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@quantrocket-codeload

QuantRocket Codeload Library

Sample code and notebooks for QuantRocket. For main GitHub organization see link:

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  1. moonshot-intro moonshot-intro Public

    Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.

    Jupyter Notebook 7 2

  2. zipline-intro zipline-intro Public

    Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equities. Uses free sample data.

    Jupyter Notebook 11 4

  3. pipeline-tutorial pipeline-tutorial Public

    In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is part of Zipline but can also be used on a standalone basis.

    Jupyter Notebook 9 6

  4. fundamental-factors fundamental-factors Public

    Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.

    Jupyter Notebook 9 8

  5. quant-finance-lectures quant-finance-lectures Public

    Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

    Jupyter Notebook 335 161

  6. moonshotml-intro moonshotml-intro Public

    Introductory tutorial for MoonshotML demonstrating walk-forward optimization of a simple machine learning strategy. Uses free sample data.

    Jupyter Notebook 1

Repositories

Showing 10 of 29 repositories
  • quickstart Public

    QuickStart notebooks for QuantRocket

    quantrocket-codeload/quickstart’s past year of commit activity
    Jupyter Notebook 2 Apache-2.0 1 0 0 Updated Sep 16, 2024
  • brain-sentiment Public

    Overview of 3 sentiment datasets from data provider Brain: Brain Sentiment Indicator (news sentiment), Brain Language Metrics on Company Filings, and Brain Language Metrics on Earnings Call Transcripts.

    quantrocket-codeload/brain-sentiment’s past year of commit activity
    Jupyter Notebook 0 Apache-2.0 0 0 0 Updated Jun 24, 2024
  • borrow-fees-alpha Public

    Introduction to QuantRocket's borrow fees dataset. Uses Alphalens to analyze borrow fees as an alpha source and uses Moonshot to backtest a strategy that shorts stocks with high borrow fees while modeling borrowing costs.

    quantrocket-codeload/borrow-fees-alpha’s past year of commit activity
    Jupyter Notebook 1 Apache-2.0 0 0 0 Updated May 13, 2024
  • moonshotml-intro Public

    Introductory tutorial for MoonshotML demonstrating walk-forward optimization of a simple machine learning strategy. Uses free sample data.

    quantrocket-codeload/moonshotml-intro’s past year of commit activity
    Jupyter Notebook 1 Apache-2.0 0 0 0 Updated May 3, 2024
  • moonshot-intro Public

    Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.

    quantrocket-codeload/moonshot-intro’s past year of commit activity
    Jupyter Notebook 7 Apache-2.0 2 0 0 Updated Apr 25, 2024
  • zipline-intro Public

    Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equities. Uses free sample data.

    quantrocket-codeload/zipline-intro’s past year of commit activity
    Jupyter Notebook 11 Apache-2.0 4 0 0 Updated Apr 25, 2024
  • sell-gap Public

    Intraday Zipline strategy for US stocks that sells stocks which gap below their moving average after previously trading above it. Demonstrates live trading.

    quantrocket-codeload/sell-gap’s past year of commit activity
    Jupyter Notebook 2 Apache-2.0 2 0 0 Updated Apr 24, 2024
  • quant-finance-lectures Public

    Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

    quantrocket-codeload/quant-finance-lectures’s past year of commit activity
    Jupyter Notebook 335 161 0 0 Updated Apr 23, 2024
  • fundamental-factors Public

    Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.

    quantrocket-codeload/fundamental-factors’s past year of commit activity
    Jupyter Notebook 9 Apache-2.0 8 0 0 Updated Apr 23, 2024
  • trend-day Public

    Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and holds until the close. From Ernie Chan's book Algorithmic Trading. Runs in Moonshot.

    quantrocket-codeload/trend-day’s past year of commit activity
    Jupyter Notebook 24 Apache-2.0 7 0 0 Updated Apr 23, 2024
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