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sglinski
An Idea to Ease Transition to Factset

Would it be helpful to create a new Universe called "Compustat," listing symbols under computstat coverage, to null out the effect of the differences in the Factset and Compustat universes? (Assuming, as has been mentioned, that Compustat is mostly a subset of Factset). Might be able to minimize at least one variable in the transition to the new data..

Jun 14, 2020 12:13:46 PM       
yuvaltaylor
Re: An Idea to Ease Transition to Factset

The differences between Compustat's and FactSet's universe are mostly ADRs and pink sheets. If you use the No OTC Exchange universe as your base, there won't be that much difference.

The composition of the All Stocks universe relies on Compustat data. From those All Stocks, FactSet and Compustat have different companies in their All Fundamentals universes. There will be some companies in Compustat's All Fundamentals, especially in the past, that are not in FactSet's, so it's not quite true to say that Compustat is a subset of FactSet.

I hope this helps!

Yuval Taylor
Product Manager, Portfolio123
invest(igations)
Any opinions or recommendations in this message are not opinions or recommendations of Portfolio123 Securities LLC.

Jun 14, 2020 8:33:34 PM       
sglinski
Re: An Idea to Ease Transition to Factset

I dumped the current factset and compustat "All Fundamentals - USA" universes, and created a list of the factset additions called "FactsetExtraStocks," and created a public universe called "NoFactSetExtraStocks," if anyone is interested in playing with that. I found it useful to restore a bit of performance to one of my ports..

Jun 18, 2020 6:08:53 PM       
judgetrade
Re: An Idea to Ease Transition to Factset

Hi sglinski, can not access this NoFactSetExtraStocks, would be interested! TY! Best Regards Andreas

Jun 23, 2020 1:52:12 PM       
sglinski
Re: An Idea to Ease Transition to Factset

