Hi all,

My algo needs a forward looking risk free rate input. Say the 10-year Treasury yield. It does not need to be updated very frequently (daily is fine).

At first I happily used this source:


But silly me did not notice the very obvious warning that the above source only works in backtesting. So in live (AlphaStreams) my algo has been defaulting to a hard-coded default value. That is clearly not optimal.

What best/easiest alternative would you suggest for the risk free rate in live?

By the way, what exact input for the risk free rate does QC use to compute statistics that depend on it (such as Sharpe Ratio, Alpha-Beta...)?


Thanks in advance