quantglobal 0.0.3

This package allows access to data provided by Quantitative Global.

Quantitative Global - v1 API

This package allows access to data provided by Quantitative Global Indices.

Installation

Use the package manager pip to install quantglobal.

pip install quantglobal

Usage

import QuantGlobal as qg
data = qg.download(key, strategy, underlying, from_date, **end_date)

Valid parameters

• key
  • the email address associated with your account (e.g., 'your_address@ email.com')
• strategy
  • 'dca' (Dual Class Arbitrage)
  • 'pt' (Pairs Trading)
  • 'pt_extended' (Pairs Trading w/ Extended Data)
• underlying
  • For Dual Class Arbitrage ('dca'), the valid underlying parameters are:
    • 'google','zillow','fox','news'
  • For Pairs Trading (both 'pt' and 'pt_extended'), the valid underlying parameters are:
    • 'communications','consumer_discretionary','consumer_staples','energy','financials','healthcare','industrials','basic_materials','technology','utilities'
• from_date / end_date (optional)
  • date in YYYY-mm-dd format

Sample Request

import QuantGlobal as qg
data = qg.download(key = '[e-mail]', strategy = 'dca', underlying = 'google', from_date = '2022-11-25')

Output:

datetime	GOOG Cumulative Returns	GOOGL Cumulative Returns	Spread	GOOG Intraday Performance	GOOGL Intraday Performance
2022-11-25 09:30:00	100	100	0	0.00%	0.00%
2022-11-25 09:31:00	100.08	100.13	0.05	0.08%	0.13%
2022-11-25 09:32:00	100.24	100.27	0.03	0.24%	0.27%