borrow-fees-alpha

Introduction to QuantRocket's borrow fees dataset. Uses Alphalens to analyze borrow fees as an alpha source and uses Moonshot and Zipline to demonstrate ways to incorporate borrow fees into long or short strategies.

Clone in QuantRocket

CLI:

quantrocket codeload clone 'borrow-fees-alpha'

Python:

from quantrocket.codeload import clone
clone("borrow-fees-alpha")

Browse in GitHub

Start here: borrow_fees_alpha/Introduction.ipynb

---

Find more code in QuantRocket's Code Library