About Wikipedia Page Views

The Wikipedia Page Views dataset by Quiver Quantitative tracks Wikipedia page views for US Equities. The data covers 1,300 US Equities, starts in October 2016, and is delivered on a daily frequency. This dataset is created by scraping the Wikipedia pages of companies.

This dataset depends on the US Equity Security Master dataset because the US Equity Security Master dataset contains information on splits, dividends, and symbol changes.

About Quiver Quantitative

Quiver Quantitative was founded by two college students in February 2020 with the goal of bridging the information gap between Wall Street and non-professional investors. Quiver allows retail investors to tap into the power of big data and have access to actionable, easy to interpret data that hasn’t already been dissected by Wall Street.

About QuantConnect

QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.

Algorithm Example

class QuiverWikipediaDataAlgorithm(QCAlgorithm):

    def Initialize(self) -> None:
        self.SetStartDate(2019, 1, 1)
        self.SetEndDate(2020, 6, 1)

        self.UniverseSettings.Resolution = Resolution.Daily

        self.AddUniverse(QuiverWikipediaUniverse, "QuiverWikipediaUniverse", Resolution.Daily, self.UniverseSelection)

    def OnData(self, slice: Slice) -> None:
        points = slice.Get(QuiverWikipedia)
        for point in points.Values:
            symbol = point.Symbol.Underlying
            # Buy if the company's Wikipedia page views have increased over the last week and month
            if point.MonthPercentChange > 0:
                self.SetHoldings(symbol, 1)
            # Sell our holdings if the company's Wikipedia page views have not increased over the last month
                self.SetHoldings(symbol, 0)

    def OnSecuritiesChanged(self, changes: SecurityChanges) -> None:
        for added in changes.AddedSecurities:
            # Requesting data
            quiver_wiki_symbol = self.AddData(QuiverWikipedia, added.Symbol).Symbol

            # Historical data
            history = self.History(QuiverWikipedia, quiver_wiki_symbol, 60, Resolution.Daily)
            self.Debug(f"We got {len(history)} items from our history request for Quiver Wikipedia data")

    def UniverseSelection(self, alt_coarse: List[QuiverWikipediaUniverse]) -> List[Symbol]:
        return [d.Symbol for d in alt_coarse \
                    if d.PageViews > 100 \
                    and d.WeekPercentChange < 0.2]

Example Applications

The Wikipedia Page Views dataset enables you to observe patterns in the traffic of company Wikipedia pages. Examples include the following strategies: