---
title: "Kavout"
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/kavout
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/kavout.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/14%20Datasets/21%20Kavout
modified: 2026-10-28
index: https://www.quantconnect.com/llms.txt
---

# Kavout

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Datasets > Kavout

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

Kavout was created by ex-Googlers and the founding team used to work at Google, Microsoft, Baidu, and financial firms with a proven track record of building many mission-critical machine learning systems where billions of data points were processed in real-time to predict the best outcome for core search ranking, ads monetization, recommendations, and trading platforms.

Their mission is to build machine investing solutions to find alpha with adaptive learning algorithms and to create an edge by assimilating vast quantities of complex data through the latest AI and Machine Learning methods to generate signals to uncover hidden, dynamic, and nonlinear patterns in the financial markets.

- [Composite Factor Bundle](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/kavout/composite-factor-bundle.md)

## Pages in This Section

- [Composite Factor Bundle](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/kavout/composite-factor-bundle.md): Composite Factor Bundle dataset from Kavout.