TL;DR: We've made lots more data available recently for use in algorithms.
Back in the fall, we announced our program to integrate more external data sources in Quantopian. With such a large community of individuals working on Quantopian, we're able to convince these data firms to make their very expensive data available to you for use here on Quantopian.
Over the last few weeks, we've made a lot more data available for use in algorithms. A quick run down of the progress:
-- Estimize crowd-sourced earnings estimates
We recently updated the Estimize consensus estimate data so that you can access it from your algorithms, using the pipeline API. Seong has already published a strategy which uses this data for investing in post-earnings announcement price drifts.
Further, we'll be holding a free webinar next Tuesday with Leigh Drogan, CEO of Estimize, and Vinesh Jha, CEO of ExtractAlpha and formerly of StarMine and PDT Partners. Be sure to register in advance.
-- PsychSignal Trader Mood
Using messages from Twitter and StockTwits, PsychSignal measures trader mood. You can write an algorithm with this data today using one of the 8 variations of the data we've integrated.
-- News Sentiment from Sentdex
One of our community members is Harrison Kinsely. Harrison provides great python tutorials via his pythonprogramming.net project, including tutorials for Quantopian. But he doesn't just do tutorials. Through his company Sentdex, he also provide news sentiment data. Sentdex provides a simple signal that assesses the sentiment of news articles. It can easily be added to an algorithm
-- Expanded volatility data from Quandl and CBOE
The most popular totally free data on Quantopian is the VIX index. As such, we've added 9 more volatility indicators generated by the CBOE and available to us through Quandl. Beyond VIX, we also now offer daily values for VVIX, VXV, RVX, SKEW, VXN, VXD, VXFXI, and VXXLE.
Every single one of the premium data sets have free samples that makes it easy to try them out. Further, almost all of them have sample algorithms to clone and try out. You can also explore the data on Quantopian research. And if you want to live trade them, you can purchase a monthly subscription for full access to the data.