Low Latency API
Market IQ’s low latency API feed provides key sentiment inflection thresholds at the security level to help generate incremental alpha within existing multi-factor models. Additionally, the Market IQ API also incorporates tick level sentiment and velocity
Extensive walk forward analysis has validated the efficacy of Market IQ’s proprietary dataset. We consistently deliver an Information Ratio of 4.4 with Price Reversal Strategies, and 2.6 with Price Momentum Strategies.
We achieve such high-levels of effectiveness based on patented algorithms extracting intelligence from the richest unstructured dataset in the industry.
- 62 different metrics are used to comprise Market IQ’s patented Natural Language Processing Algorithms and Artificial Intelligence Framework
- Hundreds of news sources and blogs are extensively mined; such as Nasdaq, Dow Jones, Seeking Alpha, Deal Book, etc
- Social Datasets from Twitter, Facebook, and StockTwits dating back to 2009