parsing_CSV.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>index</th>\n",
       "      <th>ticker</th>\n",
       "      <th>name</th>\n",
       "      <th>finnhubIndustry</th>\n",
       "      <th>country</th>\n",
       "      <th>currency</th>\n",
       "      <th>exchange</th>\n",
       "      <th>ipo</th>\n",
       "      <th>marketCapitalization</th>\n",
       "      <th>marketCapClass</th>\n",
       "      <th>shareOutstanding</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>AACG</td>\n",
       "      <td>ATA Creativity Global</td>\n",
       "      <td>Diversified Consumer Services</td>\n",
       "      <td>CN</td>\n",
       "      <td>USD</td>\n",
       "      <td>NASDAQ NMS - GLOBAL MARKET</td>\n",
       "      <td>1/29/2008</td>\n",
       "      <td>27.29185</td>\n",
       "      <td>MICRO_CAP</td>\n",
       "      <td>56.626346</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>AAL</td>\n",
       "      <td>American Airlines Group Inc</td>\n",
       "      <td>Airlines</td>\n",
       "      <td>US</td>\n",
       "      <td>USD</td>\n",
       "      <td>NASDAQ NMS - GLOBAL MARKET</td>\n",
       "      <td>12/9/2013</td>\n",
       "      <td>7844.693</td>\n",
       "      <td>MID_CAP</td>\n",
       "      <td>422.894501</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>AAME</td>\n",
       "      <td>Atlantic American Corp</td>\n",
       "      <td>Insurance</td>\n",
       "      <td>US</td>\n",
       "      <td>USD</td>\n",
       "      <td>NASDAQ NMS - GLOBAL MARKET</td>\n",
       "      <td>1/16/1980</td>\n",
       "      <td>36.78906</td>\n",
       "      <td>MICRO_CAP</td>\n",
       "      <td>20.438366</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>AAOI</td>\n",
       "      <td>Applied Optoelectronics Inc</td>\n",
       "      <td>Communications</td>\n",
       "      <td>US</td>\n",
       "      <td>USD</td>\n",
       "      <td>NASDAQ NMS - GLOBAL MARKET</td>\n",
       "      <td>9/26/2013</td>\n",
       "      <td>197.1919</td>\n",
       "      <td>MICRO_CAP</td>\n",
       "      <td>20.339549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "      <td>AAON</td>\n",
       "      <td>Aaon Inc</td>\n",
       "      <td>Building</td>\n",
       "      <td>US</td>\n",
       "      <td>USD</td>\n",
       "      <td>NASDAQ NMS - GLOBAL MARKET</td>\n",
       "      <td>1/3/1991</td>\n",
       "      <td>2980.886</td>\n",
       "      <td>MID_CAP</td>\n",
       "      <td>52.031532</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   index ticker                         name                finnhubIndustry  \\\n",
       "0      0   AACG        ATA Creativity Global  Diversified Consumer Services   \n",
       "1      1    AAL  American Airlines Group Inc                       Airlines   \n",
       "2      2   AAME       Atlantic American Corp                      Insurance   \n",
       "3      3   AAOI  Applied Optoelectronics Inc                 Communications   \n",
       "4      4   AAON                     Aaon Inc                       Building   \n",
       "\n",
       "  country currency                    exchange        ipo  \\\n",
       "0      CN      USD  NASDAQ NMS - GLOBAL MARKET  1/29/2008   \n",
       "1      US      USD  NASDAQ NMS - GLOBAL MARKET  12/9/2013   \n",
       "2      US      USD  NASDAQ NMS - GLOBAL MARKET  1/16/1980   \n",
       "3      US      USD  NASDAQ NMS - GLOBAL MARKET  9/26/2013   \n",
       "4      US      USD  NASDAQ NMS - GLOBAL MARKET   1/3/1991   \n",
       "\n",
       "  marketCapitalization marketCapClass shareOutstanding  \n",
       "0             27.29185      MICRO_CAP        56.626346  \n",
       "1             7844.693        MID_CAP       422.894501  \n",
       "2             36.78906      MICRO_CAP        20.438366  \n",
       "3             197.1919      MICRO_CAP        20.339549  \n",
       "4             2980.886        MID_CAP        52.031532  "
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "import csv\n",
    "\n",
    "df = pd.read_csv('TOTAL_US_STOCK_MARKET_CLEAN.csv')\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Segmentation\n",
    "#### Creates a nested dictionary for each segment of the CSV\n",
    "##### Market Cap -> Industry"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# View the various categories\n",
    "print('MARKET CAP: ', df.marketCapClass.unique())\n",
    "print('INDUSTRIES: ', df.finnhubIndustry.unique())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "d = {}\n",
    "for marketCap in df.marketCapClass.unique():\n",
    "    if marketCap == 'marketCapClass':\n",
    "        continue\n",
    "    d[marketCap] = {}\n",
    "    for industry in df.finnhubIndustry.unique():\n",
    "        if industry == 'finnhubIndustry':\n",
    "            continue\n",
    "        d[marketCap][industry] = list()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'MICRO_CAP': {'Diversified Consumer Services': ['AACG',\n",
       "   'ASPU',\n",
       "   'CLCT',\n",
       "   'DCAR',\n",
       "   'HYRE',\n",
       "   'LINC',\n",
       "   'REDU',\n",
       "   'SIC',\n",
       "   'TEDU',\n",
       "   'WAFU',\n",
       "   'XSPA',\n",
       "   'ZVO',\n",
       "   'DAO',\n",
       "   'DL',\n",
       "   'FEDU',\n",
       "   'LAIX',\n",
       "   'RYB',\n",
       "   'STG',\n",
       "   'STON',\n",
       "   'UTI',\n",
       "   'AMBO'],\n",
       "  'Airlines': ['MESA'],\n",
       "  'Insurance': ['AAME',\n",
       "   'AFH',\n",
       "   'CNFR',\n",
       "   'FNHC',\n",
       "   'GLRE',\n",
       "   'HALL',\n",
       "   'ICCH',\n",
       "   'ITIC',\n",
       "   'KINS',\n",
       "   'MHLD',\n",
       "   'NSEC',\n",
       "   'OXBR',\n",
       "   'PIH',\n",
       "   'PPHI',\n",
       "   'PTVCB',\n",
       "   'TIPT',\n",
       "   'UNAM',\n",
       "   'VERY',\n",
       "   'AMBC',\n",
       "   'KFS'],\n",
       "  'Communications': ['AAOI',\n",
       "   'AVNW',\n",
       "   'BOSC',\n",
       "   'CAMP',\n",
       "   'CLFD',\n",
       "   'CLRO',\n",
       "   'CMBM',\n",
       "   'CRNT',\n",
       "   'DZSI',\n",
       "   'EMKR',\n",
       "   'EXF.TO',\n",
       "   'JCS',\n",
       "   'KVHI',\n",
       "   'LTRX',\n",
       "   'OCC',\n",
       "   'PCTI',\n",
       "   'RDCM',\n",
       "   'RESN',\n",
       "   'SILC',\n",
       "   'TCCO',\n",
       "   'TESS',\n",
       "   'UTSI',\n",
       "   'VISL',\n",
       "   'WSTL',\n",
       "   'BDR',\n",
       "   'BKTI',\n",
       "   'NTIP'],\n",
       "  'Building': ['CCCL', 'DRT.TO', 'JCTCF', 'TGEN', 'AFI', 'APT'],\n",
       "  'Technology': ['AEYE',\n",
       "   'ALJJ',\n",
       "   'ALLT',\n",
       "   'ALOT',\n",
       "   'ALYA.TO',\n",
       "   'AMRH',\n",
       "   'ANY',\n",
       "   'ASUR',\n",
       "   'AWRE',\n",
       "   'BKYI',\n",
       "   'BLIN',\n",
       "   'BOXL',\n",
       "   'BRQS',\n",
       "   'BSQR',\n",
       "   'CLPS',\n",
       "   'CPAH',\n",
       "   'CSPI',\n",
       "   'CTG',\n",
       "   'CYRN',\n",
       "   'DMRC',\n",
       "   'DTSS',\n",
       "   'EVOL',\n",
       "   'FNJN',\n",
       "   'GSUM',\n",
       "   'GTYH',\n",
       "   'GVP',\n",
       "   'IDEX',\n",
       "   'III',\n",
       "   'IMMR',\n",
       "   'INOD',\n",
       "   'INPX',\n",
       "   'IVAC',\n",
       "   'JG',\n",
       "   'MARA',\n",
       "   'MGI',\n",
       "   'MNDO',\n",
       "   'MRIN',\n",
       "   'MTC',\n",
       "   'MTSL',\n",
       "   'MYSZ',\n",
       "   'NETE',\n",
       "   'NTWK',\n",
       "   'NXTD',\n",
       "   'OSS',\n",
       "   'PBTS',\n",
       "   'PCYG',\n",
       "   'PFSW',\n",
       "   'PHUN',\n",
       "   'PRGX',\n",
       "   'PRTH',\n",
       "   'QMCO',\n",
       "   'QUMU',\n",
       "   'RIOT',\n",
       "   'RNWK',\n",
       "   'RSSS',\n",
       "   'SCKT',\n",
       "   'SEAC',\n",
       "   'SHSP',\n",
       "   'SMSI',\n",
       "   'SNCR',\n",
       "   'SONM',\n",
       "   'SPRT',\n",
       "   'SREV',\n",
       "   'SSNT',\n",
       "   'SSTI',\n",
       "   'STCN',\n",
       "   'SYNC',\n",
       "   'TACT',\n",
       "   'TAOP',\n",
       "   'TNAV',\n",
       "   'TSRI',\n",
       "   'UEPS',\n",
       "   'USIO',\n",
       "   'VERB',\n",
       "   'XELA',\n",
       "   'XNET',\n",
       "   'KODK',\n",
       "   'SRT',\n",
       "   'GSB',\n",
       "   'INUV',\n",
       "   'ISDR',\n",
       "   'WYY'],\n",
       "  'Logistics & Transportation': ['AIRT', 'RLGT'],\n",
       "  'Aerospace & Defense': ['ASTC',\n",
       "   'ISSC',\n",
       "   'MICT',\n",
       "   'RADA',\n",
       "   'SGLB',\n",
       "   'TATT',\n",
       "   'VTSI',\n",
       "   'PKE',\n",
       "   'AIRI',\n",
       "   'CVU',\n",
       "   'SIF'],\n",
       "  'Banking': ['ACBI',\n",
       "   'ACNB',\n",