Hi,
I created the universe NoFactSetExtraStocks with public permission, did you try using this universe in your port?
(It uses an inlist of the extra tickers). Anyway I will try to post the inlist below:
Note that this is a list of current differences..
AAGFF AAGIY AAMTF AATV AAVMY ABBRF ABCZY ABEPF ABMBF ABML ABNAF ABVN ACCYY ACGBY ACGX ACHFF ACKAY ACOPY ACPS ACRGF ACSAY ADDYY ADERY ADFT ADTFF ADTR ADVT ADYEY ADYX AEXAY AFFU AGESY AGLXY AHELF AHGIF AHKSY AIRYY AISSF AIVN AJINY AKBTY AKRFF ALBY ALFVY ALGGY ALKM ALOD ALPMY ALPP ALTPF ALYI AMADY AMAZ AMBS AMDLY AMHV AMIGY AMKBY AMMX AMNP AMSSY AMYZF ANGCF ANGPY ANGUF ANIOY ANPCY AOMOY AONNY APCX APELY APEMY APEUF APLIF APMCF APNHY APPB APRAF APTL AQFH ARBTF ARGTF ARHTF ARHVF ARKAY ARST ARXRF ARZGY ARZTY ASAZY ASBFY ASBRY ASDN ASDRF ASDZF ASGLY ASHTY ASLRF ASOMY ASXFY ASXSF ATASY ATBHF ATDS ATVDY ATWT AUKNY AUMC AUNFF AURI AUSAF AVACF AVCRF AVEW AVIFY AVPMF AWSL AWSM AXBKY AXREF AXRX AXVEF AYSI AZNVF AZRH BABYF BACHY BAFYY BANJ BANT BASA BBAVY BBBMF BBGP BBKCF BBLG BBRRF BBSEY BCCI BCNN BCSO BDORY BDOUY BDRFY BDVB BDVSY BEBE BELDF BETW BEVVF BEWFF BFARF BFCH BFGC BHKLY BHNGF BHPA BHRB BHWB BICEY BICTF BIOIF BIPH BITCF BITTF BIVI BIXT BJCHY BKBEF BKEAY BKFG BKHYY BKKLY BKNIY BKPPF BKQNY BKRKY BKRRF BLAB BLAGF BLEG BLEVF BLHEY BLHK BLILF BLMC BLOZF BLSFY BLSP BLSSF BLXX BMMJ BMOOF BMSN BMSPF BMTLF BMWYY BMXI BNGI BNNLF BNTGY BOALY BONL BONZ BOSQF BOSSY BOUYY BOXS BPUZF BRDCY BRLL BROG BRRAY BRSE BRSLF BRTHY BRTI BSCA BSEFY BSEG BSPA BSRC BSRTF BTCY BTDG BTLCY BTSC BTUMF BURBY BUUZ BVFL BXBLY BXXRF BYOC BYRN BYZN BZQIY CABGY CADMF CAFI CAIXY CALB CAMZF CANB CANL CAOVY CAPD CASXF CATN CAVR CAWW CBAI CBBLF CBBWF CBDG CBDY CBGPY CBMJ CBNT CBRSF CBSC CBULF CBYAA CCBC CCEDF CCHWF CCLAY CCOB CCOHY CCOJY CDELF CDEVY CDGLY CDJM CELTF CEOS CERPQ CFGX CFNB CFOK CFRUY CGEI CGEMY CGKEY CGLO CGMLF CGOL CGOTF CGRA CGRW CGUD CHCR CHEOY CHGI CHKKF CHKR CHMJF CHNC CHOOF CHRYY CHUC CHYCY CHYHY CIADY CIBEY CIBH CICHY CIIX CIOXY CJPRY CLABF CLCGY CLGN CLGPF CLLXF CLNH CLPBY CLPHY CLRMF CLSH CLTH CLTS CLVLY CLWD CLWY CMAKY CMGHY CMGO CMHF CMPD CMPGY CMPY CMTOY CMWAY CNBB CNBZ CNCG CNCN CNENF CNGT CNMXF CNOBF CNRIF CNSNF CNSUF CNTMF CNVVY CODYY COFE COGDF COGNY COHO COIHY COPRF CORG COVTY CPCAY CPKA CPKPY CPMD CPPXF CPTRF CPYYY CQCQ CRARY CRCW CRGE CRNCY CRRFY CRRVF CRSB CRUUF CRVYF CRZBY CRZHF CSHB CSLLY CSNVY CSOC CSOL CSRNF CSUAY CTNR CTPCY CTSDF CTTH CTUY CTXAY CUBV CUBXF CURLF CURR CUYTY CVGRF CVHIF CVHL CVLB CWBHF CWBK CWSS CWWBF CXCQ CYAP CYCA CYIG CYLYF CYRBY CYRTF CYSM CZSVF DAUGF DBCCF DBMM DBOEY