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Quant Investing time machine coming – point in time data

Every day since 4 December 2015 we have saved every ratio for all the companies in the screener. This is a HUGE database with around 110 ratios of 22,000 companies saved every day.

 

Why are we doing this? A point in time database

Why are we doing this you may be thinking?

It is to build up a database of actual ratios and indicators on a specific day - also known as a point in time database.

 

Okay I admit

Okay I admit the data does not go back very far yet, only till 4 December 2015. But this is already just over 3.5 years.

It’s a good start and it is growing every day.

 

What this means for you

This means you can go back in time and see exactly what companies fit your investment strategy and how they have performed.

This is not using calculated back test values but actual values as they were in the past thus no look-ahead or survivorship biases.

 

The next steps

We plan on making this feature available for you in the screener soon. Exactly when we cannot say because we still have to do a lot of database and screener programming.

I will let you know as soon as it’s available.

 

PS To get access to the Quant Investing stock screener, for less than a cheap lunch for two each month, sign up here.

PPS Why not sign up right now before it slips your mind?