QuantRocket Blog

Posts for alternative data

Extracting Structured Datasets for Systematic Strategies from Unstructured Textual Sources: Brain Alternative Datasets

Wed Jul 10 2024 by Francesco Cricchio and Matteo Campellone

Natural Language Processing (NLP) is a broad field that enables computers to process and analyze unstructured textual data. In this article, we present several proprietary Brain datasets derived from news articles, SEC regulatory filings, and earnings calls, along with case studies implemented in QuantRocket.

Is There Alpha in Borrow Fees?

Wed May 15 2024 by Brian Stanley

Borrow fees reflect how likely short sellers think a stock is to decline. Can this information be incorporated into trading strategies as an alpha factor? This article uses Alphalens to explore the relationship between borrow fees and forward returns and uses Moonshot and Zipline to demonstrate ways to incorporate borrow fees into long or short strategies.