Quant Galore Momentum Index

The Quant Galore Momentum Index provides the historical and live constituents of a rules-based, cross-sectional equity momentum strategy.

Each observation represents a stock included in the 10-stock monthly basket on a specific rebalance date, along with its rank within that basket.

This dataset is designed for systematic traders, researchers, and allocators who want clean, point-in-time access to a maintained momentum index without reconstructing the full ranking pipeline.

Why it’s useful

Use this dataset to:

• Replicate or track the Quant Galore Momentum strategy

• Run independent performance attribution or turnover analysis

• Study cross-sectional momentum concentration effects

• Measure post-rebalance drift and decay

• Build overlays (options, hedging, leverage) on top of a rules-based equity core

Because the constituents are stored historically and returned point-in-time, the dataset can be used without introducing lookahead bias.

Index Overview

• Universe: Deeply liquid U.S. equities with at least six consecutive weeks of listed weekly option expirations

• Construction: Cross-sectional momentum ranking

• Basket Size: Top 10 stocks

• Rebalance Frequency: Monthly

• Ranking: Highest momentum = rank 1

The dataset reflects the actual basket at that specific date, not a reconstructed or retroactively altered list.

Endpoint

Base URL:

Authentication

All requests require an API key.

Pass your key either:

• As a query parameter: ?api_key=your_key

• Or via header:

Sample Request

Python

import requests

url = "https://api.alphanume.com/v1/quant-galore-momentum-index"

params = {
    "api_key": "alp_abc123"
}

r = requests.get(url, params=params)
print(r.json())

cURL

curl "https://api.alphanume.com/v1/quant-galore-momentum-index?api_key=alp_abc123"

Request Parameters

api_key (required)

Your Alphanume API key.

date (optional)

Return basket constituents for a single rebalance date (YYYY-MM-DD).

Example:

date cannot be combined with date range parameters.

date_gte / date_lte / date_gt / date_lt (optional)

Filter by rebalance date range.

All dates must be provided in YYYY-MM-DD format.

Any logically valid combination is accepted.

Examples:

Validation rules:

• date_lte must be >= date_gte

• date_lte must be > date_gt

• date_lt must be > date_gte

If no date filters are provided, all available historical observations are returned (subject to tier-based limits).

Response Format

Responses are returned in JSON format.

Example:

{
  "count": 970,
  "data": [
    {
      "date": "2026-02-02",
      "ticker": "BE",
      "rank": 10
    },
    {
      "date": "2026-02-02",
      "ticker": "IREN",
      "rank": 9
    }
  ]
}

Response Fields

Data Behavior

• Each rebalance date contains exactly 10 stocks

• Results are ordered by date DESC

• Rankings are deterministic and stored historically

• Historical constituents are not retroactively altered

• Dates are returned in YYYY-MM-DD format

• Invalid date formats return a 400 response

• Mixing date with range parameters returns a 400

Typical Use Cases

• Tracking live and historical momentum basket composition

• Evaluating turnover and stability across months

• Studying concentration and dispersion effects in top-decile momentum

• Running post-rebalance performance analysis

• Building structured products or options overlays on the index

Notes on Data Updates

• Constituents update monthly upon rebalance at 4:05PM EST

• Historical baskets remain fixed once published

• Results are point-in-time and reflect the basket as it existed on that date