Quant Galore Momentum Index constituents: the daily holdings of a rules-based

Quant Galore Momentum Index constituents: the daily holdings of a rules-based 12-1 momentum strategy (long the highest-momentum US names, refreshed on a fixed schedule). One row per constituent per day: date, ticker, and rank (1 = strongest). History is point-in-time -- each day shows exactly what the index held then, so backtests are free of look-ahead.

Use it to mirror the index, source high-momentum candidates, or study momentum portfolio turnover. Query a single date for that day's basket, or a range to see how the basket evolved.

Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.

get/v1/quant-galore-momentum-index

Request

  • Base URL: https://api.alphanume.com
  • URL: https://api.alphanume.com/v1/quant-galore-momentum-index
  • Auth: one of:
    • API key in header X-API-Key
    • HTTP bearer

Query parameters

datestring

Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.

date_gtestring

Start of date range, inclusive (YYYY-MM-DD).

date_ltestring

End of date range, inclusive (YYYY-MM-DD).

date_gtstring

Start of date range, exclusive (YYYY-MM-DD).

date_ltstring

End of date range, exclusive (YYYY-MM-DD).

Response

Matching rows.

countinteger required
dataobject[] required

Changes

No recorded changes to this operation across all 1 revision of this API.