Back to all posts

You Can Now Upload Your Custom Datasets

Quantopian’s newest feature, Self-Serve Data, allows you to upload your own custom data sets and signals to use in your algorithm. Quantopian offers a free online platform for you to learn quantitative finance and test your own trading algorithms. All of the tools on our platform are free to use. We provide a hosted research environment, data, backtester, and a risk model.

Using Your Data

Self-Serve allows you to upload cross-sectional signals to the platform. Once uploaded, your data can be accessed in our research environment for analysis and the backtester directly via Pipeline. You can upload historical data and even live-update your data regularly.

The custom data you upload can also be used in your algorithm for a contest submission. Learn more about our daily contest and submit your algorithm today!

Finding Alpha in New Data/Machine Learning

Self-Serve enables you to use many new techniques to find alpha, which can then be evaluated on the platform using our open source Alphalens tool. We recently downloaded political contributions data, mapped it to corporations, and then used Alphalens to show that there seemed to be a relationship between contribution amounts and future stock performance. Check out the full study here.

You can also now run a machine learning workflow offline, and regularly upload the results to Quantopian for evaluation and backtesting. Data Quantopian provides can still only be accessed on the Quantopian platform, but this approach is great if you’d like to do some NLP on 10K reports.

Data Representation

One risk, when implementing your own data, is lookahead bias. Lookahead bias occurs when you use data that would not have been available during the time period you are analyzing. In order to avoid this bias, once your data is uploaded it is stored, and surfaced in a point-in-time nature. Quantopian Senior Software Engineer, Kathryn Glowinski, explains point-in-time data in great detail in her webinar "Three Dimensional Time Working with Alternative Data."

Privacy

When your data is imported it will be stored on Quantopian servers but it will NOT be available to any other community members.

Additional Information

Check out these links to learn more about the new Self-Serve Data feature:

For any questions or assistance please email us at [email protected].

 

 

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.