October 10th, 2016
Full steam ahead! Broker ratings (buys, holds, sells) from Zacks and machine-learning stock predictions from LogitBot are now available through the backtester and research.
July 6th, 2016
We've recently made available Zack's Earnings Surprises in both Pipeline and Research. Zack's Earnings Surprises provides a rolling ten year history of earnings surprises, including historical earnings report dates, estimated EPS as of the report date, the standard deviation of the EPS estimates, reported EPS actuals, and calculated surprise differences.
Summary
If you've missed our other updates, catch them below:
We've made quite a few updates in the past few weeks with new dataset availabilities, updated tutorials, and a growing pipeline factor library. Here's a quiet summary of them all:
New data feeds available in Pipeline
Buyback announcements from EventVestor. This dataset contains buyback announcements from over 4,000 listed companies dating back to June 1, 2007. Here's a sample strategy that attempts to trade securities with a buyback announcement.
13-D Filings from EventVestor. 13-D filings are required by the SEC from anyone who acquires more than 5% of a publicly traded company. This details items like when Icahn acquired 8.5% of FCX in Q3 of 2015. Here's a sample strategy that trades immediately following a 13-D Filings.
CEO Changes from EventVestor. This dataset contains CEO transitions including reasons for change and source of the new CEO. Karen Rubin created a strategy investing in female CEOs of the top 1,000 biggest companies.
Dividend Announcements from EventVestor This dataset contains cash dividend announcements including special dividends. View how ex-dividend dates affect stock prices and how to expand this to your own research.
Updated Tutorials & Examples
How-to-use tutorials are now available for over 10 CBOE Index datafeeds. You can find them all listed here. To view the tutorials, drill down into the datafeed of choice and clone the
Quantopian Example Notebook.Almost all pipeline available data feeds have been updated with new tutorials. These include a new how-to-use in Pipeline section. Head on over to Quantopian Data and clone the
Quantopian Example Notebookto find the new tutorial (only for pipeline available data feeds).Pipeline Factor Library. This library contains a list of examples and templates that may help you in your development.
Feature Updates
- Strings are now available through Pipeline. This means that you can now obtain additional information about each dataset. For example, the column "Buyback Type" is available for the Buyback Announcements dataset to signify whether a particular buyback is a "New" or "Additional" Buyback.
