SAPE

Sentiment Asset Pricing Engine (SAPE) aggregates investors' real-time confidence on individual stocks to estimate their future returns. SAPE is featured on Dr. Ye's 2011 book entitled "High-Frequency Trading Models" by John Wiley & Sons, Inc. Click here for details.

SAPE may estimate the future returns of S&P500 tickers. TopTickEngine may rank the future returns of the 500 tickers and construct Top20 or Bottom20 funds in real-time for pure arbitrage strategies. Both SAPE and TopTickEngine may be the back-end algos of the AlgoPortal software that also does real-time significance testing on the performances of the portfolios.
 
Email info@yeswici.com for licensing agreement of using SAPE and TopTickEngine.

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