Ever wondered how you would have performed if you had copied your favorite Senator's personal trading for the last year? Or if you had only bought the most-discussed stocks on WallStreetBets? Quiver Strategies is a tool that gives live insights into the performance of trading strategies built around Quiver's alternative datasets. We make it easy to track the performance and holdings of these strategies, so you can see which datafeeds and stocks you should be paying attention to.
How can I trade with Quiver Strategies?
We do not currently offer brokerage integrations to automatically rebalance your portfolio based on these strategies. One method of trading with Quiver Strategies is by tracking the top long/short positions in your favorite strategy, and buying/shorting the given companies on your own trading platform.
Where does Quiver's data come from?
Quiver aggregates both public and proprietary alternative data on publicly traded companies. Examples include sources such as the FDA, Twitter, Reddit, and the US Patent Office, all of which can be scraped for free and provide timely, actionable information. For more information on our sources, click here
How often is the Quiver Strategies data updated?
The strategies' performance metrics update in realtime throughout the day, while portfolio rebalancing typically occurs on a daily basis.
What are you doing to minimize backtesing biases?
Because our trading strategies re-balance at a relatively slow frequency, we avoid many common backtesting biases. With that being said, here are a few biases to be aware of when evaluating backtesting performance.
Optimization bias can occur from optimizing trading strategies too closely to past data, resulting in backtest outperformance. In an effort to avoid this bias, we generally use simple, straightforward strategy logic. Our trading decisions are typically fairly intuitive, and don’t come from a machine learning black box.
Survivorship bias can occur from only using existing companies in your backtest. In only trading active tickers, stocks which would eventually be delisted are avoided. Data on delisted companies may be less complete than data on active companies, meaning that stocks which would eventually be delisted may be incorrectly ignored.
Lookahead bias can occur from using information that would not have yet been known to make a trading decision in a backtest. We try to ensure that trading decisions are made based on when information would have been available at the time of the trade. In many of our datasets, there is a gap between when an action takes place and when it is disclosed - when this happens, we make decisions based on when the action was disclosed
What is the CAGR?
CAGR (compounded annual growth rate), is the historical annualized rate of return for an investment strategy, throughout the backtest period.
What is the Sharpe Ratio?
The Sharpe Ratio is a measure of historical risk-adjusted return, which quantifies the amount of return that an investor received per unit of risk. Click here for more details on how the Sharpe Ratio is calculated.
Can I test Quiver Strategies before purchasing?
All Quiver Strategies subscriptions have a one-month free trial. You can cancel your subscription at any point during this trial period, and avoid any charges.
Who do I contact if I have questions?
Contact us at [email protected] if you have any additional questions or feedback.
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