Utilities and information for the signals.numer.ai tournament
Utilities and information for the signals.numer.ai tournament using eodhistoricaldata.com eodhistoricaldata.com provides excellent historical price coverage for the signals universe. There are two main challenges with it: Ticker mapping from bloomberg to eod tickers Lack of coverage for Japan, Czech Republic and New Zealand Building the ticker map To build the mapping from bloomberg_ticker to eodhd, use: python build_eodhd_map.py This will retrieve: live_universe (a small 40 KB file just listing the ~5,340 tickers in current round) historical_targets (a large 150 MB […]
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