AEFQuant Signals

abrdn Emerging Markets ex-China Fund, Inc.

Nightly quant signals for abrdn Emerging Markets ex-China Fund, Inc.

Get API Access

Ticker

AEF

Coverage

2018–present

Update frequency

Nightly

Signal types

5

About AEF Quant Signals

VectorFin computes five quant signal families for abrdn Emerging Markets ex-China Fund, Inc. every night using data from public sources (price, volume, SEC filings) and derived AI signals (earnings call embeddings). All signals are bitemporal — each row carries effective_ts (data date) and knowledge_ts (when VectorFin computed it), enabling accurate point-in-time backtesting without look-ahead bias.

Available signals

Regime

GET /v1/signals/AEF/regime

Market regime classification: bull, bear, neutral, or volatile. Updated nightly using a Hidden Markov Model trained on price, volume, and options data.

dateregimeconfidenceeffective_tsknowledge_ts

Volatility

GET /v1/signals/AEF/volatility

GARCH-based volatility forecasts at 1-day, 5-day, and 21-day horizons. Annualized realized volatility included for backtesting.

dategarch_vol_1dgarch_vol_5dgarch_vol_21deffective_tsknowledge_ts

Sentiment Drift

GET /v1/signals/AEF/sentiment_drift

Earnings call sentiment drift vector measuring how the tone and topics of management commentary have shifted across quarters. Computed from earnings call embeddings.

fiscal_perioddrift_vectordrift_magnitudeeffective_tsknowledge_ts

Anomaly

GET /v1/signals/AEF/anomaly

Multi-factor anomaly detection flagging unusual price behavior, volume spikes, options activity, or earnings language patterns. Score 0–1, higher = more anomalous.

dateanomaly_scoreflagseffective_tsknowledge_ts

WhyStock Score

GET /v1/signals/AEF/score

Composite quant ranking from 0–100. Aggregates regime, volatility, sentiment, and anomaly signals into a single actionable score for portfolio construction.

datescorecomponentseffective_tsknowledge_ts

Access via API

# Fetch all AEF signals for the past 30 days
curl https://api.vectorfinancials.com/v1/signals/AEF \
  -H "X-API-Key: vf_sk_your_key_here" \
  -G \
  -d "from=2025-01-01" \
  -d "to=2025-01-31"

# Or batch signals for multiple tickers
curl https://api.vectorfinancials.com/v1/signals/batch \
  -H "X-API-Key: vf_sk_your_key_here" \
  -H "Content-Type: application/json" \
  -d '{"tickers": ["AEF", "MSFT", "GOOGL"], "date": "2025-01-31"}'

Access AEF signals in your pipeline

Free tier covers top 100 tickers. Pro plan delivers via Snowflake or BigQuery Iceberg.