Could someone tell me how to go about identifying the top 100 stocks based on market cap for the SP500...from prior years? Say starting from 2007 to current?
Hello Adam,
It's an interesting challenge. You could maintain an evolving list of the S&P500, use a paid-for service like xignite, and import using 'fetcher'. See: http://splice.xignite.com/services/Xignite/XigniteSecurity/GetHistoricalMarketCapitalization.aspx
"Xignite sells subscriptions to the data for as low as $600 a year and as high as $100,000 a year, depending on the data....." from http://venturebeat.com/2011/09/13/xignite-raises-10m-for-cloud-delivery-of-financial-market-data/
P.
Hello Adam,
Actually, paying for anything is stupid. This algo https://www.quantopian.com/posts/using-the-fetcher-with-quandl gets fundamentals data from Quandl, and there must be a way of getting the data you need using the API into EDGAR. See: http://www.sec.gov/edgar.shtml
P.
One data source for historical market caps of all S&P 100 companies, data is available for the past 10 years: http://marketcapitalizations.com/historical-data/market-caps-sp-100-us/
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.