🚀 QuantAlpha: NASDAQ-100 Machine Learning Dataset

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.
• 50+ ML-Ready Features
  • Trend: SMA (50 / 200), MACD, ADX
  • Momentum: RSI, Stochastic Oscillator, Rate of Change (ROC)
  • Volatility: Normalized ATR, Bollinger Band width & positioning
  • Risk & Factor Metrics: Rolling Alpha, Beta, Sharpe, and Sortino ratios
  • Seasonality Signals: Day-of-week, month-end, and quarter-end indicators
• 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.

📊 Public Sample on Hugging Face

A public sample version of this dataset is available on Hugging Face so you can inspect the schema, feature engineering style, and data quality before purchasing.

Hugging Face Sample:
https://huggingface.co/datasets/blobxiaoyao/quantalpha-nasdaq100-sample

Note: The Hugging Face release is a limited sample intended for evaluation only. The full Gumroad version includes the complete feature set and full historical coverage.

Built for practitioners who value clean data, reproducibility, and modeling speed.

Gain the quantitative edge. Download QuantAlpha and accelerate your alpha generation