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New Dataset - Crowd EPS Predictions

We just added a new high quality datasets from our data partners Estimize.com! You can request this data using the AddSentiment method:

AddSentimentData(SentimentDataType.Estimize, "IBM");

This will push earnings estimates from the Estimize users into your algorithm simulations OnEstimize() event:

public override void OnEstimize(Dictionary> estimates) {
}

See the blank project template for an example of this new functionality - in the coming days @Jeremy will design a special template algorithm for this new data!
Update Backtest






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.



With example sentiment data usage:
Estimize ibmEstimate = estimates["IBM"][0];
if (ibmEstimate.eps > ibmEstimate.wallStEPS) {
//This user's prediction is more optimistic than wall street's consensus.
}

The estimize class represents a single user's predictions -- it has several properties:
Class Estimize {
public string userId;
public decimal eps;
public decimal revenue;
public decimal wallStEPS;
public decimal wallStRevenue;
public int fiscalYear;
public int fiscalQuarter;
public string industry;
public string sector;
public DateTime reportsAt;
}

Happy hunting! Feel free to leave us comments or suggestions here.
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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.


Update Backtest





0

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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