       "   'AMRB',\n",
       "   'ASRV',\n",
       "   'ATLO',\n",
       "   'AUBN',\n",
       "   'BCBP',\n",
       "   'BCML',\n",
       "   'BFIN',\n",
       "   'BKSC',\n",
       "   'BOCH',\n",
       "   'BOTJ',\n",
       "   'BPRN',\n",
       "   'BSVN',\n",
       "   'BWFG',\n",
       "   'CALB',\n",
       "   'CARE',\n",
       "   'CBAN',\n",
       "   'CBFV',\n",
       "   'CBNK',\n",
       "   'CCB',\n",
       "   'CFBI',\n",
       "   'CFFI',\n",
       "   'CHMG',\n",
       "   'CIVB',\n",
       "   'CIZN',\n",
       "   'CLDB',\n",
       "   'CNBKA',\n",
       "   'COFS',\n",
       "   'CSTR',\n",
       "   'CVCY',\n",
       "   'CVLY',\n",
       "   'CWBC',\n",
       "   'CZNC',\n",
       "   'CZWI',\n",
       "   'DBCP',\n",
       "   'EBMT',\n",
       "   'EBTC',\n",
       "   'EMCF',\n",
       "   'EQBK',\n",
       "   'ESQ',\n",
       "   'ESXB',\n",
       "   'FBIZ',\n",
       "   'FBSS',\n",
       "   'FCAP',\n",
       "   'FCBP',\n",
       "   'FCCO',\n",
       "   'FCCY',\n",
       "   'FDBC',\n",
       "   'FFNW',\n",
       "   'FGBI',\n",
       "   'FMAO',\n",
       "   'FNCB',\n",
       "   'FNLC',\n",
       "   'FNWB',\n",
       "   'FRAF',\n",
       "   'FRBA',\n",
       "   'FRBK',\n",
       "   'FSFG',\n",
       "   'FUNC',\n",
       "   'FUSB',\n",
       "   'FVCB',\n",
       "   'FXNC',\n",
       "   'GLBZ',\n",
       "   'HBMD',\n",
       "   'HTBI',\n",
       "   'HWBK',\n",
       "   'ICBK',\n",
       "   'INBK',\n",
       "   'ISTR',\n",
       "   'LARK',\n",
       "   'LCNB',\n",
       "   'LEVL',\n",
       "   'LMST',\n",
       "   'MBCN',\n",
       "   'MCBC',\n",
       "   'MFNC',\n",
       "   'MLVF',\n",
       "   'MNSB',\n",
       "   'MPB',\n",
       "   'MRBK',\n",
       "   'MVBF',\n",
       "   'MYFW',\n",
       "   'NBN',\n",
       "   'NKSH',\n",
       "   'NRIM',\n",
       "   'NWFL',\n",
       "   'OPHC',\n",
       "   'OPOF',\n",
       "   'ORRF',\n",
       "   'OSBC',\n",
       "   'OVBC',\n",
       "   'OVLY',\n",
       "   'PBHC',\n",
       "   'PCB',\n",
       "   'PEBK',\n",
       "   'PFBI',\n",
       "   'PFIS',\n",
       "   'PKBK',\n",
       "   'PLBC',\n",
       "   'PMBC',\n",
       "   'PNBK',\n",
       "   'PWOD',\n",
       "   'RBB',\n",
       "   'RBNC',\n",
       "   'RIVE',\n",
       "   'RMBI',\n",
       "   'RRBI',\n",
       "   'SAL',\n",
       "   'SBBX',\n",
       "   'SBFG',\n",
       "   'SFBC',\n",
       "   'SFST',\n",
       "   'SHBI',\n",
       "   'SLCT',\n",
       "   'SMBK',\n",
       "   'SMMF',\n",
       "   'SONA',\n",
       "   'SPFI',\n",
       "   'SSBI',\n",
       "   'STXB',\n",
       "   'TCFC',\n",
       "   'UBCP',\n",
       "   'UBFO',\n",
       "   'UBOH',\n",
       "   'UNB',\n",
       "   'UNTY',\n",
       "   'VBFC',\n",
       "   'WEBK',\n",
       "   'MCB',\n",
       "   'SI',\n",
       "   'TFC',\n",
       "   'EVBN'],\n",
       "  'Biotechnology': ['ABEO',\n",
       "   'ABIO',\n",
       "   'ABUS',\n",
       "   'ACHV',\n",
       "   'ACOR',\n",
       "   'ADMA',\n",
       "   'ADMS',\n",
       "   'ADRO',\n",
       "   'ADXS',\n",
       "   'AEZS.TO',\n",
       "   'AFMD',\n",
       "   'AGTC',\n",
       "   'ALDX',\n",
       "   'ALNA',\n",
       "   'ALPN',\n",
       "   'ALRN',\n",
       "   'ALT',\n",
       "   'AMAG',\n",
       "   'ANIX',\n",
       "   'APM',\n",
       "   'APTX',\n",
       "   'APVO',\n",
       "   'AQB',\n",
       "   'ARAV',\n",
       "   'ARDS',\n",
       "   'AVEO',\n",
       "   'AVXL',\n",
       "   'AXGT',\n",
       "   'AXLA',\n",
       "   'AZRX',\n",
       "   'BBI',\n",
       "   'BCDA',\n",
       "   'BCLI',\n",
       "   'BIOC',\n",
       "   'BLCM',\n",
       "   'BPTH',\n",
       "   'CABA',\n",
       "   'CAPR',\n",
       "   'CASI',\n",
       "   'CATB',\n",
       "   'CBIO',\n",
       "   'CBLI',\n",
       "   'CBMG',\n",
       "   'CDTX',\n",
       "   'CELC',\n",
       "   'CFRX',\n",
       "   'CGIX',\n",
       "   'CKPT',\n",
       "   'CLBS',\n",
       "   'CLDX',\n",
       "   'CLRB',\n",
       "   'CLSN',\n",
       "   'CLXT',\n",
       "   'CMRX',\n",
       "   'CNAT',\n",
       "   'CNCE',\n",
       "   'CRDF',\n",
       "   'CRIS',\n",
       "   'CRVS',\n",
       "   'CTIC',\n",
       "   'CWBR',\n",
       "   'CYCC',\n",
       "   'CYCN',\n",
       "   'DFFN',\n",
       "   'DMAC',\n",
       "   'DMPI',\n",
       "   'DMTK',\n",
       "   'DYAI',\n",
       "   'EDSA',\n",
       "   'EIGR',\n",
       "   'ENLV',\n",
       "   'ENOB',\n",
       "   'ENTX',\n",
       "   'EPI.V',\n",
       "   'EQ',\n",
       "   'ETTX',\n",
       "   'EVGN.TA',\n",
       "   'EVLO',\n",
       "   'FBIO',\n",
       "   'FENC',\n",
       "   'FPRX',\n",
       "   'FWP',\n",
       "   'GALT',\n",
       "   'GLMD',\n",
       "   'GLYC',\n",
       "   'GMDA',\n",
       "   'GNCA',\n",
       "   'GNPX',\n",
       "   'GRTS',\n",
       "   'GRTX',\n",
       "   'HTBX',\n",
       "   'ICCC',\n",
       "   'IDRA',\n",
       "   'IDYA',\n",
       "   'IFRX',\n",
       "   'IMUX',\n",
       "   'IMV.TO',\n",
       "   'INFI',\n",
       "   'INMB',\n",
       "   'ISEE',\n",
       "   'JNCE',\n",
       "   'KALV',\n",
       "   'KIN',\n",
       "   'KZR',\n",
       "   'LIFE',\n",
       "   'LJPC',\n",
       "   'LOGC',\n",
       "   'LPTX',\n",
       "   'LXRX',\n",
       "   'MACK',\n",
       "   'MBIO',\n",
       "   'MBRX',\n",
       "   'MGEN',\n",
       "   'MITO',\n",
       "   'MLND',\n",
       "   'MNOV',\n",
       "   'MNPR',\n",
       "   'MRKR',\n",
       "   'NCNA',\n",
       "   'NERV',\n",
       "   'NRBO',\n",
       "   'NTEC',\n",
       "   'NTRP',\n",
       "   'NYMX',\n",
       "   'OBSV',\n",
       "   'OCGN',\n",
       "   'ONCS',\n",
       "   'ONCT',\n",
       "   'ONC.TO',\n",
       "   'ONVO',\n",
       "   'OPGN',\n",
       "   'ORGS',\n",
       "   'OTLK',\n",
       "   'OVID',\n",
       "   'PDSB',\n",
       "   'PHAS',\n",
       "   'PHIO',\n",
       "   'PIRS',\n",
       "   'PRQR',\n",
       "   'PSTI',\n",
       "   'PSTV',\n",
       "   'PTE',\n",
       "   'PTI',\n",
       "   'REXN',\n",
       "   'RGLS',\n",
       "   'SBPH',\n",
       "   'SESN',\n",
       "   'SLDB',\n",
       "   'SLNO',\n",
       "   'SLRX',\n",
       "   'SLS',\n",
       "   'SNCA',\n",
       "   'SNGX',\n",
       "   'SNSS',\n",
       "   'SPRO',\n",
       "   'SRRA',\n",
       "   'SURF',\n",
       "   'SVRA',\n",
       "   'SYBX',\n",
       "   'TARA',\n",
       "   'TCON',\n",
       "   'TENX',\n",
       "   'TH.TO',\n",
       "   'TNXP',\n",
       "   'TOCA',\n",
       "   'TRVN',\n",
       "   'TTOO',\n",
       "   'TYME',\n",
       "   'UMRX',\n",
       "   'VBLT',\n",
       "   'VCNX',\n",
       "   'VTGN',\n",
       "   'VTVT',\n",
       "   'VXRT',\n",
       "   'WINT',\n",
       "   'XBIO',\n",
       "   'XCUR',\n",
       "   'XFOR',\n",
       "   'XOMA',\n",
       "   'YTEN',\n",
       "   'ZFGN',\n",
       "   'AGE',\n",
       "   'AIM',\n",
       "   'ARMP',\n",
       "   'ATNM',\n",
       "   'IBIO',\n",
       "   'ISR',\n",
       "   'LCTX',\n",
       "   'MTNB',\n",
       "   'NAVB',\n",
       "   'NNVC',\n",
       "   'OCX',\n",
       "   'OGEN',\n",
       "   'PLX',\n",
       "   'PTN',\n",
       "   'SYN'],\n",
       "  'Health Care': ['AEMD',\n",
       "   'AHPI',\n",
       "   'AIH',\n",
       "   'AKER',\n",
       "   'APEN',\n",
       "   'APYX',\n",
       "   'ARAY',\n",
       "   'ATOS',\n",
       "   'AVCO',\n",
       "   'AVGR',\n",
       "   'BIOL',\n",
       "   'BLPH',\n",
       "   'BMRA',\n",
       "   'CCRN',\n",
       "   'CEMI',\n",
       "   'CFMS',\n",
       "   'CHEK',\n",
       "   'CHFS',\n",
       "   'CUTR',\n",
       "   'DARE',\n",
       "   'DCTH',\n",
       "   'DRAD',\n",
       "   'DRIO',\n",
       "   'DYNT',\n",
       "   'ECOR',\n",
       "   'EDAP',\n",
       "   'EKSO',\n",
       "   'ELGX',\n",
       "   'EYES',\n",
       "   'FONR',\n",
       "   'FVE',\n",
       "   'HJLI',\n",
       "   'HSDT',\n",
       "   'HTGM',\n",
       "   'ICAD',\n",
       "   'IDXG',\n",
       "   'IIN',\n",
       "   'IMAC',\n",
       "   'IRIX',\n",
       "   'IRMD',\n",
       "   'JYNT',\n",
       "   'KEQU',\n",
       "   'LLIT',\n",
       "   'MBOT',\n",
       "   'MOTS',\n",
       "   'MSON',\n",
       "   'MTBC',\n",
       "   'NAOV',\n",
       "   'NDRA',\n",
       "   'NMRD',\n",
       "   'NURO',\n",
       "   'NVCN.TO',\n",
       "   'NVIV',\n",
       "   'OBLN',\n",
       "   'OPRX',\n",
       "   'PAVM',\n",
       "   'PDEX',\n",
       "   'PLSE',\n",
       "   'PMD',\n",
       "   'POAI',\n",
       "   'PRN.TO',\n",
       "   'PRPO',\n",
       "   'RTIX',\n",
