Asset class
Frequency
Engine
Data
Source

Codeload library

QuantRocket provides a growing library of sample algorithms and notebooks that you can clone into your deployment.

equities-intro

equities EOD moonshot

Introductory tutorial for equities demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy using Moonshot. Compatible with any exchange.

quantrocket codeload clone 'equities-intro'
featured

qval

equities EOD moonshot fundamentals sharadar alphaarchitect

Value strategy for US stocks modeled on Alpha Architect's QVAL ETF, using enterprise multiple and Piotroski F-Score to target cheap, high-quality stocks. Utilizes Sharadar fundamental and price data. Runs in Moonshot.

quantrocket codeload clone 'qval'

qval-live

equities EOD moonshot fundamentals sharadar alphaarchitect

Live trading tutorial for QVAL value strategy for US stocks. Utilizes Sharadar fundamentals with IB price data.

quantrocket codeload clone 'qval-live'

qmom

equities EOD moonshot alphaarchitect

Long-only momentum strategy modeled on Alpha Architect's QMOM ETF, selecting stocks with the smoothest momentum and rebalancing the portfolio before quarter end to capture a window-dressing seasonality effect.

quantrocket codeload clone 'qmom'

vmot

equities EOD moonshot alphaarchitect

Value/Momentum/Trend strategy modeled on Alpha Architect's VMOT ETF. This repository provides the trend strategy and walks through backtesting the value, momentum, and trend strategies in tandem. For the value and momentum strategies, see the qval and qmom repositories.

quantrocket codeload clone 'vmot'

hml

equities EOD moonshot zipline fundamentals

HML (High Minus Low) strategy for Moonshot and Zipline, using Reuters Fundamentals

quantrocket codeload clone 'hml'

backtrader-dma

equities

Dual moving average crossover strategy for backtrader

quantrocket codeload clone 'backtrader-dma'

zipline-futures-pairs

futures EOD zipline

futures pairs trading Zipline strategy

quantrocket codeload clone 'zipline-futures-pairs'