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Data related

Hi,

I am interested Equities data and from QuantQuote I believe you can get hold of "Earnings Data". Actually do you provide any fundamental data. I am looking for

¤ Earnings Yield (EBIT / enterprise value).
¤ Return on Capital (EBIT / (net fixed assets + working capital)

Also the at http://www.quantconnect.com/data/Stocks, the "whitepaper" link (i.e. https://quantquote.com/content/quantquote_minute-data-whitepaper.pdf) is broken.

Joyanta
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Great idea @joyanta, do you know any good sources? We'd happily add fundamentals.

We're very excited to be opening up some extended features this week for people that want to code in their own IDE's -- I'll shoot you an email to be a beta tester if you'd like?

Re: Link - Thanks for the heads up
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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.


Hi,

No idea about any good sources to be honest :( I will ask around and google.

Cool I do not mind beta testing.

Joyanta
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I'd be happy to beta test as well! More the merrier :) Good call Joyanta!

-Kai
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ycharts provides much data (fundamental). Not sure where they get the data from. But might be worth looking at anyone who might have worked for them earlier (linked in) and find out from them?...lol :))
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I personally use Capital IQ by S&P for all of my stock screener, that data would be by S&P and might be feasible for QC to get. Can anyone from QC confirm or deny that?
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Hey Kai and Joyanta,

I'm working on the QC team in a business development capacity. A main responsibility has been getting data from as many sources as possible. Input like yours Joyanta is much appreciated and helps to direct my efforts. I will reach out to S&P as well as Ycharts to obtain fundamentals data for use in the QC IDE. Hopefully I can have an update for both of you, Kai and Joyanta soon!

Regards,

Simon
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@Simon thanks very much for this. I guess the reason I asked about the fundamental data is quant strategies need not only be price, volume driven, but also fundamental data can be incorporated.

cheers anyhow.

Joyanta
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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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