DCAC DDDX DDNFF DEELD DEVM DEWM DFEL DFHL DFIHY DGDCF DGRLY DGTW DGWR DIDAY DIFTY DIGAF DIISY DKGR DKILY DKNG DLMV DLOC DLVHF DMEHF DMGGF DNAX DNCVF DNFGY DNHBY DNPLY DNZOY DOCRF DPSGY DPSM DPUKY DQJCY DSCR DSDVY DSEEY DSNKY DSOL DSVMF DTII DTRC DTRL DTST DTTLY DUOT DUVNF DVLN DWAHY DWNX DXAEF DXF DXR DYNE EAATF EACR EADSY EAIN EAPH EBKDY EBYH ECGI ECIFY ECOX ECSL ECT EDNMY EDWZF EDXC EEIG EEMMF EESE EESH EEVVF EFIN EGFEY EGIEY EGMCF EJPRY EKCS EKTAY ELIXF ELLH ELLRY ELNOF ELRNF ELRRF ELYGF EMBI EMITF ENDGF ENGGY ENGMF EPAZ EPGNY EPWCF EQFN EQTRF EQTXF ERBB ERFB ERRCF ERRSF ERVFF ERYP ESGI ESLOY ESPGY ESTRF ESYJY ESYL ETCK ETCMY ETFLF ETII ETST EUENF EVCC EVGI EVIO EVOA EVSV EWLL EXDI EXMGF EXMT EXPGY EXROF FANDY FANUY FAVO FBMCF FBPA FCIT FCOB FDBH FDHC FDIT FELTY FERL FETLF FFMR FFNTF FFRMF FFXXF FGROY FHAI FHBC FIEIF FIND FINMY FIOGF FIRZF FJTNY FLCX FLIDY FLOOF FLURF FLWPF FMFG FMFP FMHS FMYR FNCJF FNEC FNEVY FNGR FNINF FOJCY FOUR FPAFY FPFI FPWM FRCOY FRERF FREYY FRLI FRRVY FRSB FRTN FSNUY FSRL FSUGY FTDL FUAIY FUBO FUGMF FUPBY FWEDF FXLG FYRTY GADS GAILY GAN GARPY GASNY GATGF GAXY GAYMF GBBFF GBHL GBHPF GBLX GBOOY GBPT GCFFF GDDCF GDET GDMRF GDXRF GEAGY GEATF GEBHY GEIN GELYY GENH GENMF GERFF GFGSF GFGVF GFSZY GFTX GGBXF GGDVY GGII GGISF GGTHF GGTTF GIGNY GJNSY GLAPY GLATF GLBD GLDFF GLKIF GLNCY GLPEY GLPH GLPT GLXZ GMALY GMBL GMER GMEV GMHLY GMPW GMVMF GNAL GNGBY GNRV GODYF GOLHF GORAF GORIF GOTRF GOVB GPFT GPHBF GPPRF GPVRF GRBMF GRCU GRLVF GRMM GRRB GRSLF GRSO GRTD GRUSF GRYO GSFI GSMGF GSPH GSPT GSRX GTAGF GTCH GTEC GTGDF GTHR GTXO GULTU GVDNY GVXNF GVXXF GWLLY GWSAF GXSFF GZDIF GZPFY HACBY HAFG HAVXF HBEIF HBRM HBSI HCBN HCGI HCMLY HCYT HDELY HDSLF HDVY HEMP HENC HENGY HENKY HERTF HESAY HEWA HIHI HINOY HIPH HITC HITIF HKHHY HKTVY HKXCY HLDCY HLIX HLLGY HLOC HLPPY HLRTF HLTEF HLUYY HLWD HLYK HMNU HMPQ HNGKY HNHAY HNNMY HOCPY HOKCY HPMM HPTN HQDA HQGE HRGG HRVOF HRVSF HSBI HSDEF HSEEF HSQVY HTSC HUBV HUGE HUSIF HUTMF HVGDF HVRRY HWGG HWTHF HX HXGBY HYDI HYHDF HYMC HYMTF HYPMY HYSR HZHI IAALF IAUFF IBDRY IBGR IBOKY IBRC ICNB IDCBY IDEXY IDTY IFJPY IGEN IGEX IGIC IGPK IHLDY IKTSY ILAL ILHMF ILUS IMEXF IMIAY IMLED IMPUY IMTE IMTFF IMTL INCKF INCZY INDXF INGIY INOTF INSO INTV INVOD INVVY INXSF IONKF IOTC IPSEY IPTK IPXHY IRRZF ISMAY ISOLF ISRJF ISUZY ITCC ITEGD ITEX ITHUF ITJTY ITKH ITNM ITNS ITOCY ITVPY IVDN IVHI IVITF IWBB JAPAY JBAXY JBSAY JCYGY JEHLY JGCCY JGLDF JKSM JMPLY JNES JPSWY JPXGY JRONY JROOF JRVMF JSAIY JSCPY JSGRY JSHLY JTBK JTEKY JUGRF JWCAF KAEPY KAJMY KALTF KAYS KBCSY KBEVF KBPH KCDMY KDDIY KDKGF KDNG KGKG