what is the size of the basket of quants that SA compares to the S&P500,as the VERY BULLISH quants changes continually. What is the basket size that SA compares over the 10 years please? Stocks Rated As Very Bullish Total Return +1640% S&P Return +366
Users can identify the entire Quant universe in the Ratings Screener>Create>Quant Rating > Greater than Very Bearish. Currently, it displays 4092 stocks.
The Quant Ratings algorithm then categorizes these stocks into the various ratings.
More information on Quant Rating backtest can be found here:
https://seekingalpha.com/backtest/quant
I hope this helps, Feel free to reach out in case further assistance is required.
Regards,
Kushal Mehrotra
Data QA Analyst