I know the site is still in beta and I know you've been getting requests for all sorts of data. Can you please add to that list the Fama-French factors? That is:
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html for example.
Thanks
Hello Gabor and John,
The topic of incorpating external data has been kicking around awhile. Presently, the only way to incorporate it into an algorithm is via the copy-and-paste method. I'm not a Python guru...do either of you have the expertise to comment on the best approach in the context of the Quantopian backtester? My sense is that one might be able to extract a trailing window of data via the batch transform and then merge it with the external data pasted into the algorithm editor.
Grant
Yes please! I'm eagerly awaiting any fundamental data.
Currently, it is impossible to implement a quantitate value investing strategy using price data alone.
Traditional market data sources are very expensive (http://www.compustat.com). Market data sources used for academic research can be more affordable (http://wrds-web.wharton.upenn.edu/wrds/ and http://www.crsp.com/index.html)
Yahoo buys their market data from Thomson Reuters. I'm not sure where Google buys their market data. It would be wonderful for Quantopian to have an API with data similar to the Yahoo or Google Stock Screeners (http://screener.finance.yahoo.com/stocks.html and https://www.google.com/finance/stockscreener).
An alternative is to pull the data from Yahoo using http get (http://downloads.lucenaresearch.com/CompInvestI-Files/YahooDataPull.zip)
Congratulations on the progress at Quantopian so far!
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