Stop spending weeks on data engineering. Start training models immediately.
QuantAlpha is a production-ready financial dataset built for quantitative researchers, ML engineers, and data scientists working on equity prediction, factor modeling, and strategy research.
It provides multi-year historical data for the NASDAQ-100 universe, enriched with carefully engineered technical and statistical features designed for direct use in machine learning pipelines.
What’s Inside
- Full NASDAQ-100 Coverage: Includes all current NASDAQ-100 constituents with consistent ticker-level alignment.
- Multi-Year Historical Data: Daily data spanning 2021–2026, suitable for both cross-sectional and time-series modeling.
- Scale-Invariant Design: All features are normalized or percentile-ranked, making the dataset immediately compatible with XGBoost, LightGBM, neural networks, and transformers.
Engineered for Research Integrity
- No NaNs: Cleaned, validated rows suitable for training without manual preprocessing.
- No Look-Ahead Bias: All features are computed strictly using point-in-time information.
- Efficient Storage: Delivered in high-performance Parquet format for fast loading and low memory usage.
Built for practitioners who value clean data, reproducibility, and modeling speed.
🚀 Get Started Immediately
Don’t waste time cleaning data. Download the full production-ready dataset now:
Or inspect the free sample first to verify the quality:
📬 Contact & Support
If you have any questions about this dataset, licensing, or access to the full version, feel free to reach out:
📧 Email: [email protected]
Please note that this email is intended for dataset-related inquiries only. We aim to respond within 1–2 business days.