Hello,
Anyone know why there's errors in the dataset EquityPricing. ?
For "IOTS" the 30th October 2015 data on yahoo finance : high = 6.66 / open = 6.66 instead of : 199999.000 & 199999.000 in the dataset.
If someone know a dataset without datapoint erros let me know ;).
Data erros on EquityPricing dataset
IOTS began trading on 10-27-2015. The data right after an IPO can be notoriously bad. That's one of the reasons we recommend filtering with the QTradableStocksUS universe which screens out new IPOs and illiquid stocks (among other critera). The QTU (as it's referred) is required for all contest algos as well as to be considered for an allocation.
If one adds a filter for the QTU in the above notebook then none of the data errors show up (see attached notebook).
We are looking into these issues with the EquityPricing dataset where large values appear in some fields. However, the quantity of problems seem small from our initial check (around 18 across all securities reporting daily pipeline data for the year 2015) and none of these surface when filtered for the QTU.
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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.