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Fundamentals now available for real money trading

Good news! Fundamental data is now available for paper and real money trading through Interactive Brokers (IB).

We initially announced the availability of fundamental data in December and have continued to iterate on the feature. We added fundamental data to paper trading and for use within the Quantopian Open a few weeks ago. Now your algos can use fundamentals to trade real money through IB as well.

We have more work planned for fundamentals, so stay tuned as we add more improvements.

If you're interested in digging into some sample algorithms and getting started with fundamentals, here's a sampling of forum posts with algorithms using fundamentals.

Here is the API documentation and the reference document with details on over 600+ fundamental metrics.

Additionally, attached is a sample for a simple multi-factor algorithm using fundamental data. It's a nice template for getting started with value investing and fundamentals on Quantopian.

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 55281b7c155c960d432c8a0b
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2 responses

awesome, was waiting for this to get seriously developing! Thanks

Yeah this is great. I can't wait for fundamentals inside research, there are so many visualizations that I want to try!