This package allows access to data provided by Quantitative Global.
Project description
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'
- For Dual Class Arbitrage ('dca'), the valid underlying parameters are:
- from_date / end_date (optional)
- date in YYYY-mm-dd format
Sample Request
import QuantGlobal as qg
data = qg.download(key = 'authenticated_user@email.com', 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% |
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