Retrieving the Data

Alphathon
#1

Hi

How can I call the data of the 9 stickers? What is the syntax for that?


Thank you

#2

Hi Ali,

There are two types of data you can use in the Alphathon:

  • Building blocks: these are the data series on which you can invest. For this Alphathon, these are TYa (US 10 year treasury future), USHYa (ETF on US HY bonds) and BNKa (ETF on European bank stocks). You can retrieve them and store them in a variable called bb by doing:

> bb = getAlphathonBBs(asPrice=TRUE)

  • Other data: you cannot invest in them; however, you can use them to generate your allocations. You retrieve them and store them in a variable called alData with:

> alData = getAlphathonData(asPrice=TRUE)


For more precision about how to call data, have a look at the first tutorial notebook:

https://www.alphien.com/mynotebooks/Notebooks/Alphathon/Asset_Allocation_Alphathon_-_Tutorial_1.ipynb


For all generic information about the Alphathon, check https://wiki.alphien.com/ALwiki/Category:Alphathon. The introduction video runs through data retrieval as well.


Best,


Hervé


#3

Hello,


In order for you to get the data for the ongoing Alphathon, you can use the functions getAlphathonBBs and getAlphathonData.


The functions return the list of tickers when the argument asPrice is set to FALSE (default behavior):

getAlphathonBBs(asPrice=FALSE)

getAlphathonData(asPrice=FALSE)



When the argument is set to TRUE, the functions return the time series associated with the tckers

getAlphathonBBs(asPrice=TRUE)

getAlphathonData(asPrice=TRUE)

You can get the series associated with a specific tickers by passing it as an argument e.g:

getAlphathonBBs(bb=“TYa”,asPrice=TRUE)


Note that the output of the functions is invisibly returned. You can use the function head to display the returns on your console

head(getAlphathonBBs(bb=“USHYa”,asPrice=TRUE))


Please refer to the cheatsheet below if you need more information on functions related to the Alphathon:

https://wiki.alphien.com/ALwiki/Cheatsheet_for_Decalia_competition



#4

Thank you Hamza and Hervé for your detailed and informative replies .


I noticed that the data for “BNK FP Equity” is not available. However it is mentioned in the table of Data available as input.

Is there any chance we can have access to this data?


Thank you