Estimize data question

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Estimize data question

posted May 22, 2016

Hi, I am a bit lost on using estimize. On going here:

https://www.quantopian.com/data/estimize/revisions

It says that the free data (and the paid data) is available from 2010 onwards.

1) I ended up opening an account with Estimize and checked their GUI, it seems that the EPS data goes back much further in the past, like to 2000's, what is the discrepancy?
2) What does $10 buy me, can I do a historical EPS (actual and consensus) dump for US stocks for $10?
3) Any plans to put in xgboost in quantopian?
4) How does one get one minute data for an array of specific dates?

1 response

1) Estimize as a company was founded in 2011 (https://www.estimize.com/about) so I suspect the data dating further back are Wall Street estimates they've licensed from other data providers. Though I can't be sure since I don't know to what data you're referring.

2) You get the consensus estimates back to 2010 (I'm guessing the company itself was formed after the project to start collecting data began). These are crowd-sourced estimates for both estimates and revenue. Additionally, you get wall street estimates for the same companies over the same time period. You can explore the data yourself in a research notebook using the free sample data access. Free sample block the last year of data. See the documentation on quantopian.com/data/estimize/revisions

3) We'll add a +1 to xgboost as a supported library.

4) See the "Getting Price Data" section of our help document: https://www.quantopian.com/help

There are lots of other resources for someone getting started at https://www.quantopian.com/learn

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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.