Does Quantopian have stock buyback data? Presumably, Quantopian has the number of shares outstanding, and one could use these data (although this would look just like a reverse split, I suppose...there would need to be an additional field, designating the change as a split versus a buyback). However, the buyback announcement date including the number of shares to be re-purchased would seem to be more valuable (since presumably there is some immediate market reaction, even though the shares are still on the market).
Similarly, does Quantopian have dividend data (both dividend announcement and dividend amount versus time)?
I figure share buybacks and dividends are the two ways companies can return money directly to their shareholders (although the former isn't actually cash, since the share price can be anything the market wants it to be). Perhaps the return of the profit doesn't get incorporated into the share price perfectly, and there would be some wiggle room for an alpha factor.