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.
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
Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.
Start of date range, inclusive (YYYY-MM-DD).
End of date range, inclusive (YYYY-MM-DD).
Start of date range, exclusive (YYYY-MM-DD).
End of date range, exclusive (YYYY-MM-DD).
Response
Matching rows.
Changes
No recorded changes to this operation across all 1 revision of this API.