       "   'RWLK',\n",
       "   'SIEN',\n",
       "   'SINT',\n",
       "   'SMED',\n",
       "   'SOLY',\n",
       "   'SRTS',\n",
       "   'SSKN',\n",
       "   'STIM',\n",
       "   'STRM',\n",
       "   'TELA',\n",
       "   'THMO',\n",
       "   'TMD.TO',\n",
       "   'TRIB',\n",
       "   'VERO',\n",
       "   'VIVE',\n",
       "   'XAIR',\n",
       "   'XGN',\n",
       "   'ZSAN',\n",
       "   'ARA',\n",
       "   'CCM',\n",
       "   'CNMD',\n",
       "   'CSLT',\n",
       "   'CSU',\n",
       "   'ENZ',\n",
       "   'GEN',\n",
       "   'IVC',\n",
       "   'RMED',\n",
       "   'AMS',\n",
       "   'CRH.TO',\n",
       "   'CTEK',\n",
       "   'DXR',\n",
       "   'ELMD',\n",
       "   'INFU',\n",
       "   'MLSS',\n",
       "   'MYO',\n",
       "   'NSPR',\n",
       "   'RHE',\n",
       "   'RVP',\n",
       "   'SENS',\n",
       "   'SSY',\n",
       "   'TRXC',\n",
       "   'VNRX',\n",
       "   'XTNT'],\n",
       "  'Pharmaceuticals': ['ACER',\n",
       "   'ACRS',\n",
       "   'ACRX',\n",
       "   'ACST.V',\n",
       "   'ADIL',\n",
       "   'ADMP',\n",
       "   'AGRX',\n",
       "   'AKRX',\n",
       "   'AKTX',\n",
       "   'ALIM',\n",
       "   'AQST',\n",
       "   'ARPO',\n",
       "   'ARTL',\n",
       "   'ASRT',\n",
       "   'ATXI',\n",
       "   'AYTU',\n",
       "   'BVXV',\n",
       "   'BXRX',\n",
       "   'CBAY',\n",
       "   'CERC',\n",
       "   'CHMA',\n",
       "   'CLSD',\n",
       "   'CNSP',\n",
       "   'COCP',\n",
       "   'CORV.TO',\n",
       "   'CPIX',\n",
       "   'CTXR',\n",
       "   'EARS',\n",
       "   'ELOX',\n",
       "   'EOLS',\n",
       "   'ETON',\n",
       "   'EVFM',\n",
       "   'EVOK',\n",
       "   'EYEG',\n",
       "   'EYEN',\n",
       "   'EYPT',\n",
       "   'HEPA',\n",
       "   'HOTH',\n",
       "   'HROW',\n",
       "   'HUGE.CN',\n",
       "   'ITRM',\n",
       "   'JAGX',\n",
       "   'KLDO',\n",
       "   'LPCN',\n",
       "   'LQDA',\n",
       "   'MDWD',\n",
       "   'MIST',\n",
       "   'MRNS',\n",
       "   'NBRV',\n",
       "   'NEOS',\n",
       "   'NOVN',\n",
       "   'NVUS',\n",
       "   'ONTX',\n",
       "   'OPNT',\n",
       "   'OPTN',\n",
       "   'ORMP',\n",
       "   'OTIC',\n",
       "   'PLXP',\n",
       "   'PRPH',\n",
       "   'PRTK',\n",
       "   'PULM',\n",
       "   'REPH',\n",
       "   'RTTR',\n",
       "   'SAVA',\n",
       "   'SBBP',\n",
       "   'SCPH',\n",
       "   'SCYX',\n",
       "   'SEEL',\n",
       "   'SLGL',\n",
       "   'SNDL',\n",
       "   'SNES',\n",
       "   'SNOA',\n",
       "   'TFFP',\n",
       "   'TLGT',\n",
       "   'TORC',\n",
       "   'TRVI',\n",
       "   'TTNP',\n",
       "   'TTPH',\n",
       "   'VVUS',\n",
       "   'XERS',\n",
       "   'ZYNE',\n",
       "   'MNK',\n",
       "   'AMPE',\n",
       "   'CPHI',\n",
       "   'CRMD',\n",
       "   'NBY',\n",
       "   'YCBD',\n",
       "   'ZOM'],\n",
       "  'Semiconductors': ['AEHR',\n",
       "   'ASYS',\n",
       "   'ATOM',\n",
       "   'AXTI',\n",
       "   'CVV',\n",
       "   'CYBE',\n",
       "   'EVSI',\n",
       "   'GSIT',\n",
       "   'KOPN',\n",
       "   'LEDS',\n",
       "   'MOSY',\n",
       "   'MRAM',\n",
       "   'OIIM',\n",
       "   'PXLW',\n",
       "   'QUIK',\n",
       "   'RBCN',\n",
       "   'SPI',\n",
       "   'WISA',\n",
       "   'SQNS',\n",
       "   'EMAN',\n",
       "   'INTT',\n",
       "   'TRT'],\n",
       "  'Professional Services': ['ACTG',\n",
       "   'ATIF',\n",
       "   'CIH',\n",
       "   'DLHC',\n",
       "   'HHR',\n",
       "   'HQI',\n",
       "   'HSON',\n",
       "   'INWK',\n",
       "   'KERN',\n",
       "   'LTBR',\n",
       "   'PIXY',\n",
       "   'RCMT',\n",
       "   'RDVT',\n",
       "   'REKR',\n",
       "   'STAF',\n",
       "   'BGSF',\n",
       "   'GPX',\n",
       "   'HIL',\n",
       "   'MG',\n",
       "   'JOB',\n",
       "   'MHH',\n",
       "   'VOLT'],\n",
       "  'Chemicals': ['ADES',\n",
       "   'AGFS',\n",
       "   'FFHL',\n",
       "   'GURE',\n",
       "   'IKNX',\n",
       "   'MBII',\n",
       "   'MX.TO',\n",
       "   'NTIC',\n",
       "   'TANH',\n",
       "   'CGA',\n",
       "   'CINR',\n",
       "   'FTK',\n",
       "   'IPI',\n",
       "   'LXU',\n",
       "   'RYAM',\n",
       "   'TREC',\n",
       "   'UAN',\n",
       "   'VNTR',\n",
       "   'CMT',\n",
       "   'FSI'],\n",
       "  'Life Sciences Tools & Services': ['BASI',\n",
       "   'BNGO',\n",
       "   'CDXC',\n",
       "   'CSBR',\n",
       "   'FLDM',\n",
       "   'HBIO'],\n",
       "  'Construction': ['BBCP',\n",
       "   'HHT',\n",
       "   'IEA',\n",
       "   'LMB',\n",
       "   'NWPX',\n",
       "   'PECK',\n",
       "   'RETO',\n",
       "   'TGLS',\n",
       "   'HCHC',\n",
       "   'ORN',\n",
       "   'SOL',\n",
       "   'GV'],\n",
       "  'Hotels, Restaurants & Leisure': ['AESE',\n",
       "   'ARKR',\n",
       "   'BBQ',\n",
       "   'CLUB',\n",
       "   'CNTY',\n",
       "   'CPHC',\n",
       "   'FAT',\n",
       "   'FLL',\n",
       "   'FRGI',\n",
       "   'GMBL',\n",
       "   'GTIM',\n",
       "   'INSE',\n",
       "   'KRUS',\n",
       "   'NATH',\n",
       "   'NDLS',\n",
       "   'NWGI',\n",
       "   'PBPB',\n",
       "   'RAVE',\n",
       "   'RICK',\n",
       "   'RRGB',\n",
       "   'STKS',\n",
       "   'TACO',\n",
       "   'TAST',\n",
       "   'TOUR',\n",
       "   'AGS',\n",
       "   'BBX',\n",
       "   'BH',\n",
       "   'DS',\n",
       "   'DVD',\n",
       "   'JAX',\n",
       "   'LUB',\n",
       "   'RLH',\n",
       "   'WBAI',\n",
       "   'BDL',\n",
       "   'BWL.A'],\n",
       "  'Electrical Equipment': ['AEY',\n",
       "   'AIRG',\n",
       "   'AMSC',\n",
       "   'APDN',\n",
       "   'APWC',\n",
       "   'BELFA',\n",
       "   'BNSO',\n",
       "   'BWEN',\n",
       "   'CBAT',\n",
       "   'CETX',\n",
       "   'CLIR',\n",
       "   'CODA',\n",
       "   'CPSH',\n",
       "   'CPST',\n",
       "   'DAIO',\n",
       "   'DAKT',\n",
       "   'DGLY',\n",
       "   'DSWL',\n",
       "   'EFOI',\n",
       "   'ELSE',\n",
       "   'ELTK',\n",
       "   'FEIM',\n",
       "   'GNSS',\n",
       "   'IDN',\n",
       "   'IEC',\n",
       "   'IMTE',\n",
       "   'INVE',\n",
       "   'IPWR',\n",
       "   'ISNS',\n",
       "   'ITI',\n",
       "   'KTCC',\n",
       "   'LPTH',\n",
       "   'LUNA',\n",
       "   'LYTS',\n",
       "   'MAGS',\n",
       "   'MVIS',\n",
       "   'NEON',\n",
       "   'NSYS',\n",
       "   'OEG',\n",
       "   'OESX',\n",
       "   'OPTT',\n",
       "   'PLPC',\n",
       "   'POLA',\n",
       "   'PPSI',\n",
       "   'PRCP',\n",
       "   'PWFL',\n",
       "   'REFR',\n",
       "   'RELL',\n",
       "   'RFIL',\n",
       "   'SCON',\n",
       "   'SGMA',\n",
       "   'SGOC',\n",
       "   'SMIT',\n",
       "   'SMTX',\n",
       "   'SPCB',\n",
       "   'SUNW',\n",
       "   'TAIT',\n",
       "   'ULBI',\n",
       "   'VRME',\n",
       "   'WATT',\n",
       "   'WRTC',\n",
       "   'WSTG',\n",
       "   'ARLO',\n",
       "   'BW',\n",
       "   'DPW',\n",
       "   'ESP',\n",
       "   'LGL',\n",
       "   'SVT',\n",
       "   'UUU',\n",
       "   'WTT'],\n",
       "  'Real Estate': ['ASPS',\n",
       "   'CMCT',\n",
       "   'GRIF',\n",
       "   'GYRO',\n",
       "   'HGSH',\n",
       "   'INTG',\n",
       "   'LMRK',\n",
       "   'LOAN',\n",
       "   'MAYS',\n",
       "   'MDJH',\n",
       "   'MDRR',\n",
       "   'OBAS.TA',\n",
       "   'SELF',\n",
       "   'SOHO',\n",
       "   'STRS',\n",
       "   'TRMT',\n",
       "   'WHLR',\n",
       "   'AHT',\n",
       "   'AI',\n",
       "   'AJX',\n",
       "   'ANH',\n",
       "   'ARL',\n",
       "   'BHR',\n",
       "   'BRT',\n",
       "   'CBL',\n",
       "   'CDR',\n",
       "   'CHMI',\n",
       "   'CLPR',\n",
       "   'CORR',\n",
       "   'CPLG',\n",
       "   'EARN',\n",
       "   'FPI',\n",
       "   'HCFT',\n",
       "   'MITT',\n",
       "   'MLP',\n",
       "   'NTP',\n",
       "   'PEI',\n",
       "   'PLYM',\n",
       "   'PSTL',\n",
       "   'RFL',\n",
       "   'TCI',\n",
       "   'WMC',\n",
       "   'WPG',\n",
       "   'XAN',\n",
       "   'XIN',\n",
       "   'AAMC',\n",
       "   'BRG',\n",
       "   'CDOR',\n",
       "   'CDOR',\n",
       "   'CKX',\n",
       "   'CTO',\n",
       "   'HMG',\n",
       "   'IHT',\n",
       "   'NEN',\n",
       "   'PW',\n",
       "   'TPHS'],\n",
       "  'Financial Services': ['AIHS',\n",
       "   'AMRK',\n",
       "   'ASFI',\n",
       "   'ATAX',\n",
       "   'ATLC',\n",
       "   'BANX',\n",
       "   'BCOW',\n",
       "   'BCTF',\n",
       "   'BKCC',\n",
       "   'BSBK',\n",
