You need to agree to share your contact information to access this dataset
This repository is publicly accessible, but you have to accept the conditions to access its files and content.
To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe.
Log in or Sign Up to review the conditions and access this dataset content.
Dataset Information
Weekly Price Improvement metrics for publicly traded companies, provided by SOV.AI. This dataset captures execution quality indicators derived from SOV's liquidity models.
- Coverage: 10,800+ tickers available from 2022-11-25 onwards
- Update cadence: Weekly, after US market close (EST)
- Fields:
total_price_improvement: Total dollar value of price improvement achievedshares: Number of shares associated with the tradesprice_improvement_per_share: Average price improvement per share tradedaverage_price_improvement: Aggregate average price improvement across executions
Data Source
Data provided by SOV.AI.
- Downloads last month
- 23