@Jonathan, @Nicky => Thanks.
Here is a link to the python notebook, keyword list and some historical gt data. All the data file contains are the Google Trend values has received from G.
The notebook can't run in research, but will run fine on a local machine. The above notebook should also be run on a local machine and the dataframe saved as a CSV. That CSV is in turn used by the Q algo to run the back test.
The main issue with this algo at this point is that there are not enough triggered shorts to have a statistically significant backtest.
Futures may be interesting to test, I'll have to look into it.