       "   'BYFC',\n",
       "   'CARV',\n",
       "   'CBMB',\n",
       "   'CFBK',\n",
       "   'CPSS',\n",
       "   'CPTA',\n",
       "   'CSWC',\n",
       "   'DNJR',\n",
       "   'ESBK',\n",
       "   'ESSA',\n",
       "   'FDUS',\n",
       "   'FFBW',\n",
       "   'FPAY',\n",
       "   'FSBW',\n",
       "   'FSEA',\n",
       "   'GARS',\n",
       "   'GCBC',\n",
       "   'GEC',\n",
       "   'GECC',\n",
       "   'GFED',\n",
       "   'GLAD',\n",
       "   'GRNQ',\n",
       "   'GROW',\n",
       "   'GWGH',\n",
       "   'HBCP',\n",
       "   'HCAP',\n",
       "   'HFBL',\n",
       "   'HMNF',\n",
       "   'HNNA',\n",
       "   'HRZN',\n",
       "   'HUSN',\n",
       "   'HVBC',\n",
       "   'HX',\n",
       "   'ICMB',\n",
       "   'IROQ',\n",
       "   'JFIN',\n",
       "   'JRJC',\n",
       "   'KFFB',\n",
       "   'LMFA',\n",
       "   'LSBK',\n",
       "   'LYL',\n",
       "   'MFIN',\n",
       "   'MGYR',\n",
       "   'MMAC',\n",
       "   'MOGO.TO',\n",
       "   'MRCC',\n",
       "   'MRLN',\n",
       "   'MSBF',\n",
       "   'MSVB',\n",
       "   'NHLD',\n",
       "   'NICK',\n",
       "   'OCSI',\n",
       "   'OFED',\n",
       "   'OFS',\n",
       "   'OPBK',\n",
       "   'OTTW',\n",
       "   'OXSQ',\n",
       "   'PBFS',\n",
       "   'PBIP',\n",
       "   'PCSB',\n",
       "   'PDLB',\n",
       "   'PHCF',\n",
       "   'PNNT',\n",
       "   'PROV',\n",
       "   'PT',\n",
       "   'PTMN',\n",
       "   'PVBC',\n",
       "   'RAND',\n",
       "   'RBKB',\n",
       "   'RNDB',\n",
       "   'RVSB',\n",
       "   'SAMG',\n",
       "   'SBT',\n",
       "   'SIEB',\n",
       "   'SMBC',\n",
       "   'SNFCA',\n",
       "   'SSSS',\n",
       "   'STND',\n",
       "   'SUNS',\n",
       "   'SVBI',\n",
       "   'SVVC',\n",
       "   'SWKH',\n",
       "   'TBNK',\n",
       "   'TCRD',\n",
       "   'TSBK',\n",
       "   'TURN',\n",
       "   'VALU',\n",
       "   'WHF',\n",
       "   'WINS',\n",
       "   'WNEB',\n",
       "   'WVFC',\n",
       "   'CNF',\n",
       "   'ELVT',\n",
       "   'EQS',\n",
       "   'GCAP',\n",
       "   'GHL',\n",
       "   'JMP',\n",
       "   'JP',\n",
       "   'JT',\n",
       "   'MCC',\n",
       "   'MDLY',\n",
       "   'MN',\n",
       "   'MVC',\n",
       "   'OCN',\n",
       "   'ONDK',\n",
       "   'RM',\n",
       "   'SAR',\n",
       "   'SCM',\n",
       "   'SFE',\n",
       "   'SOR',\n",
       "   'SRL',\n",
       "   'WEI',\n",
       "   'WHG',\n",
       "   'XRF',\n",
       "   'XYF',\n",
       "   'AINC',\n",
       "   'COHN',\n",
       "   'DXF',\n",
       "   'IMH',\n",
       "   'IOR',\n",
       "   'RCG',\n",
       "   'SACH'],\n",
       "  'Machinery': ['ARTW',\n",
       "   'BIMI',\n",
       "   'CVGI',\n",
       "   'EML',\n",
       "   'FSTR',\n",
       "   'GENC',\n",
       "   'GTEC',\n",
       "   'HEBT',\n",
       "   'HIHO',\n",
       "   'HURC',\n",
       "   'LIQT',\n",
       "   'MNTX',\n",
       "   'NEWA',\n",
       "   'NNBR',\n",
       "   'PKOH',\n",
       "   'PPIH',\n",
       "   'RAIL',\n",
       "   'SGBX',\n",
       "   'TAYD',\n",
       "   'TWIN',\n",
       "   'WPRT.TO',\n",
       "   'XONE',\n",
       "   'BGG',\n",
       "   'GHM',\n",
       "   'SCX',\n",
       "   'TWI',\n",
       "   'VJET',\n",
       "   'CVR',\n",
       "   'KLS.TO',\n",
       "   'UAVS'],\n",
       "  'Food Products': ['ALCO',\n",
       "   'BRID',\n",
       "   'FAMI',\n",
       "   'FARM',\n",
       "   'FTFT',\n",
       "   'JVA',\n",
       "   'LMNR',\n",
       "   'LWAY',\n",
       "   'PETZ',\n",
       "   'PLIN',\n",
       "   'PME',\n",
       "   'RIBT',\n",
       "   'RKDA',\n",
       "   'RMCF',\n",
       "   'SANW',\n",
       "   'SEED',\n",
       "   'RYCE',\n",
       "   'BIOX',\n",
       "   'PLAG'],\n",
       "  'Telecommunication': ['ALSK',\n",
       "   'GOGO',\n",
       "   'OTEL',\n",
       "   'SIFY',\n",
       "   'SPOK',\n",
       "   'TEUM',\n",
       "   'CEL.TA',\n",
       "   'CEL.TA',\n",
       "   'IDT'],\n",
       "  'Energy ': ['AMTX',\n",
       "   'AREC',\n",
       "   'AXAS',\n",
       "   'BKEP',\n",
       "   'CLMT',\n",
       "   'CPLP',\n",
       "   'EPSN',\n",
       "   'GASS',\n",
       "   'GEVO',\n",
       "   'GMLP',\n",
       "   'GPP',\n",
       "   'HNRG',\n",
       "   'LONE',\n",
       "   'MARPS',\n",
       "   'MCEP',\n",
       "   'MMLP',\n",
       "   'NEXT',\n",
       "   'PEIX',\n",
       "   'PNRG',\n",
       "   'PVAC',\n",
       "   'ROSE',\n",
       "   'SNDE',\n",
       "   'TGL.TO',\n",
       "   'TOPS',\n",
       "   'TRCH',\n",
       "   'USEG',\n",
       "   'VTNR',\n",
       "   'WWR',\n",
       "   'XOG',\n",
       "   'ZN',\n",
       "   'AMPY',\n",
       "   'ASC',\n",
       "   'BPT',\n",
       "   'CCR',\n",
       "   'CEIX',\n",
       "   'CHAP',\n",
       "   'CHK',\n",
       "   'CRC',\n",
       "   'CRT',\n",
       "   'CTRA',\n",
       "   'DLNG',\n",
       "   'DNR',\n",
       "   'ECT',\n",
       "   'EGY',\n",
       "   'ESTE',\n",
       "   'GLOP',\n",
       "   'HPR',\n",
       "   'MR',\n",
       "   'MTR',\n",
       "   'MVO',\n",
       "   'NC',\n",
       "   'NNA',\n",
       "   'NRP',\n",
       "   'NRT',\n",
       "   'OSG',\n",
       "   'OVV.TO',\n",
       "   'PBT',\n",
       "   'PER',\n",
       "   'PHX',\n",
       "   'PRT',\n",
       "   'PVL',\n",
       "   'ROYT',\n",
       "   'SBOW',\n",
       "   'SD',\n",
       "   'SJT',\n",
       "   'SMLP',\n",
       "   'TNP',\n",
       "   'UNT',\n",
       "   'USDP',\n",
       "   'VOC',\n",
       "   'WLL',\n",
       "   'AE',\n",
       "   'BRN',\n",
       "   'CEI',\n",
       "   'EPM',\n",
       "   'GBR',\n",
       "   'GDP',\n",
       "   'GTE',\n",
       "   'HUSA',\n",
       "   'INDO',\n",
       "   'LEU',\n",
       "   'LLEX',\n",
       "   'MXC',\n",
       "   'PED',\n",
       "   'REI',\n",
       "   'SNMP',\n",
       "   'TAT',\n",
       "   'TGC',\n",
       "   'UEC',\n",
       "   'URE.TO',\n",
       "   'EFR.TO'],\n",
       "  'Media': ['ANTE',\n",
       "   'AUTO',\n",
       "   'BBGI',\n",
       "   'BHAT',\n",
       "   'CIDM',\n",
       "   'CMLS',\n",
       "   'CNET',\n",
       "   'CREX',\n",
       "   'CSSE',\n",
       "   'DLPN',\n",
       "   'ENT',\n",
       "   'FLNT',\n",
       "   'GAIA',\n",
       "   'GIGM',\n",
       "   'ISIG',\n",
       "   'IZEA',\n",
       "   'KRKR',\n",
       "   'LIVX',\n",
       "   'LKCO',\n",
       "   'MCHX',\n",
       "   'MDCA',\n",
       "   'NCMI',\n",
       "   'NCTY',\n",
       "   'PERI',\n",
       "   'RDI',\n",
       "   'SALM',\n",
       "   'SCOR',\n",
       "   'SGA',\n",
       "   'SGRP',\n",
       "   'SLGG',\n",
       "   'SRAX',\n",
       "   'TC',\n",
       "   'TZOO',\n",
       "   'UONEK',\n",
       "   'YVR',\n",
       "   'AHC',\n",
       "   'DHX',\n",
       "   'EEX',\n",
       "   'EVC',\n",
       "   'FENG',\n",
       "   'HHS',\n",
       "   'LEE',\n",
       "   'SFUN',\n",
       "   'TSQ',\n",
       "   'BTN',\n",
       "   'LOV',\n",
       "   'NTN',\n",
       "   'TKAT',\n",
       "   'ZDGE'],\n",
       "  'Retail': ['ASNA',\n",
       "   'BGFV',\n",
       "   'BLNK',\n",
       "   'CJJD',\n",
       "   'CONN',\n",
       "   'CTRN',\n",
       "   'DLTH',\n",
       "   'DTEA',\n",
       "   'DXLG',\n",
       "   'FRAN',\n",
       "   'GRWG',\n",
       "   'IFMK',\n",
       "   'IMBI',\n",
       "   'KIRK',\n",
       "   'KXIN',\n",
       "   'LAZY',\n",
       "   'LMPX',\n",
       "   'LQDT',\n",
       "   'MARK',\n",
       "   'MKGI',\n",
       "   'MOHO',\n",
       "   'MOXC',\n",
       "   'MYT',\n",
       "   'PTS.TO',\n",
       "   'PRTS',\n",
       "   'RMBL',\n",
       "   'SECO',\n",
       "   'SMRT',\n",
       "   'TA',\n",
       "   'TLF',\n",
       "   'TUES',\n",
       "   'TWMC',\n",
       "   'WILC',\n",
       "   'WTRH',\n",
       "   'XELB',\n",
       "   'YTRA',\n",
       "   'APRN',\n",
       "   'ATV',\n",
       "   'BBW',\n",
       "   'BNED',\n",
       "   'CATO',\n",
       "   'CHS',\n",
       "   'EXPR',\n",
       "   'GNC',\n",
       "   'JILL',\n",
       "   'JMIA',\n",
       "   'LEAF',\n",
       "   'LEJU',\n",
       "   'LITB',\n",
       "   'MOGU',\n",
       "   'PRTY',\n",
       "   'RENN',\n",
       "   'RTW',\n",
       "   'TCS',\n",
       "   'TLRD',\n",
       "   'TLYS',\n",
       "   'BGI',\n",
       "   'ELA'],\n",
       "  'Leisure Products': ['EDNT', 'ESCA', 'JAKK', 'SUMR', 'NLS'],\n",
       "  'Textiles, Apparel & Luxury Goods': ['APEX',\n",
       "   'CRWS',\n",
       "   'CTHR',\n",
       "   'CTRC',\n",
       "   'DOGZ',\n",
       "   'EVK',\n",
       "   'FORD',\n",
       "   'FOSL',\n",
       "   'ICON',\n",
