Raw Data file – Index Service
Pick from 85+ Global Exchange for new insights based on end-of-day data. From NASDAQ to DAX, FTSE to TYO.
Monitoring Non-Equilibrium Behavior in Financial Markets
Precision Alpha uses six months of closing-price measurements and the mathematics of machine learning to calculate exact, closed-form expressions and numerically evaluate Market Probabilities, Market Energy, Market Power, Market Resistance, Market Noise, Market Temperature and Market Free Energy (Helmholtz).
Precision Alpha provides indicators of significant price movement with a six-week future horizon.
Precision Alpha uses non-equilibrium signal analysis on closing prices to expose what market participants are currently unable to see: Exact, unbiased values for probabilities that show reversion-to-mean and momentum.
Precision Alpha identifies structural breaks in financial time-series to indicate a confluence of factors that offer a favorable risk-adjusted return.
The Sharpe ratio is defined using statistical expressions, namely, the average return and the standard deviation. It is clear, however, that financial markets are not in statistical equilibrium, and this measure is misleading in most financial markets. The non-equilibrium generalization of the Sharpe ratio can be shown to be always greater than the equilibrium case. Therefore we call the non-equilibrium expression a “Sharper ratio”, and is defined as the ratio of the expected PL minus the risk-free return, divided by the expected PL minus the average return.
For the systematic/quant fund, we offer a raw data file sent out daily.
For Discretionary/Fundamental we have a real-time mobile app.