KGSPY KHNGY KHOLY KHRNF KIKOY KLFE KLSVF KNBIF KNCAY KNOS KNRLF KNRRY KNYJY KOGMF KOSK KOTMY KPCPY KPELY KPIFF KRKNF KRYAY KRYPY KSRYY KTCIY KTEL KTPPF KURRY KWBT KWHIY KXIN KXPLF LAACZ LADFF LBHRD LBTI LBUY LDBTY LDSCY LDSVF LEAI LEON LFER LGGNY LGYV LIACF LIBFF LICH LKMND LKYSF LLBO LLESY LLLI LMGDF LMRMF LMSQF LNSTY LNVGY LOGQ LPBC LPPPF LPSIF LQRCF LQWC LRCFF LRDR LRENY LRSV LRTTF LSFG LSGEF LSYN LTCP LTDH LTMCF LTMP LTRN LTUM LUMIF LUMO LVCLY LVCNF LVVV LVXI LXRP LXXGF LZAGY LZRFY MAHLY MAKSY MARUY MATN MAURY MAUSY MBKL MBYMF MCBI MCCK MCHB MCHT MCHVY MCLDF MCREF MDIBY MDLXF MDMP MDSMF MDVT MDXHF MDXL MEDH MEDIF MEGGY MENEF MEXGF MFGI MFST MGAWY MGDDY MGXMF MGYOY MHPC MHVYF MIELY MIFF MIMNF MINE MITEY MITFY MITI MIUFY MJARF MJNE MJXFF MKKGY MKRIF MKSEF MLBVF MLGCF MLHC MLLLF MLLOF MLYBY MLYF MMJFF MMMW MMND MMNFF MMNGF MMSDF MMX MNAT MNBEY MNBP MNKG MNMB MNRLF MNTCF MONDY MONOY MOTUY MPIR MPXOF MQBKY MRAAY MRGE MRLLF MRNJ MRPLY MRRTY MRTI MRTMF MRWSY MRZM MSADY MSBHY MSLOY MSNVF MSSV MSTXF MTENY MTLHY MTNOY MTTCF MTTRY MTWD MURGY MVES MVLY MVO MVVYF MXROF MYCOF MYHI MZDAY NAKD NBDR NBGV NCMBF NCMGY NCNNF NDBKY NDEKY NDENF NDEV NDVAF NDVLY NDVN NEIK NEXCF NGENF NILSY NINOY NIROF NKORF NKRKY NLPXF NMGRF NMNZF NMTC NMXS NNGRY NNOMF NNXPF NOMNF NOPUF NOVKY NPKLY NPNYY NPPNY NPSCY NPSKY NRDBY NRGMF NRILY NSAUF NSAV NSCIF NSHRF NSHSF NSPDF NSRS NSUPF NSVLF NTAH NTCO NTDTY NTEI NTOIY NTOX NTRU NTTHF NTXFY NUBC NUGL NUGS NUVM NVDEF NVLPF NVNT NVSGF NVTQF NVZMY NWARF NWCN NWGI NWPN NWYU NXEN NXGPY NXGWF NXPC NXTFF NXTN NXTTF NYWKF OCLDY OCLN OCPNY OEZVY OGOFF OILFF OISHY OJIPY OJSCY OLBG OLMIY OMPS OMRNY OMVKY ONDS ONPH ONVC OPHLY OQMGF ORAGF ORFDF ORHB ORKLY ORMNF ORNC OROCF OSAGY OSAT OSCI OSIIF OSSIF OTMN OTPGF OTSKY OUKPY OVCHY OWVI OXBC PANDY PAUFF PBAM PBBSF PBCRY PBNK PBSFY PBTS PCHK PCRCF PCSV PCYN PDGRY PDRDY PDYPY PEBC PEMIF PENYF PER PEXNY PFFOF PFMS PFSF PGAS PGENY PGEZF PGNRF PGOL PGTMF PHBI PHIL PHIXF PHVAF PKCOY PKIN PKLBF PKSLF PKTX PLFX PLMNF PLNHF PLPRF PLRX PMCCF PMHG PMNXF PMPG PNDHF PNGAY PNRLY PNTZF PNXLF PNXPF POAHY POFCY POTN PPAAY PPERY PPJE PPMH PPPS PPRUY PRCNF PRDSY PRESY PRGCF PRGLY PRIEF PRMNF PROF PROSY PRSI PRT PRTT PRYMY PSGTY PSIQ PSJEY PSMMY PSRU PSV PSWW PTAIY PTALF PTAM PTEFF PTEO PTGED PTNYF PTOZF PTXKY PUGOY PUMSY PUODY PURA PUTKY PVL PVNC PWBO PWRMF PWWBF PXFG PXHI QABSY QBIEY QBIO QCAAF QDMI QEBR QGSI QHYG QILFD QMCQF QNTA QPRC QPWR QRON QTCI QTMM QUISF RAFI RANJY RAREF RASP RBGLY RBII RBTK RCCMF RCEL RCGCF RCIT RCRT RDAR RDCPF RDDTF RDEIY RDGL RDSMY RDUFF RECAF REGRF REHB RELEY REMYY REPO RFII