Quandlを利用ã—ã¦å…ˆç‰©ãƒãƒ³ã‚°ã‚ªãƒ³ãƒªãƒ¼ç³»åˆ—を作æˆã™ã‚‹ – Momentumæ¦‚è¦ ãƒ»Quandlã‹ã‚‰å„é™æœˆã®å…ˆç‰©ä¾¡æ ¼ã‚’å–å¾—ã—ã€æœˆæœ«ãƒãƒ¼ãƒªãƒ³ã‚°ã§ã®ãƒªã‚¿ãƒ¼ãƒ³ç³»åˆ—を作æˆã™ã‚‹ ・Quandlã®ãƒ‡ãƒ•ã‚©ãƒ«ãƒˆæœŸè¿‘系列ãã®ã‚‚ã®ã¯å®Ÿç¾å¯èƒ½ãªãƒªã‚¿ãƒ¼ãƒ³ã§ã¯ãªã„ Quandlã®å…ˆç‰©ãƒãƒ¼ãƒ«æ–¹æ³•ã«ã¤ã„㦠Quandlã«ã¯æœŸè¿‘ã®ä¾¡æ ¼ç³»åˆ—ãŒã™ã§ã«ã‚ã‚‹ã®ã§ã™ãŒã€ãれを用ã„ã¦åˆ†æžã™ã‚‹å ´åˆå°‘ã—å•é¡ŒãŒã‚ã‚Šã¾ã™ã€‚ Continuous Contracts – Data from Quandl https://www.quandl.com/c/futures/continuous Quandl’s continuous contracts are created using the simplest possible roll algorithm: “end-to-end concatenationâ€. That is to say, CL1 is always the crude oil contract
https://www.thealgoengineer.com/2014/download_sp500_data/
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