Signal yearly performance.

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3 responses

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 %