RFXRF RGCTF RGGI RGSG RGST RHHNF RJKAF RKUNY RLBD RLBY RLLVF RLLY RLNIY RLTR RMRDF RNLSY RNOV RNWEY RNWF ROBOF ROHCY ROMJF ROYMY RQHTF RRIF RSAU RSERF RSHN RSHYY RSNAY RSSFF RSSV RSTAY RTLR RTMVY RTOKY RTON RTTO RVDO RVLGF RVSDF RVTI RVVQF RWCB RWWI RXEEY RYCEY RYFL RYKKY RYMDF RYTTF SADMF SAFRY SAFS SAPMY SARSF SAXPY SAYFF SBGSY SBHMY SBKK SBKO SBLRF SBRCY SBS SCBFF SCGPY SCHYY SCIA SCIL SCIXF SCNG SCSG SCYT SDRMU SDTC SDTTU SDVKY SEBC SEGN SEKEY SESI SFOR SFTBY SGAMY SGAPY SGBI SGBLY SGCFF SGDH SGGKY SGIOY SGPRY SGPYY SGRB SGSOY SGTZY SHCMF SHECY SHRG SHTDY SHWDY SHWGY SHWZ SHZUY SIERF SIETY SIGN SIML SINC SIOCF SIPN SIRC SIREF SJ SKBSY SKHHY SKHSY SKKRF SKREF SKVKY SKYF SLCH SLCJY SLGBF SLGGF SLGWF SLGX SLLDY SLRK SMBZF SMCAY SMCE SMFKY SMGI SMGZY SMMNY SMMYY SMNNY SMPP SMTOY SMUUY SNANF SNDY SNMCY SNMN SNMRY SNNVF SNPHY SNSFF SNTW SNYFY SOHI SOHVY SOLCF SOLVY SOMLY SOMMY SONN SONVY SOUHY SPBBF SPCO SPHRY SPLIF SPMI SPNRF SPOM SPXCY SQCC SRBT SRGHY SRGZ SRHBY SRLZF SRMX SSBP SSDOY SSET SSMLF SSMXY SSNHZ SSTT SSUMY SSVFF STBFY STBMY STHI STKXF STMH STNT STRNY STRZ STSBF STSN STWC STWRY STXMF SUHJY SUIFF SUOPY SURJF SUTNY SUZ SVGAF SVIN SVJTY SVNDY SVNLY SVSN SWGAY SWRBY SWRM SYCRF SYHBF SYIEY SYTE SZEVY SZKMY TAIPY TAK TAKOF TAKUF TAPM TATLY TBGPF TBLMY TBTC TCEHY TCFF TCNAF TCNNF TDBOY TDHOY TEUTF TEZNY TGGI TGIFF THBIY THCT THDDY THKLY THMG THRBF THST THURF THVB TILCF TISCY TKAMY TKECY TKFHY TKGSY TKGZY TKSTF TKXHF TKYVY TLDN TLLTF TMAK TMBR TMMI TMRAY TMSH TMSNY TNABY TNEN TNGL TNREF TNRK TNYBF TOELY TOKIF TOPPY TORM TPRP TPTW TREP TRICF TRKNY TRMNF TRNF TRSSF TRUMY TRUX TRVR TRYIY TRYRF TSCDY TSNP TSRYY TSUKY TSYHY TTNDY TUIFY TUMIF TUWOY TUXS TVOG TVPC TWRFF TXHE TXHG TYABY TYBT TYCB TYFG TYIDY UAMA UBAB UBID UBSFY UCCPF UCIX UCLQF UCPA UFGSY ULTXF UMAX UMGP UMICY UNCRY UNGS UNICY UNIF UNRG UNTN UOLI UPIN UPPR UPZS URALD URCCF URHG URLOF USAU USBL USEI USNZY USRI USSJY VCII VCISY VDMCY VDPH VDQSF VDRM VICP VISM VIVC VIVHY VKMTF VLCJF VLEOF VLLX VLMGF VLNCF VLOWY VLPNY VLXC VNNYF VNRFY VOPKY VPOR VPRIF VREOF VRTA VRTB VRXWF VRZPF VSBGF VSMR VSYM VTKLY VTOL VTXB VVCVF VVNT VWDRY VXEL VYST WARFY WBHC WBSI WCAGY WCCP WCEXF WCIG WDBG WDDMF WDFN WDLF WEGRY WEGYF WEICY WEYL WFAFY WHGLY WHGOF WHLKY WHZT WILYY WIMHY WIZP WJRYY WKULF WLDFF WLMIY WLRMF WLWHY WLYYF WNARF WNDLF WNTR WOLV WOPEY WPFH WRRZF WSFL WSRC WSRRF WSTRF WTBDY WTCG WTKN WTNW WUHN WWNTY WXXWY WYGPY WYNMY XCPL XHUA XLWH XNNHQ XREG XSNX XSPT XTRRF XXMMF XYIGY YAHOY YAMCY YARIY YBAO YDUQY YIPI YMZBY YNVYF YRLLF YSSCF YUEIY YYYH ZBISF ZDPY ZIMCF ZLIOY ZMDTF ZURVY ZYQG

