How can we get a list of SP500 stocks if we don’t know which period we will be tested on?
Is there a function to get current list of SP500 stocks?
Hello Indira,
One of the challenges for this competition is to create a payout that is robust enough to select stocks that are entering/exiting the universe at different points of time.
For that matter, stocks should be selected based on their features and not from a fixed list of tickers. For example, your payout logic should follow something like ‘pick the top 50 stocks with the highest growth rate in the past 30 days’. If I run this payout again with a different list of stocks for the out of sample period, it will still select the top 50 within this list. This ensures that the payout will work regardless of the list of stocks in the S&P.
Hope this clarifies it.
Thank you for your response.
I understand that we have to select top50 stocks by our own criteria. The problem is that we don’t know which stocks are available. Tutorials only show examples of seeing data if we know the ticker. Can we get a list of stocks available for trading (if not, are we allowed t use external data source or hardcode such list)? For example we want to run a function to compute a certain metric on all the stocks to choose the best, but we don’t have a list of tickers.
Also, the rules say we are not allowed to pick stocks outside of SP500, so that’s why we want to make sure we don’t accidentally select something that is not in the 500 stocks list for current testing period.
Additionally, is there a time limit for running our functions? In case if we use something sophisticated, are we at risk of timeout errors?
thanks, already fund it. That’s what i was asking for.
alphien.data.getTickersSP500()