Does anyone know if there is a dictionary of SIDs with company names (or bloomberg tickers for example) available from Quantopian? A lot of ideas that can be easily tested with Quantopian require some period rebalancing - the list of stocks can be run in a separate python code from Google Finance or Yahoo Stock Screener and sent to Quantopian through fetcher_csv. But converting these stock names into SIDs inside the algo (say, on a monthly basis) does not look possible at this point. Having a list of all SIDs available would allow a lot more algos to be tested, including some fundamental data strategies with various rebalancing periods. Which is currently not possible, as I understand.
Hello Vladimir,
The proposed change to the 'fetch' functionality may allow you to map symbols to 150 concurrent SIDs. See here.
I'm hoping Quantopian will provide a 'symbol to SID lookup' at some point as I see no reason for this to compromise their data. At present 'fetch' does already match symbol to SID which is visible in the DataFrame produced by 'fetch' but the challenge would be to extract that mapping back out to your local data.
If you are looking at <= 100 SIDs you may get an idea here on how to get the mapping from symbol to SID. It's messy, obviously.
P.
Peter, thanks! Will look into that. And fully agree - don't see how making the list of SIDs an externally access-able .csv file can do anything other than multiply the number of possible strategies to test with Quantopian and make it much closer to real life. The only reason I can think of is hardware limitations at Quantopian to actually run so much calculation that will inevitably result from 'ticker to SID' mapping functionality...
Vladimir, The new fetcher will be more powerful. But even with today's fetcher, if you import data using stock symbols, the symbols are matched to the sid. So if you have a list of stocks coming out of some other source (Google, Yahoo, etc.) and you import them into Quantopian using Fetcher, it should work just fine.
So, I think you can do what you want, today. Is there a catch that I'm missing?
Disclaimer
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.
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.