Runnable guides for building screens, testing strategies, and extending market data with tools you control.
See how an audited transcript split, fixed point-in-time panel, post-reaction returns, and issuer-aware uncertainty produced three bounded nulls and one rejected proxy—and left a reusable method for the next hypothesis.
Separate missing prices, provider availability, ticker reuse, and formal delisting evidence. The comparison shows why zombie prints and premature removals require different safeguards.
See how erased fund histories create survivorship bias even when a provider handles current delistings well, and preserve the universe that existed at each simulated date.
Map raw and adjusted field semantics, detect stale corporate-action bases, and refresh the full history before a false return enters a screen or backtest.
Compare providers by instrument, venue, listing freshness, retained history, and usable fields instead of collapsing unlike research domains into one percentage.
Separate freshness, accounting semantics, and source independence. A filing-level check explains why identical commercial rows are not always verification.
Design daily ingestion for mutable snapshots, late real rows, placeholder padding, and explicit-date rechecks instead of treating one successful download as complete.
Verify issuer lineage across acquisitions, ticker reuse, fiscal-label differences, and shared transcript upstreams before text enters a research corpus.
Turn recent calls into evidence-grounded demand, pricing, margin, and capital-spending labels. The guide includes a downloadable classifier, explicit cost and quality controls, and a PostgreSQL screen over the results.
Build an auditable JPX screen for below-NCAV, Graham-style, double-net, and triple-net candidates. The guide covers date-aware financial statements, current market capitalization, liquidity, cross-source checks, and results from the exact query on a live StockQL database.
Build a 200-trading-day trend strategy directly in PostgreSQL. The walkthrough covers signal timing, transaction costs, drawdown, annual returns, CSV export, and results from the exact queries on a live StockQL database.