Jun 23, 2020 8:19:33 PM       
aschiff
Re: An Idea to Ease Transition to Factset

As Yuval mentioned, this is only relevant if you need to include OTC stocks in your models. Otherwise, simply having a "!Universe(OTC)" criterion in your system will exclude 1739 of these 1787 stocks.

Aaron
Portfolio123 Staff

Jun 24, 2020 1:23:40 PM       
judgetrade
Re: An Idea to Ease Transition to Factset

thank you very much.
I get it know, I exclude OTCs.

Jun 26, 2020 2:48:49 AM       
judgetrade
Re: An Idea to Ease Transition to Factset

once again thank you, !Universe(OTC) on the buy rule added about 2% performance to my model, even I have choosen the no OTC Universe before adding !Universe(OTC). Not sure why this happens, any ideas?

Jun 26, 2020 3:07:08 AM       
aschiff
Re: An Idea to Ease Transition to Factset

A single stock, WLBC, has been incorrectly included in both the OTC and NOOTC universe between 2010-10-30 and 2011-03-26, during which time its primary exchange was Nasdaq Stock Market. The performance difference must be caused exclusively by excluding WLBC for those 22 weeks. Other than that, the universes are mutually exclusive. I will remove these incorrect entries from the OTC universe.

Aaron
Portfolio123 Staff

Jun 26, 2020 12:04:01 PM