I'm very new to Quant Connect and I'm trying to use it to do some back testing on a couple of simple strategies based on my personal portfolio.
However about 20% of my portfolio is on Mutual Funds, and I cant find a dataset with the data of the funds I own (for example FSKAX).
My question to people with more experience, what is the best way to solve my problem? Do I need to create my own custom dataset? Or did I miss something and data for FSKAX already exists somewhere?
Mia Alissi
Based on the information provided in the extracts, QuantConnect does provide a vast library of data for backtesting, research, and live trading. This includes data for Equities, Options, Futures, CFDs, Forex, Crypto, Indices, and alternative data. However, there is no specific mention of Mutual Funds data like FSKAX.
If the data for the mutual funds you're interested in is not available in QuantConnect's data library, you might need to create your own custom dataset. QuantConnect does support custom data importing, as mentioned in the forum discussion extract. However, it's important to note that the Research Environment doesn't have access to the internet for security reasons, which might limit your ability to fetch data from external sources.
Before proceeding with creating a custom dataset, I would recommend checking the Dataset Market to see all of the datasets that QuantConnect has available. If you still can't find the data you need, you might need to consider other options like using a proxy for the mutual funds based on the assets they're composed of, if that data is available.
Here is an example of how to add custom data in Python:
Please replace
CustomDataType
with the type of your custom data and"custom_data_source"
with the source of your custom data.Remember to review the QuantConnect documentation and forum discussions for more information and examples.
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Guilherme Campos
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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