       "   'JRSH',\n",
       "   'KBSF',\n",
       "   'KGJI',\n",
       "   'LAKE',\n",
       "   'NAKD',\n",
       "   'RCKY',\n",
       "   'SGC',\n",
       "   'SQBG',\n",
       "   'VRA',\n",
       "   'CULP',\n",
       "   'MOV',\n",
       "   'UFI',\n",
       "   'VNCE',\n",
       "   'DLA'],\n",
       "  'Commercial Services & Supplies': ['AQMS',\n",
       "   'BHTG',\n",
       "   'CCRC',\n",
       "   'CECE',\n",
       "   'CREG',\n",
       "   'FTEK',\n",
       "   'HDSN',\n",
       "   'JAN',\n",
       "   'OMEX',\n",
       "   'PESI',\n",
       "   'PFMT',\n",
       "   'PICO',\n",
       "   'QRHC',\n",
       "   'VIRC',\n",
       "   'WHLM',\n",
       "   'ARC',\n",
       "   'ATTO',\n",
       "   'AXR',\n",
       "   'CHRA',\n",
       "   'CVEO',\n",
       "   'NL',\n",
       "   'QUAD',\n",
       "   'RRD',\n",
       "   'TISI',\n",
       "   'ACU',\n",
       "   'AWX',\n",
       "   'CIX',\n",
       "   'DSS'],\n",
       "  'Road & Rail': ['CVTI',\n",
       "   'DSKE',\n",
       "   'GLG',\n",
       "   'PATI',\n",
       "   'PTSI',\n",
       "   'USAK',\n",
       "   'YRCW',\n",
       "   'USX'],\n",
       "  'Utilities': ['CWCO',\n",
       "   'GWRS',\n",
       "   'PCYO',\n",
       "   'RGCO',\n",
       "   'SKYS',\n",
       "   'SPKE',\n",
       "   'VVPR',\n",
       "   'AT',\n",
       "   'ELJ',\n",
       "   'GNE',\n",
       "   'JE.TO',\n",
       "   'ELLO'],\n",
       "  'Trading Companies & Distributors': ['CLWT',\n",
       "   'GFN',\n",
       "   'HBP',\n",
       "   'HWCC',\n",
       "   'TITN',\n",
       "   'TRNS',\n",
       "   'WLFC',\n",
       "   'BXC',\n",
       "   'FLY',\n",
       "   'NSCO',\n",
       "   'ACY',\n",
       "   'IGC'],\n",
       "  'Beverages': ['BREW', 'EAST', 'NBEV', 'REED', 'WTER', 'WVVI'],\n",
       "  'Consumer products': ['BSET',\n",
       "   'CHCI',\n",
       "   'CTIB',\n",
       "   'CYAN',\n",
       "   'DXYN',\n",
       "   'FLXS',\n",
       "   'FORK',\n",
       "   'GHSI',\n",
       "   'HAPP',\n",
       "   'HEAR',\n",
       "   'HOFT',\n",
       "   'KOSS',\n",
       "   'LCUT',\n",
       "   'LFVN',\n",
       "   'LIVE',\n",
       "   'MTEX',\n",
       "   'MWK',\n",
       "   'MYOS',\n",
       "   'NAII',\n",
       "   'NATR',\n",
       "   'NEPH',\n",
       "   'NHTC',\n",
       "   'NVFY',\n",
       "   'OBCI',\n",
       "   'PFIN',\n",
       "   'RELV',\n",
       "   'SXTC',\n",
       "   'TYHT',\n",
       "   'UG',\n",
       "   'VERU',\n",
       "   'VOXX',\n",
       "   'VUZI',\n",
       "   'YGYI',\n",
       "   'ZAGG',\n",
       "   'HBB',\n",
       "   'HOV',\n",
       "   'NTZ',\n",
       "   'NWHM',\n",
       "   'ODC',\n",
       "   'LBY',\n",
       "   'MSN'],\n",
       "  'Auto Components': ['CAAS',\n",
       "   'CXDC',\n",
       "   'KNDI',\n",
       "   'SHLO',\n",
       "   'STRT',\n",
       "   'SYPR',\n",
       "   'VC',\n",
       "   'WKHS',\n",
       "   'HZN',\n",
       "   'SUP',\n",
       "   'UFAB'],\n",
       "  'Metals & Mining': ['CHNR',\n",
       "   'GSM',\n",
       "   'METC',\n",
       "   'OSN',\n",
       "   'SYNL',\n",
       "   'USAP',\n",
       "   'USAU',\n",
       "   'ZEUS',\n",
       "   'ZKIN',\n",
       "   'AP',\n",
       "   'MEC',\n",
       "   'MSB',\n",
       "   'OR',\n",
       "   'RYI',\n",
       "   'TMST',\n",
       "   'AMM.TO',\n",
       "   'ALO.TO',\n",
       "   'ASM.TO',\n",
       "   'AUG.TO',\n",
       "   'AUMN',\n",
       "   'CAL.TO',\n",
       "   'EMX.V',\n",
       "   'FRD',\n",
       "   'GMO',\n",
       "   'GORO',\n",
       "   'GPR.TO',\n",
       "   'GSV.TO',\n",
       "   'LODE',\n",
       "   'MTA.V',\n",
       "   'PTM.TO',\n",
       "   'PZG',\n",
       "   'SMT.TO',\n",
       "   'TKO.TO',\n",
       "   'TNX.TO',\n",
       "   'UAMY',\n",
       "   'VGZ',\n",
       "   'WRN.TO',\n",
       "   'XPL'],\n",
       "  'Distributors': ['EDUC', 'GNLN', 'WEYS', 'DIT'],\n",
       "  'Marine': ['EDRY',\n",
       "   'EGLE',\n",
       "   'ESEA',\n",
       "   'GLBS',\n",
       "   'GRIN',\n",
       "   'NMCI',\n",
       "   'PANL',\n",
       "   'PXS',\n",
       "   'SHIP',\n",
       "   'DAC',\n",
       "   'DSX',\n",
       "   'GSL',\n",
       "   'NM',\n",
       "   'NMM',\n",
       "   'SALT',\n",
       "   'SB'],\n",
       "  'Automobiles': ['FUV', 'SOLO'],\n",
       "  'Industrial Conglomerates': ['SPLP'],\n",
       "  'Paper & Forest': ['RFP', 'ITP'],\n",
       "  'Transportation Infrastructure': ['SINO'],\n",
       "  'Packaging': [],\n",
       "  'Tobacco': ['PYX', 'SDI', 'XXII']},\n",
       " 'MID_CAP': {'Diversified Consumer Services': ['ARCE',\n",
       "   'FTDR',\n",
       "   'LAUR',\n",
       "   'LOPE',\n",
       "   'STRA',\n",
       "   'BFAM',\n",
       "   'CHGG',\n",
       "   'GHC',\n",
       "   'GSX',\n",
       "   'HRB',\n",
       "   'SCI',\n",
       "   'SERV'],\n",
       "  'Airlines': ['AAL', 'ALGT', 'JBLU', 'SKYW', 'ALK', 'CPA', 'SAVE'],\n",
       "  'Insurance': ['ANAT',\n",
       "   'BHF',\n",
       "   'EHTH',\n",
       "   'ERIE',\n",
       "   'ESGR',\n",
       "   'GSHD',\n",
       "   'KNSL',\n",
       "   'NGHC',\n",
       "   'SIGI',\n",
       "   'AEL',\n",
       "   'AFG',\n",
       "   'AGO',\n",
       "   'AIZ',\n",
       "   'ATH',\n",
       "   'AXS',\n",
       "   'CNA',\n",
       "   'CNO',\n",
       "   'FAF',\n",
       "   'GL',\n",
       "   'KMPR',\n",
       "   'LNC',\n",
       "   'MCY',\n",
       "   'ORI',\n",
       "   'PRI',\n",
       "   'RE',\n",
       "   'RGA',\n",
       "   'RLI',\n",
       "   'RNR',\n",
       "   'THG',\n",
       "   'UNM',\n",
       "   'WTM',\n",
       "   'Y'],\n",
       "  'Communications': ['ACIA',\n",
       "   'COMM',\n",
       "   'FFIV',\n",
       "   'LITE',\n",
       "   'NTCT',\n",
       "   'SATS',\n",
       "   'VIAV',\n",
       "   'VSAT',\n",
       "   'CIEN',\n",
       "   'JNPR'],\n",
       "  'Building': ['AAON',\n",
       "   'BLDR',\n",
       "   'UFPI',\n",
       "   'AOS',\n",
       "   'AWI',\n",
       "   'FBHS',\n",
       "   'LII',\n",
       "   'OC',\n",
       "   'SSD',\n",
       "   'TREX',\n",
       "   'WMS'],\n",
       "  'Technology': ['ACIW',\n",
       "   'ALRM',\n",
       "   'APPF',\n",
       "   'APPN',\n",
       "   'AZPN',\n",
       "   'BL',\n",
       "   'BLKB',\n",
       "   'CDK',\n",
       "   'CSOD',\n",
       "   'CYBR',\n",
       "   'DBX',\n",
       "   'DOX',\n",
       "   'DSG.TO',\n",
       "   'EEFT',\n",
       "   'EPAY',\n",
       "   'EVBG',\n",
       "   'EVOP',\n",
       "   'EXLS',\n",
       "   'FEYE',\n",
       "   'FIVN',\n",
       "   'GDS',\n",
       "   'JCOM',\n",
       "   'LOGN.SW',\n",
       "   'LOGM',\n",
       "   'LPSN',\n",
       "   'MANH',\n",
       "   'MANT',\n",
       "   'MIME',\n",
       "   'NTNX',\n",
       "   'NUAN',\n",
       "   'PCTY',\n",
       "   'PEGA',\n",
       "   'PFPT',\n",
       "   'PS',\n",
       "   'PTC',\n",
       "   'QLYS',\n",
       "   'RP',\n",
       "   'RPD',\n",
       "   'SABR',\n",
       "   'SPSC',\n",
       "   'SVMK',\n",
       "   'TENB',\n",
       "   'TTEC',\n",
       "   'TWOU',\n",
       "   'VRNS',\n",
       "   'VRNT',\n",
       "   'ADS',\n",
       "   'AVLR',\n",
       "   'AYX',\n",
       "   'BB.TO',\n",
       "   'BILL',\n",
       "   'BOX',\n",
       "   'CACI',\n",
       "   'CLDR',\n",
       "   'CLGX',\n",
       "   'DAVA',\n",
       "   'DXC',\n",
       "   'ENV',\n",
       "   'ESTC',\n",
       "   'EVTC',\n",
       "   'FSLY',\n",
       "   'G',\n",
       "   'GLOB',\n",
       "   'GWRE',\n",
       "   'HUBS',\n",
       "   'KBR',\n",
       "   'MDLA',\n",
       "   'MMS',\n",
       "   'NCR',\n",
       "   'NET',\n",
       "   'NEWR',\n",
       "   'PD',\n",
       "   'PING',\n",
       "   'PLAN',\n",
       "   'PRSP',\n",
       "   'PSTG',\n",
       "   'QTWO',\n",
       "   'RAMP',\n",
       "   'SAIC',\n",
       "   'SAIL',\n",
       "   'SMAR',\n",
       "   'SWCH',\n",
       "   'SWI',\n",
       "   'TDC',\n",
       "   'WEX',\n",
       "   'WK',\n",
       "   'WNS',\n",
       "   'XRX',\n",
       "   'ZEN'],\n",
       "  'Logistics & Transportation': ['XPO'],\n",
       "  'Aerospace & Defense': ['AAXN',\n",
       "   'KTOS',\n",
       "   'MRCY',\n",
       "   'AJRD',\n",
       "   'BWXT',\n",
       "   'CAE.TO',\n",
       "   'CW',\n",
       "   'HII',\n",
       "   'HXL',\n",
       "   'MOG.A',\n",
       "   'PSN',\n",
       "   'SPCE',\n",
       "   'SPR',\n",
       "   'TXT'],\n",
       "  'Banking': ['AUB',\n",
       "   'BOKF',\n",
       "   'BPOP',\n",
       "   'CATY',\n",
       "   'CBSH',\n",
       "   'COLB',\n",
       "   'CSFL',\n",
       "   'CVBF',\n",
       "   'EWBC',\n",
