Closed jdhoffa closed 7 months ago
based on what I have seen, GICS has 8-digit codes for sub-industries. I would suggest including 6 and 8 digit codes. Even at 8 digits, GICS does not map neatly to PACTA sectors. We will have to live whit that. https://www.msci.com/our-solutions/indexes/gics https://www.spglobal.com/marketintelligence/en/documents/112727-gics-mapbook_2018_v3_letter_digitalspreads.pdf
Currently,
gics_classification
has both 4-digit and 6-digit codes.Since 6-digit is required to map to most PACTA sectors, I would suggest we only support that level of granularity (it seems disingenuous to offer 4-digit codes when we know they won't be sufficient for analysis in the end).
(See how "construction materials" gets mapped to "cement")
Thoughts @jacobvjk ?
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