QuantRocket Codeload Library
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- 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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
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