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|Fundamentals - 1 exchange||Fundamentals and Prices - 1 exchange||Fundamentals and Prices - US stocks|
|139 Indicators |
139 essential fundamental indicators and calculated financial ratios
|Quarterly, Annual, or Trailing Twelve Month |
Data can be accessed under multiple reporting frequencies
|Active and Delisted Tickers |
Complete dataset contains more than 5,000 active and 7,500 delisted companies
|Point-in-time analysis |
Data is indexed to SEC filing date for point-in-time analysis. Restatements are excluded by default but can be included.
Exchange access is determined by your base plan.
|NYSE or NASDAQ||NYSE or NASDAQ||all US stocks|
|Survivorship bias-free backtesting |
Combine Sharadar fundamentals and prices to run end of day backtests in Moonshot that are free of survivorship bias
|Backtest with IB price data |
Combine Sharadar fundamentals and IB historical prices to run end of day backtests in Moonshot
|Compatible with live trading |
Combine Sharadar fundamentals with IB prices for live trading
Purchase this data for its deep history (20+ years), flexible set of indicators and ratios, lack of survivorship bias, and seamless integration with QuantRocket and Moonshot.
Due to their lower trading frequency, fundamental strategies typically need many years of history in order to obtain an adequate sample size of trades. In addition, because fundamental strategies often target cheap stocks, it's important to have data that is free of survivorship bias, so that cheap stocks which went bankrupt are reflected in the backtest.
Sharadar data provides over 20 years of history and includes active and delisted tickers. Sharadar data combined with Moonshot is an ideal way to backtest and trade end of day fundamental strategies targeting US stocks.
For an overview of dataset characteristics, see the Sharadar Fundamentals data guide.
For help working with the data in QuantRocket, see the usage guide.
For a step-by-step tutorial using this data to run a value strategy, clone the
qval strategy in the Codeload Library.