       "   'FCNCA',\n",
       "   'FFIN',\n",
       "   'FHB',\n",
       "   'FIBK',\n",
       "   'GBCI',\n",
       "   'HOMB',\n",
       "   'HWC',\n",
       "   'IBKC',\n",
       "   'IBOC',\n",
       "   'INDB',\n",
       "   'ISBC',\n",
       "   'ONB',\n",
       "   'OZK',\n",
       "   'PACW',\n",
       "   'PBCT',\n",
       "   'PNFP',\n",
       "   'PPBI',\n",
       "   'SBNY',\n",
       "   'SFBS',\n",
       "   'SFNC',\n",
       "   'SSB',\n",
       "   'TCF',\n",
       "   'UBSI',\n",
       "   'UMBF',\n",
       "   'UMPQ',\n",
       "   'VLY',\n",
       "   'WTFC',\n",
       "   'ZION',\n",
       "   'ASB',\n",
       "   'BKU',\n",
       "   'BOH',\n",
       "   'BXS',\n",
       "   'CBU',\n",
       "   'CFR',\n",
       "   'CIT',\n",
       "   'CMA',\n",
       "   'FHN',\n",
       "   'FNB',\n",
       "   'PB',\n",
       "   'SNV',\n",
       "   'STL',\n",
       "   'WAL',\n",
       "   'WBS'],\n",
       "  'Biotechnology': ['ACAD',\n",
       "   'AGIO',\n",
       "   'ALEC',\n",
       "   'ALKS',\n",
       "   'ALLK',\n",
       "   'ALLO',\n",
       "   'AMRN',\n",
       "   'APLS',\n",
       "   'ARNA',\n",
       "   'ARWR',\n",
       "   'ASND',\n",
       "   'AUP.TO',\n",
       "   'BBIO',\n",
       "   'BLUE',\n",
       "   'BPMC',\n",
       "   'CBPO',\n",
       "   'CCXI',\n",
       "   'DCPH',\n",
       "   'DNLI',\n",
       "   'EIDX',\n",
       "   'EXEL',\n",
       "   'FATE',\n",
       "   'FGEN',\n",
       "   'FOLD',\n",
       "   'GBT',\n",
       "   'HALO',\n",
       "   'ICPT',\n",
       "   'IMMU',\n",
       "   'INSM',\n",
       "   'IONS',\n",
       "   'IOVA',\n",
       "   'KOD',\n",
       "   'KRTX',\n",
       "   'MNTA',\n",
       "   'MRTX',\n",
       "   'NTRA',\n",
       "   'NVAX',\n",
       "   'PTCT',\n",
       "   'QURE',\n",
       "   'RARE',\n",
       "   'TGTX',\n",
       "   'TPTX',\n",
       "   'UTHR',\n",
       "   'VIE',\n",
       "   'VIR',\n",
       "   'XLRN',\n",
       "   'ZLAB',\n",
       "   'BHVN',\n",
       "   'EBS',\n",
       "   'NVTA'],\n",
       "  'Health Care': ['ACHC',\n",
       "   'AMED',\n",
       "   'ATRC',\n",
       "   'CHNG',\n",
       "   'CVET',\n",
       "   'ENSG',\n",
       "   'GH',\n",
       "   'HMSY',\n",
       "   'HQY',\n",
       "   'HSIC',\n",
       "   'IART',\n",
       "   'ICUI',\n",
       "   'INOV',\n",
       "   'IRTC',\n",
       "   'LHCG',\n",
       "   'LIVN',\n",
       "   'LVGO',\n",
       "   'MMSI',\n",
       "   'NEOG',\n",
       "   'NUVA',\n",
       "   'NVCR',\n",
       "   'OMCL',\n",
       "   'PGNY',\n",
       "   'PINC',\n",
       "   'QDEL',\n",
       "   'SDC',\n",
       "   'TNDM',\n",
       "   'WMGI',\n",
       "   'AMN',\n",
       "   'CHE',\n",
       "   'CMD',\n",
       "   'EHC',\n",
       "   'GMED',\n",
       "   'HAE',\n",
       "   'HRC',\n",
       "   'INSP',\n",
       "   'ITGR',\n",
       "   'NVRO',\n",
       "   'NVST',\n",
       "   'PEN',\n",
       "   'SEM',\n",
       "   'THC',\n",
       "   'UHS'],\n",
       "  'Pharmaceuticals': ['ARVN',\n",
       "   'AXSM',\n",
       "   'CRON.TO',\n",
       "   'GWPH',\n",
       "   'HZNP',\n",
       "   'JAZZ',\n",
       "   'MYL',\n",
       "   'MYOK',\n",
       "   'NKTR',\n",
       "   'PCRX',\n",
       "   'RETA',\n",
       "   'ACB.TO',\n",
       "   'BHC.TO',\n",
       "   'WEED.TO',\n",
       "   'ELAN',\n",
       "   'PBH',\n",
       "   'PRGO',\n",
       "   'TARO'],\n",
       "  'Semiconductors': ['AEIS',\n",
       "   'AMKR',\n",
       "   'BRKS',\n",
       "   'CCMP',\n",
       "   'CREE',\n",
       "   'CRUS',\n",
       "   'DIOD',\n",
       "   'ENPH',\n",
       "   'ENTG',\n",
       "   'FORM',\n",
       "   'FSLR',\n",
       "   'LSCC',\n",
       "   'MKSI',\n",
       "   'MTSI',\n",
       "   'OLED',\n",
       "   'ON',\n",
       "   'POWI',\n",
       "   'SEDG',\n",
       "   'SLAB',\n",
       "   'SMTC',\n",
       "   'SYNA',\n",
       "   'TSEM.TA',\n",
       "   'IPHI'],\n",
       "  'Professional Services': ['EXPO',\n",
       "   'JOBS',\n",
       "   'ASGN',\n",
       "   'CCC',\n",
       "   'FCN',\n",
       "   'MAN',\n",
       "   'NLSN',\n",
       "   'NSP',\n",
       "   'RHI',\n",
       "   'STN.TO',\n",
       "   'TNET'],\n",
       "  'Chemicals': ['BCPC',\n",
       "   'IOSP',\n",
       "   'ALB',\n",
       "   'ASH',\n",
       "   'AXTA',\n",
       "   'CBT',\n",
       "   'CC',\n",
       "   'CF',\n",
       "   'ESI',\n",
       "   'FUL',\n",
       "   'GRA',\n",
       "   'HUN',\n",
       "   'KWR',\n",
       "   'MOS',\n",
       "   'NEU',\n",
       "   'NGVT',\n",
       "   'OLN',\n",
       "   'POL',\n",
       "   'SCL',\n",
       "   'SMG',\n",
       "   'SXT',\n",
       "   'VVV',\n",
       "   'WLK'],\n",
       "  'Life Sciences Tools & Services': ['ADPT',\n",
       "   'BRKR',\n",
       "   'ICLR',\n",
       "   'MEDP',\n",
       "   'NEO',\n",
       "   'PRAH',\n",
       "   'RGEN',\n",
       "   'SYNH',\n",
       "   'TECH',\n",
       "   'TXG',\n",
       "   'CRL'],\n",
       "  'Construction': ['ACA',\n",
       "   'ACM',\n",
       "   'BBU.UN.TO',\n",
       "   'EME',\n",
       "   'EXP',\n",
       "   'MTZ',\n",
       "   'PWR',\n",
       "   'VMI'],\n",
       "  'Hotels, Restaurants & Leisure': ['CBRL',\n",
       "   'CHDN',\n",
       "   'CZR',\n",
       "   'DNKN',\n",
       "   'ERI',\n",
       "   'MLCO',\n",
       "   'PENN',\n",
       "   'PZZA',\n",
       "   'STAY',\n",
       "   'TXRH',\n",
       "   'WEN',\n",
       "   'WING',\n",
       "   'ARMK',\n",
       "   'BYD',\n",
       "   'CHH',\n",
       "   'FUN',\n",
       "   'H',\n",
       "   'HGV',\n",
       "   'IGT',\n",
       "   'MTN',\n",
       "   'NCLH',\n",
       "   'PLNT',\n",
       "   'SHAK',\n",
       "   'SIX',\n",
       "   'VAC',\n",
       "   'WH',\n",
       "   'WYND'],\n",
       "  'Electrical Equipment': ['AVT',\n",
       "   'BLDP.TO',\n",
       "   'CGNX',\n",
       "   'COHR',\n",
       "   'FLEX',\n",
       "   'FLIR',\n",
       "   'IIVI',\n",
       "   'IPGP',\n",
       "   'ITRI',\n",
       "   'LFUS',\n",
       "   'NATI',\n",
       "   'NOVT',\n",
       "   'RUN',\n",
       "   'TECD',\n",
       "   'VICR',\n",
       "   'ARW',\n",
       "   'AXE',\n",
       "   'AYI',\n",
       "   'DLB',\n",
       "   'EAF',\n",
       "   'ENS',\n",
       "   'FN',\n",
       "   'GNRC',\n",
       "   'HUBB',\n",
       "   'JBL',\n",
       "   'NVT',\n",
       "   'RBC',\n",
       "   'ROG',\n",
       "   'SNX',\n",
       "   'ST',\n",
       "   'VSH'],\n",
       "  'Real Estate': ['AGNC',\n",
       "   'CIGI.TO',\n",
       "   'CONE',\n",
       "   'FSV.TO',\n",
       "   'GLPI',\n",
       "   'LAMR',\n",
       "   'PCH',\n",
       "   'RDFN',\n",
       "   'REG',\n",
       "   'SBRA',\n",
       "   'ACC',\n",
       "   'ADC',\n",
       "   'AIV',\n",
       "   'AMH',\n",
       "   'APLE',\n",
       "   'BDN',\n",
       "   'BRX',\n",
       "   'BXMT',\n",
       "   'CIM',\n",
       "   'COLD',\n",
       "   'COR',\n",
       "   'CPT',\n",
       "   'CUBE',\n",
       "   'CUZ',\n",
       "   'CWK',\n",
       "   'DEI',\n",
       "   'DOC',\n",
       "   'EGP',\n",
       "   'EPR',\n",
       "   'EQC',\n",
       "   'FR',\n",
       "   'FRT',\n",
       "   'GRT.UN.TO',\n",
       "   'HASI',\n",
       "   'HHC',\n",
       "   'HIW',\n",
       "   'HPP',\n",
       "   'HR',\n",
       "   'HTA',\n",
       "   'IRM',\n",
       "   'JBGS',\n",
       "   'JLL',\n",
       "   'KIM',\n",
       "   'KRC',\n",
       "   'KW',\n",
       "   'LSI',\n",
       "   'LXP',\n",
       "   'NHI',\n",
       "   'NNN',\n",
       "   'NRZ',\n",
       "   'NSA',\n",
       "   'OFC',\n",
       "   'OHI',\n",
       "   'OUT',\n",
       "   'PDM',\n",
       "   'PEB',\n",
       "   'PGRE',\n",
       "   'PK',\n",
       "   'PSB',\n",
       "   'QTS',\n",
       "   'REXR',\n",
       "   'RHP',\n",
       "   'RLJ',\n",
       "   'RYN',\n",
       "   'SAFE',\n",
       "   'SHO',\n",
       "   'SLG',\n",
       "   'SRC',\n",
       "   'STAG',\n",
       "   'STOR',\n",
       "   'STWD',\n",
       "   'TCO',\n",
       "   'TRNO',\n",
       "   'VER',\n",
       "   'VNO',\n",
       "   'WRE',\n",
       "   'WRI'],\n",
       "  'Financial Services': ['ARCC',\n",
       "   'CACC',\n",
       "   'FCFS',\n",
       "   'FOCS',\n",
       "   'FUTU',\n",
       "   'HLNE',\n",
       "   'LPLA',\n",
       "   'MORN',\n",
       "   'PSEC',\n",
       "   'SEIC',\n",
       "   'SLM',\n",
       "   'TFSL',\n",
       "   'TREE',\n",
       "   'VIRT',\n",
       "   'WAFD',\n",
       "   'AB',\n",
       "   'ALLY',\n",
       "   'AMG',\n",
       "   'AMK',\n",
       "   'APAM',\n",
