Scraping using QTradableStocksUS() data

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Scraping using QTradableStocksUS() data

Joseph Moorhouse

edited

Seeking Help Self Serve Data

In this great demonstration example shared by Lucy Wu, is it not preferable to scrape using tickers from QTradableStocksUS()? Over a given timeframe, am I correct in thinking that tickers from QTradableStocksUS() will likely be more representative of live trading conditions, since survivorship bias is mitigated?

In order to thoroughly backtest a factor which is ranked using 10-k data, is it not vital to expose the model to companies that have gone out of business?

I am currently making a Scrapy crawler, which follows a similar process to that suggested by Lucy, but the program will currently scrape all 10-K documents (~11500 companies), which is obviously unnecessary. In the attached notebook, assuming the process is correct, it suggests ~4700 companies need to scraped, as opposed to ~6900 using the Nasdaq company data.

In order to make this possible, the issue I'm facing is mapping a ticker name to it's corresponding central index key (CIK), since Quantopian doesn't support the requests library. Is it possible/permissible to export the ticker symbols from the attached notebook locally to allow me to only scrape QTradableStocksUS()companies please?

Thanks in advance,

Joseph.

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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.