For my US equity strategy, I want to exclude stocks that have become a target of a merger or acquisition. This means that as soon as an intention or deal is annouced the stock gets flagged.  I have been looking for this information in QuantConnect  (free or premium) but I was unable to find this. 

If anyone was able to incorporate this in any way, I'd be happy to learn how this was done.

Thanks!

 

 

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