Data Importer

This module features helpers to fetch pricing data commonly used by the quant community to benchmark algorithms on data that comes from the ‘real world’.

Asset Universes

Get ticker collections of a specific asset universe.

../_images/ticker_collection.png — Example showing the pulling of all of the DOW component tickers.

Price/Fundamental Data Fetcher

Pull data about a specific symbol/symbol list using the yfinance library.

../_images/prices.png — Example showing the requested asset prices.

Pre/Post Processing Pricing Data

After pulling/loading the pricing data, it has to be processed before being used in models.

../_images/returns.png — Example showing plotted returns.