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API to access risk free rate (e.g. 10 year treasury rate)

does quantopian provide API to get risk free rate (e.g. 10 year treasury rate) in back-test and live trading?

I searched in forums, but don't see a clue, if not missing something. Thank you!

4 responses

Lake,

Try to use IEF as approximation.
10 year US treasury rate is not a risk free it's equity has Volatility 7% and Max Drawdown 10.1%

thanks, Vladimir. would you please give me a hint?

I think the Yield (ttm) is the rate close to risk free approximation. But I don't know how to get 'yield' from quantopian API (e.g. price history) . I guess prices are adjusted for dividend.
http://finance.yahoo.com/q?s=IEF&fr=uh3_finance_web_gs_ctrl1&uhb=uhb2

thanks a lot! quandl.com should solve this issue.