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Long Only, ETF Alpha Streams Competition with $27,500 Prize Pool

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New Data Source! Tiingo News Data

Hello Everyone! 

We're happy to share we've completed an integration with Tiingo to add their historical news data to QuantConnect's platform! This will enable a new suite of news events and sentiment style strategies able to quickly apply the news to trading!

The engineering behind our new custom data source integrations was pretty epic. We've worked behind the scenes to make it smooth for months - ensuring tickers were properly mapped, dealing with collisions of symbol objects and finally getting new data production ready!

This is an [Alpha Streams Approved] data source. For any alpha streams or competition use, the data is free to consume! For individual live trading, you will need to register for a paid account and get an API token on Tiingo.

With Tiingo you can pull in the news titles, descriptions, tags about the article and other companies mentioned in the news. We're excited to see the awesome new applications possible with the new data!

Check out the example below doing some basic NLP to assign sentiment to words of the news! See more information in the new Alternative Data / Tiingo News Documentation! 

Happy Coding,

Jared

 

 

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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.



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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.


This looks like a great data source. 

Will you also consider adding more text mining packages, such as gensim, fasttext?

A request for these packages has been sent to support. 

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Great idea thank you Zhiqiang
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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.


great!

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Nice!

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@Zhiqiang we merged in the new NLP processing packages. We had an issue with FastText so we couldn't get that in for this round but maybe next month. You can see the full list of supported libraries 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.


Great. Thanks Jared.
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Is this data available for Research? 

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Yes! Research is now immediately updated with LEAN's latest version; so all new LEAN features are available in Research.

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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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