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Getting Started with Moonshot¶

This tutorial shows you how to retrieve daily historical data for equities, analyze your data in a research notebook, and backtest an end-of-day cross-sectional momentum strategy using Moonshot.

Data collection

  • Part 1: Historical Data Collection
  • Part 2: Universe Selection

Research and Backtesting

Research

  • Part 3: Momentum Factor Research

Moonshot

  • Part 4: Moonshot Strategy Code
  • Part 5: Moonshot Backtest
  • Part 6: Moonshot Parameter Scans