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Risk free rate

I see some discussion about risk free rate in some old posts. Currently, there is no access API to get risk free rate in Q. In stead, some suggested using fetcher or using proxy ETFs like BIL. However, context/allocation does not allow the use of fetcher, and BIL is not equal to risk free rate. What can we do about it?

2 responses

Hi Shuang Liang,

For research notebook see if this post on Risk Free Rate to access FRED data suits your purpose.

For IDE you may use fetch_csv or better Self-Serve Data feature in Quantopian.

Hope this helps.

Thanks, Karl:

I want to use the rate in my algo aimed for contest. If I undertsand, fetcher is not allowed.