Skip to content

@quantrocket-codeload QuantRocket Codeload Library

All

    Repositories list

    29 repositories

    • zipline-intro

      Public
      Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equities. Uses free sample dat…
      Jupyter Notebook
      •
      Apache License 2.0
      •5•12•0•0•Updated Apr 21, 2026Apr 21, 2026

    • moonshot-intro

      Public
      Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.
      Jupyter Notebook
      •
      Apache License 2.0
      •3•10•0•0•Updated Apr 21, 2026Apr 21, 2026

    • 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 Lang…
      Jupyter Notebook
      •
      Apache License 2.0
      •0•0•0•0•Updated Feb 7, 2026Feb 7, 2026

    • quickstart

      Public
      QuickStart notebooks for QuantRocket
      Jupyter Notebook
      •
      Apache License 2.0
      •3•2•0•0•Updated Sep 16, 2024Sep 16, 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…
      Jupyter Notebook
      •
      Apache License 2.0
      •0•1•0•0•Updated May 13, 2024May 13, 2024

    • moonshotml-intro

      Public
      Introductory tutorial for MoonshotML demonstrating walk-forward optimization of a simple machine learning strategy. Uses free sample data.
      Jupyter Notebook
      •
      Apache License 2.0
      •0•2•0•0•Updated May 3, 2024May 3, 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.
      Jupyter Notebook
      •
      Apache License 2.0
      •2•4•0•0•Updated Apr 24, 2024Apr 24, 2024

    • quant-finance-lectures

      Public
      Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
      Jupyter Notebook
      •
      Other
      •242•689•0•0•Updated Apr 23, 2024Apr 23, 2024

    • fundamental-factors

      Public
      Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.
      Jupyter Notebook
      •
      Apache License 2.0
      •10•16•0•0•Updated Apr 23, 2024Apr 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. …
      Jupyter Notebook
      •
      Apache License 2.0
      •11•28•0•0•Updated Apr 23, 2024Apr 23, 2024

    • 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…
      Jupyter Notebook
      •
      Apache License 2.0
      •6•11•0•0•Updated Apr 23, 2024Apr 23, 2024

    • pairs-pipeline

      Public
      Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the…
      Jupyter Notebook
      •
      Apache License 2.0
      •16•36•0•0•Updated Apr 23, 2024Apr 23, 2024

    • kitchensink-ml

      Public
      Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, price levels, volume and v…
      Jupyter Notebook
      •
      Apache License 2.0
      •9•15•0•0•Updated Apr 23, 2024Apr 23, 2024

    • fx-bizday

      Public
      Intraday forex strategy that exploits the tendency of currencies to depreciate during local business hours and appreciate during foreign business hours.
      Jupyter Notebook
      •
      Apache License 2.0
      •3•6•0•0•Updated Apr 23, 2024Apr 23, 2024

    • calspread

      Public
      Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a Bollinger Band mean rev…
      Jupyter Notebook
      •
      Apache License 2.0
      •9•16•0•0•Updated Apr 23, 2024Apr 23, 2024

    • futures-import

      Public
      Tutorial for importing historical futures data from a third-party data provider and combining it with recent data from Interactive Brokers in a Zipline bundle.
      Jupyter Notebook
      •
      Apache License 2.0
      •0•0•0•0•Updated Dec 14, 2023Dec 14, 2023

    • market-cap-vs-dollar-volume

      Public
      Jupyter Notebook
      •2•1•0•0•Updated Oct 18, 2023Oct 18, 2023

    • backtest-speed-comparison

      Public
      Trading strategies used to test the speed of Moonshot, Zipline, and Lean. See https://www.quantrocket.com/blog/backtest-speed-comparison/ for the results.
      Python
      •
      Apache License 2.0
      •3•3•0•0•Updated Aug 8, 2023Aug 8, 2023

    • global-market-profiles

      Public
      Comparative analysis of stock market characteristics for 17 countries, including number of listings, short sale availability, volatility, distribution of sector…
      Jupyter Notebook
      •
      Apache License 2.0
      •5•3•0•0•Updated Jun 1, 2023Jun 1, 2023

    • vmot

      Public
      Value/Momentum/Trend strategy modeled on Alpha Architect's VMOT ETF.
      Jupyter Notebook
      •
      Apache License 2.0
      •4•8•0•0•Updated Jun 1, 2023Jun 1, 2023

    • qval

      Public
      Value strategy for US stocks modeled on Alpha Architect's QVAL ETF, using enterprise multiple and Piotroski F-Score to target cheap, high-quality stocks. Utiliz…
      quantrocket-codeloadquantrocket-codeload-moonshot
      quantrocket-codeloadquantrocket-codeload-moonshot
      Jupyter Notebook
      •
      Apache License 2.0
      •9•9•0•0•Updated Jun 1, 2023Jun 1, 2023

    • qmom

      Public
      Long-only momentum strategy modeled on Alpha Architect's QMOM ETF, selecting stocks with the smoothest momentum and rebalancing the portfolio before quarter end…
      Jupyter Notebook
      •
      Apache License 2.0
      •6•9•0•0•Updated Jun 1, 2023Jun 1, 2023

    • first-last

      Public
      Intraday momentum strategy that buys (sells) the S&P 500 when the first half hour return and penultimate half hour return are both positive (negative). Uses VIX…
      Jupyter Notebook
      •
      Apache License 2.0
      •1•8•0•0•Updated Jun 1, 2023Jun 1, 2023

    • dead-cat-drop

      Public
      Moonshot strategy that shorts stocks that fell 10% or more the previous day. Demonstrates running a multi-country backtest to find where an anomaly works best. …
      Jupyter Notebook
      •
      Apache License 2.0
      •2•1•0•0•Updated Jun 1, 2023Jun 1, 2023

    • backtrader-dma

      Public
      dual moving average crossover strategy for backtrader
      Jupyter Notebook
      •
      Apache License 2.0
      •4•4•0•0•Updated Jun 1, 2023Jun 1, 2023

    • benchmark

      Public
      Equal-weighted and dollar-volume-weighted benchmark strategies for Moonshot
      Python
      •
      Apache License 2.0
      •2•1•0•0•Updated Jun 1, 2023Jun 1, 2023

    • hello-jupyter

      Public
      A simple introduction to Jupyter notebooks, to demonstrate how cloning works.
      Jupyter Notebook
      •
      Apache License 2.0
      •2•1•0•0•Updated Nov 15, 2022Nov 15, 2022

    • zipline-futures-pairs

      Public
      futures pairs trading Zipline strategy
      Jupyter Notebook
      •
      Apache License 2.0
      •5•3•1•0•Updated Nov 3, 2018Nov 3, 2018

    • hml

      Public
      HML (High Minus Low) strategy for Moonshot and Zipline, using Reuters Fundamentals
      Python
      •
      Apache License 2.0
      •3•1•0•0•Updated Oct 27, 2018Oct 27, 2018
    ProTip! When viewing an organization's repositories, you can use the props. filter to filter by custom property.