Clarification on the inclusionMatrix

Hi,


I can observe this row using alphien.data.getTickersSP500()[[‘ticker’, ‘constituentEnd’, ‘constituentStart’]].reset_index(drop=True)


ticker=JCI.US Equity

constituentEnd=2009-03-15

constituentStart=1989-07-27


But from the inclusionMatrix = alphien.data.getTickersSP500(ticker=df.tickers, startDate=df.startDate, endDate=df.endDate, asMatrix=True)


the column JCI.US Equity is filled with 1 from 1989-07-27 to 2020-10-12


1989-07-27    1.0
1989-07-28 1.0
1989-07-31 1.0
1989-08-01 1.0
1989-08-02 1.0

2020-10-06 1.0
2020-10-07 1.0
2020-10-08 1.0
2020-10-09 1.0
2020-10-12 1.0


Doesn’t 1 mean that the ticker is in the SP500 on the given date and shouldn’t the inclusionMatrix column for JCI.US Equity be 0 after 2009-03-15?

Hi Atoh013pg,


If you check,

alphien.data.getTickersSP500(ticker=“JCI.US Equity”)


JCI.US Equity re-entered S&P500 on 2010-08-26.


Thank you.