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Chipper6
Re: New data provider! Global stock data!

Here is the FactSet page describing the advantages of their data.

Highlights:
* 86,000+ global companies (including discontinued); 28,000 in North America alone vs 7,988 in CompuStat. (They aim to cover any new listing with $25m or more market cap.)
* 750+ data items. (Do they count each quarter separately for each line item?)
* The most recent annual and interim periods are available on the listing day. Earlier annual and interim periods are collected and made available within five business days of listing (Restated?)
* They collect data from a variety of different public sources so that they won't miss anything.

Questions for Marco and co:
* Will short interest be available (for US stocks)?
* Insider transactions?
* Starting year for backtests?
* When do estimates get updated?
* How often will P123 refresh the data?

Nov 10, 2019 1:34:38 PM       
Edit 3 times, last edit by Chipper6 at Nov 10, 2019 1:38:23 PM
marco
Re: New data provider! Global stock data!

Jerome, yeah it's a sunk cost. We're open to running a version of p123 front-end and the ratio engine that uses your S&P license (or any other data for that matter). The great thing about this setup is that we're no longer limited by strict redistribution agreements. You will have access to all of the data & history, no download restrictions, etc. Probably would take around 10-20 users to make sense for us.

Portfolio123 Staff.

Nov 10, 2019 2:33:26 PM       
marco
Re: New data provider! Global stock data!

Chipper

Working on short interest. We need permission from exchanges
Yes
20 years rolling
Not sure , probably very fluid like S&P
TBD. We'll do updates every hours now to see just how much changes and when

Portfolio123 Staff.

Nov 10, 2019 2:35:59 PM       
philjoe
Re: New data provider! Global stock data!

Hey guys, just wanted to check in and see if there are any updates on this?

Also, is there any chance we will get the ability to backrest with daily rebalancing as opposed to weekly?

Also also, has anyone expressed interest in p123 front end and using our own s&p license? I'd be interested in that.

Dec 5, 2019 7:17:29 AM       
Edit 1 times, last edit by philjoe at Dec 5, 2019 7:19:40 AM
marco
Re: New data provider! Global stock data!

It's ongoing.

Top priority is to reproduce what we have now with Factset (North America with weekly ranks). We are making changes to the engine of course, and daily ranking feasibility is something we'll look at.

There's been some interest, not much. Obviously there's still plenty of time till Jun 2020. The place to start is with them, telling them you want to keep the p123 front end with their data. Email these guys joseph.smith (at) spglobal.com , david.coluccio (at) spglobal.com , dcamillo (at) spglobal.com and express your interest. Hopefully they won't just try to get you to switch over to their tools :)

Portfolio123 Staff.

Dec 6, 2019 1:29:03 PM       
charles123
Re: New data provider! Global stock data!

Also wanted to make sure Short Interest data would still be available. Is this confirmed. Thanks!

Dec 6, 2019 3:28:43 PM       
SpacemanJones
Re: New data provider! Global stock data!

+1 on short interest. It's a powerful factor.

Dec 6, 2019 7:26:53 PM       
Barn
Re: New data provider! Global stock data!

If this is a short interest vote then make that +1 from me as well.

Just my $0.02 ... Actually I need that back for my port.
Barn

Dec 10, 2019 8:23:43 AM       
piard2
Re: New data provider! Global stock data!

+1 for short interest.
In case Factset doesn't provide it (short interest is not in Factset data for Quantopian), it should be possible for P123 to get and integrate it for free here:
https://www.quandl.com/data/FINRA-Financial-I...ry-Authority?keyword=aapl
(I haven't tried it)

Dec 10, 2019 1:34:57 PM       
Edit 3 times, last edit by piard2 at Dec 10, 2019 1:50:25 PM
sthorson
Re: New data provider! Global stock data!

+1 for short interest, an excellent factor.

Dec 10, 2019 2:20:30 PM       
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