The Estimize dataset by ExtractAlpha estimates the financials of companies, including EPS, revenues, industry-specific KPIs, macroeconomic indicators, and more. The data covers over 2,800 US-listed Equities’ EPS/Revenue, over 200 company KPIs, 27 US and 55 international macroeconomic indicator datasets, and more. The data starts in January 2011 and is delivered on a daily frequency. This dataset is crowdsourced from a community of 100,000+ contributors via the data provider’s web platform.
This dataset depends on the US Equity Security Master dataset because the US Equity Security Master dataset contains information on splits, dividends, and symbol changes.
ExtractAlpha was founded by Vinesh Jha in 2013 with the goal of providing alternative data for investors. ExtractAlpha's rigorously researched data sets and quantitative stock selection models leverage unique sources and analytical techniques, allowing users to gain an investment edge.
QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.
The Estimize dataset enables you to estimate the financial data of a company more accurately for alpha. Examples include the following use cases:
- Fundamental estimates for ML regression/classification models
- Arbitrage/Sentiment trading on market “surprise” from ordinary expectations based on the better expectation by the dataset
- Using industry-specific KPIs to predict the returns of individual sectors
Using ExtractAlpha Estimize data in the QuantConnect Cloud for your backtesting and live trading purposes.
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