       "   'CNNE',\n",
       "   'CNS',\n",
       "   'EQH',\n",
       "   'ESNT',\n",
       "   'EV',\n",
       "   'EVR',\n",
       "   'GDOT',\n",
       "   'HLI',\n",
       "   'IVZ',\n",
       "   'JEF',\n",
       "   'JHG',\n",
       "   'LAZ',\n",
       "   'LM',\n",
       "   'MAIN',\n",
       "   'MC',\n",
       "   'MTG',\n",
       "   'NNI',\n",
       "   'NYCB',\n",
       "   'OMF',\n",
       "   'ORCC',\n",
       "   'PFSI',\n",
       "   'PJT',\n",
       "   'RDN',\n",
       "   'SC',\n",
       "   'SF',\n",
       "   'VOYA'],\n",
       "  'Machinery': ['AIMC',\n",
       "   'FELE',\n",
       "   'KRNT',\n",
       "   'LECO',\n",
       "   'MIDD',\n",
       "   'ROLL',\n",
       "   'WWD',\n",
       "   'AGCO',\n",
       "   'AIN',\n",
       "   'ALSN',\n",
       "   'AQUA',\n",
       "   'B',\n",
       "   'CFX',\n",
       "   'CNHI.MI',\n",
       "   'CR',\n",
       "   'DCI',\n",
       "   'ESE',\n",
       "   'FLS',\n",
       "   'GGG',\n",
       "   'GTES',\n",
       "   'HI',\n",
       "   'ITT',\n",
       "   'JBT',\n",
       "   'KMT',\n",
       "   'NAV',\n",
       "   'OSK',\n",
       "   'PNR',\n",
       "   'PRLB',\n",
       "   'RXN',\n",
       "   'SNA',\n",
       "   'SPXC',\n",
       "   'TKR',\n",
       "   'TRN',\n",
       "   'TTC',\n",
       "   'WBC',\n",
       "   'WTS'],\n",
       "  'Food Products': ['BYND',\n",
       "   'CALM',\n",
       "   'FRPT',\n",
       "   'HAIN',\n",
       "   'JJSF',\n",
       "   'LANC',\n",
       "   'PPC',\n",
       "   'SAFM',\n",
       "   'BG',\n",
       "   'DAR',\n",
       "   'FLO',\n",
       "   'INGR',\n",
       "   'NOMD',\n",
       "   'POST',\n",
       "   'THS',\n",
       "   'TR',\n",
       "   'SEB'],\n",
       "  'Telecommunication': ['BAND',\n",
       "   'CCOI',\n",
       "   'GLIBA',\n",
       "   'IRDM',\n",
       "   'SHEN',\n",
       "   'VG',\n",
       "   'TDS',\n",
       "   'USM'],\n",
       "  'Energy ': ['APA',\n",
       "   'FANG',\n",
       "   'NBL',\n",
       "   'NFE',\n",
       "   'AM',\n",
       "   'APA',\n",
       "   'CCO.TO',\n",
       "   'CLR',\n",
       "   'CNX',\n",
       "   'COG',\n",
       "   'CVE.TO',\n",
       "   'CVI',\n",
       "   'CZZ',\n",
       "   'DCP',\n",
       "   'DVN',\n",
       "   'ENBL',\n",
       "   'EQM',\n",
       "   'EQT',\n",
       "   'ETRN',\n",
       "   'EURN.BR',\n",
       "   'FLNG.OL',\n",
       "   'HESM',\n",
       "   'HFC',\n",
       "   'MRO',\n",
       "   'MUR',\n",
       "   'PAA',\n",
       "   'PAGP',\n",
       "   'PE',\n",
       "   'SHLX',\n",
       "   'SUN',\n",
       "   'SWN',\n",
       "   'TCP',\n",
       "   'TPL',\n",
       "   'TRGP',\n",
       "   'WES',\n",
       "   'WPX',\n",
       "   'XEC'],\n",
       "  'Media': ['ANGI',\n",
       "   'CARG',\n",
       "   'CDLX',\n",
       "   'DOYU',\n",
       "   'LILA',\n",
       "   'MOMO',\n",
       "   'NWSA',\n",
       "   'NXST',\n",
       "   'SINA',\n",
       "   'TRIP',\n",
       "   'WB',\n",
       "   'YY',\n",
       "   'ZNGA',\n",
       "   'CNK',\n",
       "   'HUYA',\n",
       "   'IPG',\n",
       "   'JW.A',\n",
       "   'MANU',\n",
       "   'NYT',\n",
       "   'TGNA',\n",
       "   'WUBA',\n",
       "   'WWE'],\n",
       "  'Retail': ['BZUN',\n",
       "   'CASY',\n",
       "   'ETSY',\n",
       "   'EYE',\n",
       "   'FIVE',\n",
       "   'GO',\n",
       "   'OLLI',\n",
       "   'QRTEA',\n",
       "   'SFIX',\n",
       "   'SFM',\n",
       "   'STMP',\n",
       "   'AAN',\n",
       "   'AAP',\n",
       "   'AEO',\n",
       "   'AN',\n",
       "   'BJ',\n",
       "   'DKS',\n",
       "   'FL',\n",
       "   'FND',\n",
       "   'FTCH',\n",
       "   'FVRR',\n",
       "   'GPS',\n",
       "   'GRUB',\n",
       "   'JWN',\n",
       "   'KSS',\n",
       "   'LAD',\n",
       "   'LB',\n",
       "   'M',\n",
       "   'MUSA',\n",
       "   'PAG',\n",
       "   'PFGC',\n",
       "   'RH',\n",
       "   'USFD',\n",
       "   'WSM'],\n",
       "  'Leisure Products': ['DOO.TO', 'MAT', 'BC', 'GOLF', 'PII', 'YETI'],\n",
       "  'Textiles, Apparel & Luxury Goods': ['COLM',\n",
       "   'CROX',\n",
       "   'SHOO',\n",
       "   'CPRI',\n",
       "   'CRI',\n",
       "   'DECK',\n",
       "   'GIL.TO',\n",
       "   'GOOS.TO',\n",
       "   'HBI',\n",
       "   'LEVI',\n",
       "   'PVH',\n",
       "   'RL',\n",
       "   'SKX',\n",
       "   'TPR',\n",
       "   'UAA',\n",
       "   'WWW'],\n",
       "  'Commercial Services & Supplies': ['CMPR',\n",
       "   'CWST',\n",
       "   'SRCL',\n",
       "   'TTEK',\n",
       "   'ABM',\n",
       "   'ADSW',\n",
       "   'ADT',\n",
       "   'BCO',\n",
       "   'BRC',\n",
       "   'CLH',\n",
       "   'IAA',\n",
       "   'KAR',\n",
       "   'MSA',\n",
       "   'RBA.TO',\n",
       "   'UNF'],\n",
       "  'Road & Rail': ['CAR',\n",
       "   'LSTR',\n",
       "   'SAIA',\n",
       "   'UHAL',\n",
       "   'WERN',\n",
       "   'KNX',\n",
       "   'R',\n",
       "   'SNDR',\n",
       "   'TFII.TO'],\n",
       "  'Utilities': ['AY',\n",
       "   'MGEE',\n",
       "   'TERP',\n",
       "   'AES',\n",
       "   'ALE',\n",
       "   'AVA',\n",
       "   'AWR',\n",
       "   'BKH',\n",
       "   'CNP',\n",
       "   'CWT',\n",
       "   'EE',\n",
       "   'HE',\n",
       "   'IDA',\n",
       "   'MDU',\n",
       "   'NEP',\n",
       "   'NFG',\n",
       "   'NI',\n",
       "   'NJR',\n",
       "   'NRG',\n",
       "   'NWE',\n",
       "   'OGE',\n",
       "   'OGS',\n",
       "   'ORA',\n",
       "   'PCG',\n",
       "   'PNM',\n",
       "   'PNW',\n",
       "   'POR',\n",
       "   'SJI',\n",
       "   'SR',\n",
       "   'SWX',\n",
       "   'TA.TO',\n",
       "   'UGI'],\n",
       "  'Trading Companies & Distributors': ['BECN',\n",
       "   'HDS',\n",
       "   'AER',\n",
       "   'AIT',\n",
       "   'AL',\n",
       "   'GATX',\n",
       "   'MSM',\n",
       "   'SITE',\n",
       "   'TRTN',\n",
       "   'UNVR',\n",
       "   'WSO'],\n",
       "  'Beverages': ['COKE', 'FIZZ', 'SAM', 'TAP'],\n",
       "  'Consumer products': ['HELE',\n",
       "   'IRBT',\n",
       "   'LGIH',\n",
       "   'NWL',\n",
       "   'WDFC',\n",
       "   'BLD',\n",
       "   'COTY',\n",
       "   'ENR',\n",
       "   'HLF',\n",
       "   'IBP',\n",
       "   'KBH',\n",
       "   'LEG',\n",
       "   'MDC',\n",
       "   'MHK',\n",
       "   'MTH',\n",
       "   'NUS',\n",
       "   'PHM',\n",
       "   'SPB',\n",
       "   'TMHC',\n",
       "   'TOL',\n",
       "   'TPH',\n",
       "   'TPX',\n",
       "   'WHR'],\n",
       "  'Auto Components': ['DORM',\n",
       "   'FOXF',\n",
       "   'GNTX',\n",
       "   'GT',\n",
       "   'ADNT',\n",
       "   'ALV',\n",
       "   'BWA',\n",
       "   'DAN',\n",
       "   'LCII',\n",
       "   'LEA'],\n",
       "  'Metals & Mining': ['PAAS.TO',\n",
       "   'RGLD',\n",
       "   'SSRM',\n",
       "   'STLD',\n",
       "   'AA',\n",
       "   'FR.TO',\n",
       "   'AGI.TO',\n",
       "   'YRI.TO',\n",
       "   'CLF',\n",
       "   'CMC',\n",
       "   'IMG.TO',\n",
       "   'PVG.TO',\n",
       "   'RS',\n",
       "   'SSL.TO',\n",
       "   'TECK',\n",
       "   'TX',\n",
       "   'WOR',\n",
       "   'BTO.TO',\n",
       "   'EQX.TO',\n",
       "   'NG.TO'],\n",
       "  'Distributors': ['LKQ'],\n",
       "  'Marine': ['KEX'],\n",
       "  'Automobiles': ['HOG', 'NIO', 'THO', 'WGO'],\n",
       "  'Industrial Conglomerates': ['CSL'],\n",
       "  'Paper & Forest': ['LPX', 'OSB.TO'],\n",
       "  'Transportation Infrastructure': ['MIC'],\n",
       "  'Packaging': ['SLGN',\n",
       "   'ARD',\n",
       "   'ATR',\n",
       "   'BERY',\n",
       "   'CCK',\n",
       "   'GPK',\n",
       "   'SEE',\n",
       "   'SON',\n",
       "   'WRK'],\n",
       "  'Tobacco': []},\n",
       " 'MEGA_CAP': {'Diversified Consumer Services': [],\n",
       "  'Airlines': [],\n",
       "  'Insurance': [],\n",
       "  'Communications': ['CSCO'],\n",
       "  'Building': [],\n",
       "  'Technology': ['AAPL', 'MSFT', 'MA', 'V'],\n",
       "  'Logistics & Transportation': [],\n",
       "  'Aerospace & Defense': [],\n",
       "  'Banking': ['BAC', 'JPM'],\n",
       "  'Biotechnology': [],\n",
       "  'Health Care': ['UNH'],\n",
       "  'Pharmaceuticals': ['JNJ', 'MRK', 'PFE'],\n",
       "  'Semiconductors': ['INTC', 'NVDA'],\n",
       "  'Professional Services': [],\n",
       "  'Chemicals': [],\n",
       "  'Life Sciences Tools & Services': [],\n",
       "  'Construction': [],\n",
       "  'Hotels, Restaurants & Leisure': [],\n",
       "  'Electrical Equipment': [],\n",
       "  'Real Estate': [],\n",
       "  'Financial Services': ['BRK.A'],\n",
       "  'Machinery': [],\n",
