Quantopian pipeline data - Fact Set

Quantopian pipeline data is a powerful tool that allows users to access and analyze large data sets in order to make informed investment decisions. In particular, the Fact Set data set is a popular choice for quant traders, providing access to a wide range of financial data that can be used to build and test trading strategies.

Overview

The Fact Set data set provides access to a wide range of financial data, including earnings, revenue, operating cash flow, and more. This data can be used to build complex trading strategies, allowing users to make informed decisions about which stocks to buy or sell.

Usage

To use the Fact Set data set in a pipeline, you will first need to import the fact_set module from the quantopian.pipeline.data library. Once you have done this, you can create a Factor object to represent the data you wish to access. For example, the following code creates a Revenue factor that provides access to revenue data for a specific stock:

from quantopian.pipeline.data.fact_set import Fundamentals
from quantopian.pipeline.data import USEquityPricing

class Revenue(CustomFactor):
    inputs = [Fundamentals.total_revenue,
              USEquityPricing.close]
    window_length = 1

Conclusion

Fact Set is a powerful data set that provides access to a wide range of financial data that can be used to build and test trading strategies. By using the quantopian.pipeline.data.fact_set module, you can easily access this data set and use it to inform your investment decisions.