In our most recent video, “Finding Alpha in Political Contributions”, Quantopian’s Lucy Wu goes over how to construct an Alpha Factor using data about Political Contributions from publicly traded companies. In the video, Lucy explains the various steps in the process including data collection and cleaning, upload to the Quantopian Platform using Self-Serve Data, alpha factor creation with Pipeline, and results analysis with AlphaLens. She also covers common issues with building a custom dataset and provides some tips on getting around them.
To delve a little deeper into these topics, read Lucy’s full paper. You can view Lucy's most recent study in the Quantopian forum.
Note: Datasets that are built-in to Quantopian use standard asset identifiers, like CUSIPs. However, in this project, companies were mapped to ticker symbols using the name of the company due to the limited amount of available data.
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