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algotradingsoc / data_infrastructure

Research team for data infrastructure team.
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create meta data for kaggle and SEC data #7

Open Joearrowsmith opened 3 years ago

Joearrowsmith commented 3 years ago

Metadata for stock database

Trading calendar Listing and delisting days of stocks

Metadata for fundamentals database

Reporting date and the actual period referred. (2020 Q2 results are only reported in 2020 Q3)

https://www.quantconnect.com/docs/data-library/fundamentals

Which data on the financial statements are useful? What financial ratios do we want to calculate?