numerai-signals-tickermap

Numerai Signals lets you upload stock market signals and find out how original they are compared to all other signals on Numerai. Signals can be staked with the NMR cryptocurrency to earn rewards. Players can bring any signal from any dataset into the tournament.

Purpose of this tickermap

Symbols in the financial world have many different formats to describe the same entity. It is easier to play in the tournament and everyone can contribute diverse signals if we have a direct conversion between different formats to the Numerai universe.

The file

ticker_map.csv has the the latest mapping between ticker symbols for the Numerai Signals universe.
You can download it with

wget https://raw.githubusercontent.com/hellno/numerai-signals-tickermap/main/ticker_map.csv

or in your python code with

import pandas as pd
df = pd.read_csv('https://raw.githubusercontent.com/hellno/numerai-signals-tickermap/main/ticker_map.csv')

Each cell in the mapping has either the ticker symbol or SYMBOL_NOT_FOUND (if it is not available)

Help

This repo is open for anyone to create pull requests, comments or issues.
There are many different formats to add. At best we can add a script for each so everyone can check the symbols are valid and we can re-run periodically.
The original mapping was started by jparyani and wsouza.

thanks to meme dealer: hone5com

ToDo

• add script to validate / add yahoo tickers
• compare existing ticker_map.csv and weekly Numerai Signal to check if scripts need to run
• add more scripts for more APIs
• ...

Ticker symbol formats

Bloomberg

The official Numerai Signals data is given in Bloomberg tickers

Yahoo

Python package: https://github.com/ranaroussi/yfinance
Website: https://finance.yahoo.com/

Alpha Vantage

Python package: https://github.com/RomelTorres/alpha_vantage
Website: https://www.alphavantage.co/documentation/

RIC (Reuters Instrument Code)

https://en.wikipedia.org/wiki/Reuters_Instrument_Code

Known problems

• Only a problem if we have >1 stocks from one company in the Numerai Signals universe: ISIN identifies the security but not the exchange on which it trades. We lose information if a company's stock is traded on different exchanges and all have the same ISIN.
• Ticker symbols change over time, so we need to sync between formats periodically
• ...