I'm very new to this and have been poking around a while to get a feel for everything, however, I haven't been able to find a way to search for a particular security other than typing sid() into the IDE and using the pull down search.
For example how do I locate the sid number for the S&P500 Index?
Is there a list somewhere of all sid numbers and what they match up with?
Welcome to Quantopian!
That command sid() is definitely the best way to find stocks. There isn't a global listing of them all - there are 18,000 in our database.
We don't have indices in our data, only traded US equities. So for the S&P 500 you'll want to use an ETF that tries to model the index - in this case you're looking for SPY.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
Ah, thank you. Any plan to include these at some future point? For example I set out to create a model trading between a set of Domestic and international funds as well as bonds. I have the data in quandl here: quandl superset (Symbols: FUSEX, FSTVX, FSIIX, FSBAX, FIBAX, FLBAX, FINPX, FSITX)
Do you know of somewhere I could look to find an ETF that models a particular index? Or is it possible to use the quandl data to actually backtest with? It appears as though backtesting can only be done with equities that have an sid number.
There are a couple of websites that help you find ETFs (like etfdb - no endorsement, just googled it).
Unfortunately, we don't let you buy and sell on an "arbitrary" set of data yet - you can only buy and sell one of the US equities in our database. We built it that way because we were thinking about live trading. Since then it's become clear that people want to test all sorts of things, and we haven't revamped the backtester to handle that yet. We will do it at some point, though.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
It would really be a great help to have a downloadable list of available SIDs. I have separate tools I'm developing which iterate over a domain of available securities and I'd love to be able to limit that list to the ones you support.
I agree that we need a list of SIDs and their active dates. The latter information is readily available internally to the algo but needs to be exposed i.e.
P.
ideally I think it would be nice to include some additional information as well. Not sure when it gets to be too much, but including Market Cap and Sector for example would be quite helpful.
Security's start and end dates are exposed in the sid object.
I'll look into a reasonable way to get a list of sids up. There are 18,000 of them, with 7500 or so traded in a given day in 2013. Interesting to think of a way to provide that information in a useful format.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
Hello Dan,
But that can only be queried once an algo is running. I'm suggesting some sort of access to the data - an offline browser? - that would allow me to see that 'AVGO' has been recycled and appears in your data as both 'AVANTGO INC' and 'AVAGO TECHNOLOGIES LTD'.
P.
Interesting. Thanks for the feedback.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
