Available Datasets

[Nikos84]

Hi, I am a bit confused about datasets available on your platform, where can I find more infos?

[support]

@nikos84 Hi Nikos, the first source for information in the documentation at:

https://quantiacs.com/documentation/en/

However, the most update resource is the source code itself. As you can see in your personal area, you have a "root" directory for each strategy. The strategy file is called "strategy.ipynb", but many other files/directories are available to you:

The backtester, including the functions for loading data, is included in the "qnt" directory. The "qnt" directory itself includes several sub-directories and files:

Data functions can be inspected in the "data" folder:

You will see datasets for previous/current contests:

• blockchaincom: "fundamental" data for BTC;
• blsgov: macro data from the Bureau of Labor Statistics;
• crypto: crypto data for a subset of cryptocurrencies, hourly resolution;
• cryptodaily: crypto data for all cryptos with largest market capitalization, adjusted for avoiding survivorship bias (Q16 contest);
• cryptofutures: BTC data for the Q15 crypto contest;
• futures: futures data for the Q15 managed futures contest;
• imf: data from the International Monetary Fund (commodities and spot fx).