Research topic · 16 articles
Point-in-Time Data and Backtest Integrity
Research notes on historical universes, market capitalization, shares outstanding, classification, options availability, and the biases they prevent.
Primary resources
Historical market cap guide →
Use date-specific size and share-count observations in cross-sectional tests.
Optionable universe guide →
Reconstruct which stocks actually had listed options on each historical date.
Ticker classification guide →
Apply Alphanume's research taxonomy while accounting for its current-state timing limit.
Research and field notes
- August 20, 2026
Historical Shares Outstanding API for Python Research
By Alphanume Team
- August 19, 2026
Historical Stock-Universe API for Systematic Research
By Alphanume Team
- August 19, 2026
Point-in-Time Market Data API for Honest Backtests
By Alphanume Team
- August 11, 2026
Historical Optionable Stocks Database by Month
By Alphanume Team
- August 10, 2026
Point-in-Time Sector Classification for Quant Research
By Alphanume Team
- August 9, 2026
Using Share-Count Changes to Audit Dilution Data
By Alphanume Team
- August 8, 2026
Point-in-Time Optionable Tickers API
By Alphanume Team
- August 8, 2026
Stock Market-Cap History Dataset for Cross-Sectional Tests
By Alphanume Team
- August 1, 2026
How to Backtest a Stock Universe That Changes Over Time
By Alphanume Team
- August 1, 2026
Avoiding Lookahead Bias in Market-Cap Backtests
By Alphanume Team
- July 31, 2026
Historical Weekly-Options Availability for Backtesting
By Alphanume Team
- July 31, 2026
Historical Ticker Sector Data for Event Studies
By Alphanume Team
- July 29, 2026
How to Get a Stock's Historical Market Cap by Date
By Alphanume Team
- July 28, 2026
Point-in-Time Shares Outstanding Data by Date
By Alphanume Team
- July 23, 2026
How to Backtest Options Without Survivorship Bias
By Alphanume Team
- July 22, 2026
Building a Survivorship-Bias-Free Stock Universe
By Alphanume Team