Feedback on our Sunday night run...modest progress and improvement (continued R&D)

Jeffrey Cohen, President US Advanced Computing Infrastructure, Inc.  Chicago Quantum (SM) 
Dec 7, 2020 1pm CT

A few updates to share on our run over this past weekend. 

We include more shares in our analysis: (from ~3,250 to 4,529 US common shares on Dec 6, 2020).  We analyze 4,529 stocks, perform data validation to remove missing or incomplete adjusted close prices, and BETA values (1-year vs. SPY ETF) outside 'extreme' ranges, and analyze 4,163 US common stocks (up from 3,171 in our most recent publication).  We made improvements and adjustments.  We now include both NASDAQ Q and G stocks in our largest analyses.  We improve our FTP download and validation of tickers to enable more 'tricky tickers' to be included.  For example, we now include stocks with tickers that include '-' or '.' or ' ' when they are US common stocks.  Before, we pull data from NASDAQ or a static spreadsheet from NYSE.  Now, we pull all tickers via FTP from both NASDAQ and NYSE.

The second change is that we automate the downloading and validation processes.  We eliminated a source of human error (and time consumption).  This process still takes a very long time depending on the hardware we use, and begins to show the speed advantage of our HP Z420 server (multi-core, 3.6GHz processor with 48GB ECC RAM) over our iMAC 2013 with 16GB non-ECC RAM).

We also varied our CQNS_power setting across two parallel runs (same data, different systems).  The CQNS_power (one ran at 6.5, and the other at 4.3), did not provide significant difference in the analysis we run.  Therefore, we remove the CQNS_power adjustment parameterization from our roadmap.

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negative or near-zero BETA values.