Custom backtest using alt data on your 13F portfolio [example]
How much would alternative data have helped? Here’s what we did: 1. Grabbed your quarterly long U.S. equity position from your 13F filings 2. Matched these positions to three ExtractAlpha model scores: Digital Revenue Signal (DRS), Tactical Model (TM1), and Cross Asset Model (CAM1). 3. Measured the performance of a quarterly portfolio of your holdings, […]