QuantConnect / Tutorials

Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
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Quantpedia 307: Reversal During Earnings-Announcements #146

Open gurusawhney opened 6 years ago

gurusawhney commented 6 years ago

https://quantpedia.com/Screener/Details/307 -premium quandl data necessary for upcoming earnings announcements: https://www.quandl.com/databases/ZEA/documentation/a-earnings-announcements

jaredbroad commented 6 years ago

We are running the backtests - so can use the previous earnings announcement days - 5 days?