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.
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?
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.
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.