Signals - Historic universe tickers

Tournament
1

Hi,

Is it possible to get the historic version of the Signals ticker mapping (e.g. 2010, 2011, …) to avoid survivorship bias? I am just realizing how wrong is to use the current ticker map to train the model…

I could not find this topic referred else and it would be very helpful to have the past mappings or maybe a free source where we can find the top 5000 global public companies by market capitalization by year.

Thanks!

1 Like
2

Have you tried downloading the example files (near upload button)? In the folder, there is a file called example_signal_upload.csv. This file contains tickers for the whole validation data since 2013/01/04 - all these historical tickers wouldn’t have survivorship bias; these were all the things in our universe at those times. Is this what you need?

2 Likes
3

Hi Richard,
I missed that file, thanks!

I did a quick check of the file and I did not see in the past years some companies that got delisted afterwards (e.g. Blockbuster BBI). Am I missing something? I would have expected to see them in the historic universe.

Thanks again

4

Nevermind, I did a sanity check with Lehman Brothers (LEH US) and it stops on September 2008 as expected. This is exactly what I was looking for.