       "  'Food Products': [],\n",
       "  'Telecommunication': ['T', 'VZ'],\n",
       "  'Energy ': ['XOM'],\n",
       "  'Media': ['FB', 'GOOGL', 'DIS'],\n",
       "  'Retail': ['AMZN', 'BABA', 'HD', 'WMT'],\n",
       "  'Leisure Products': [],\n",
       "  'Textiles, Apparel & Luxury Goods': [],\n",
       "  'Commercial Services & Supplies': [],\n",
       "  'Road & Rail': [],\n",
       "  'Utilities': [],\n",
       "  'Trading Companies & Distributors': [],\n",
       "  'Beverages': ['KO'],\n",
       "  'Consumer products': ['PG'],\n",
       "  'Auto Components': [],\n",
       "  'Metals & Mining': [],\n",
       "  'Distributors': [],\n",
       "  'Marine': [],\n",
       "  'Automobiles': [],\n",
       "  'Industrial Conglomerates': [],\n",
       "  'Paper & Forest': [],\n",
       "  'Transportation Infrastructure': [],\n",
       "  'Packaging': [],\n",
       "  'Tobacco': []},\n",
       " 'SMALL_CAP': {'Diversified Consumer Services': ['AFYA',\n",
       "   'APEI',\n",
       "   'FRG',\n",
       "   'HLG',\n",
       "   'HMHC',\n",
       "   'OSW',\n",
       "   'PRDO',\n",
       "   'WW',\n",
       "   'ATGE',\n",
       "   'BEDU',\n",
       "   'COE',\n",
       "   'CSV',\n",
       "   'LRN',\n",
       "   'NEW',\n",
       "   'ONE',\n",
       "   'RGS'],\n",
       "  'Airlines': ['HA', 'AZUL'],\n",
       "  'Insurance': ['AMSF',\n",
       "   'BRP',\n",
       "   'DGICA',\n",
       "   'FANH',\n",
       "   'GBLI',\n",
       "   'JRVR',\n",
       "   'NODK',\n",
       "   'NWLI',\n",
       "   'PLMR',\n",
       "   'SAFT',\n",
       "   'SG',\n",
       "   'STFC',\n",
       "   'TRUP',\n",
       "   'UFCS',\n",
       "   'UIHC',\n",
       "   'WTRE',\n",
       "   'ARGO',\n",
       "   'CIA',\n",
       "   'CRD.B',\n",
       "   'EIG',\n",
       "   'FFG',\n",
       "   'GNW',\n",
       "   'HCI',\n",
       "   'HMN',\n",
       "   'HRTG',\n",
       "   'IHC',\n",
       "   'MBI',\n",
       "   'PRA',\n",
       "   'PROS',\n",
       "   'STC',\n",
       "   'TPRE',\n",
       "   'UVE'],\n",
       "  'Communications': ['ADTN',\n",
       "   'AUDC',\n",
       "   'CASA',\n",
       "   'CMTL',\n",
       "   'DGII',\n",
       "   'EXTR',\n",
       "   'GILT.TA',\n",
       "   'HLIT',\n",
       "   'IDCC',\n",
       "   'INFN',\n",
       "   'INSG',\n",
       "   'ITRN',\n",
       "   'NTGR',\n",
       "   'RBBN',\n",
       "   'RDWR',\n",
       "   'SWIR',\n",
       "   'CALX',\n",
       "   'PLT'],\n",
       "  'Building': ['AMWD',\n",
       "   'APOG',\n",
       "   'CSTE',\n",
       "   'CSWI',\n",
       "   'IIIN',\n",
       "   'PATK',\n",
       "   'ROCK',\n",
       "   'CNR',\n",
       "   'DOOR',\n",
       "   'GFF',\n",
       "   'JELD',\n",
       "   'NX',\n",
       "   'PGTI',\n",
       "   'REZI'],\n",
       "  'Technology': ['AGYS',\n",
       "   'AMSWA',\n",
       "   'APPS',\n",
       "   'AVID',\n",
       "   'BCOV',\n",
       "   'BNFT',\n",
       "   'CAN',\n",
       "   'CASS',\n",
       "   'CATM',\n",
       "   'CNDT',\n",
       "   'CRNC',\n",
       "   'CSGS',\n",
       "   'CVLT',\n",
       "   'DOMO',\n",
       "   'EBIX',\n",
       "   'EGAN',\n",
       "   'EGOV',\n",
       "   'EIGI',\n",
       "   'FSCT',\n",
       "   'GSKY',\n",
       "   'HCKT',\n",
       "   'IIIV',\n",
       "   'IMXI',\n",
       "   'LLNW',\n",
       "   'MGIC',\n",
       "   'MITK',\n",
       "   'MJCO',\n",
       "   'MOBL',\n",
       "   'MSTR',\n",
       "   'MTLS',\n",
       "   'OPRA',\n",
       "   'OSPN',\n",
       "   'PAYS',\n",
       "   'PRFT',\n",
       "   'PRGS',\n",
       "   'QADA',\n",
       "   'QIWI',\n",
       "   'RMNI',\n",
       "   'RPAY',\n",
       "   'SCWX',\n",
       "   'SMCI',\n",
       "   'SPNS',\n",
       "   'SPT',\n",
       "   'SSYS',\n",
       "   'SYKE',\n",
       "   'TCX',\n",
       "   'TIVO',\n",
       "   'TLND',\n",
       "   'UPLD',\n",
       "   'VERI',\n",
       "   'VNET',\n",
       "   'VRRM',\n",
       "   'VRTU',\n",
       "   'ZIXI',\n",
       "   'ATEN',\n",
       "   'AVYA',\n",
       "   'CMCM',\n",
       "   'CTK',\n",
       "   'DBD',\n",
       "   'DDD',\n",
       "   'ECOM',\n",
       "   'EGHT',\n",
       "   'GTT',\n",
       "   'MODN',\n",
       "   'PRO',\n",
       "   'RST',\n",
       "   'TUFN',\n",
       "   'UIS',\n",
       "   'YEXT',\n",
       "   'ZUO',\n",
       "   'INS',\n",
       "   'VHC'],\n",
       "  'Logistics & Transportation': ['AAWW',\n",
       "   'ATSG',\n",
       "   'ECHO',\n",
       "   'FWRD',\n",
       "   'HUBG',\n",
       "   'BEST'],\n",
       "  'Aerospace & Defense': ['ATRO',\n",
       "   'AVAV',\n",
       "   'EH',\n",
       "   'AIR',\n",
       "   'ARNC',\n",
       "   'CUB',\n",
       "   'DCO',\n",
       "   'MAXR',\n",
       "   'NPK',\n",
       "   'TGI',\n",
       "   'VEC'],\n",
       "  'Banking': ['ABCB',\n",
       "   'ABTX',\n",
       "   'AMAL',\n",
       "   'AMNB',\n",
       "   'AMTB',\n",
       "   'AROW',\n",
       "   'BANF',\n",
       "   'BANR',\n",
       "   'BDGE',\n",
       "   'BFC',\n",
       "   'BFST',\n",
       "   'BMRC',\n",
       "   'BMTC',\n",
       "   'BPFH',\n",
       "   'BRKL',\n",
       "   'BSRR',\n",
       "   'BUSE',\n",
       "   'CAC',\n",
       "   'CATC',\n",
       "   'CBTX',\n",
       "   'CCBG',\n",
       "   'CCNE',\n",
       "   'CFB',\n",
       "   'CHCO',\n",
       "   'CNOB',\n",
       "   'CTBI',\n",
       "   'DCOM',\n",
       "   'EFSC',\n",
       "   'EGBN',\n",
       "   'FBMS',\n",
       "   'FBNC',\n",
       "   'FCBC',\n",
       "   'FFBC',\n",
       "   'FFIC',\n",
       "   'FFWM',\n",
       "   'FISI',\n",
       "   'FLIC',\n",
       "   'FMBH',\n",
       "   'FMBI',\n",
       "   'FMNB',\n",
       "   'FRME',\n",
       "   'FULT',\n",
       "   'GABC',\n",
       "   'GNTY',\n",
       "   'GSBC',\n",
       "   'HAFC',\n",
       "   'HBNC',\n",
       "   'HBT',\n",
       "   'HFWA',\n",
       "   'HONE',\n",
       "   'HOPE',\n",
       "   'HTBK',\n",
       "   'HTLF',\n",
       "   'IBCP',\n",
       "   'IBTX',\n",
       "   'LBAI',\n",
       "   'LKFN',\n",
       "   'LOB',\n",
       "   'MBWM',\n",
       "   'MCBS',\n",
       "   'MOFG',\n",
       "   'MSBI',\n",
       "   'NBTB',\n",
       "   'NCBS',\n",
       "   'OBNK',\n",
       "   'OPB',\n",
       "   'PEBO',\n",
       "   'PFBC',\n",
       "   'PGC',\n",
       "   'PUB',\n",
       "   'QCRH',\n",
       "   'RBCAA',\n",
       "   'RNST',\n",
       "   'SASR',\n",
       "   'SBCF',\n",
       "   'SBSI',\n",
       "   'SRCE',\n",
       "   'STBA',\n",
       "   'SYBT',\n",
       "   'TBBK',\n",
       "   'TBK',\n",
       "   'TCBI',\n",
       "   'TCBK',\n",
       "   'THFF',\n",
       "   'TOWN',\n",
       "   'TRMK',\n",
       "   'TSC',\n",
       "   'UCBI',\n",
       "   'UVSP',\n",
       "   'VBTX',\n",
       "   'WABC',\n",
       "   'WASH',\n",
       "   'WSBC',\n",
       "   'WTBA',\n",
       "   'BANC',\n",
       "   'BHLB',\n",
       "   'BY',\n",
       "   'CADE',\n",
       "   'CPF',\n",
       "   'CUBI',\n",
       "   'FBK',\n",
       "   'FBP',\n",
       "   'FCF',\n",
       "   'FSB',\n",
       "   'GWB',\n",
       "   'HTH',\n",
       "   'NBHC',\n",
       "   'NTB',\n",
       "   'OFG',\n",
       "   'BHB',\n",
       "   'PRK',\n",
       "   'TMP'],\n",
       "  'Biotechnology': ['ACIU',\n",
       "   'ADAP',\n",
       "   'ADVM',\n",
       "   'AGEN',\n",
       "   'AGLE',\n",
       "   'AIMT',\n",
       "   'AKBA',\n",
       "   'AKCA',\n",
       "   'AKRO',\n",
       "   'ALBO',\n",
       "   'ANAB',\n",
       "   'ANIK',\n",
       "   'APLT',\n",
       "   'APRE',\n",
       "   'APS.TO',\n",
       "   'ARCT',\n",
       "   'ARDX',\n",
       "   'ASMB',\n",
       "   'ATHX',\n",
       "   'ATNX',\n",
       "   'ATRA',\n",
       "   'AUTL',\n",
       "   'AVRO',\n",
       "   'BCEL',\n",
       "   'BCRX',\n",
       "   'BCYC',\n",
       "   'BLU.TO',\n",
       "   'BSTC',\n",
       "   'BTAI',\n",
       "   'BYSI',\n",
       "   'CALA',\n",
       "   'CDMO',\n",
       "   'CDNA',\n",
       "   'CHRS',\n",
       "   'CLVS',\n",
       "   'CNST',\n",
       "   'CPRX',\n",
       "   'CRBP',\n",
       "   'CRNX',\n",
       "   'CRTX',\n",
       "   'CSTL',\n",
       "   'CTMX',\n",
       "   'CUE',\n",
       "   'CYTK',\n",
       "   'DRNA',\n",
       "   'DTIL',\n",
       "   'DVAX',\n",
       "   'EDIT',\n",
       "   'EGRX',\n",
       "   'ENTA',\n",
       "   'EPZM',\n",
       "   'ESPR',\n",
       "   'ETNB',\n",
       "   'FIXX',\n",
       "   'FLXN',\n",
       "   'FREQ',\n",
       "   'GERN',\n",
       "   'GOSS',\n",
       "   'GTHX',\n",
       "   'HARP',\n",
       "   'HOOK',\n",
       "   'HRTX',\n",
       "   'IGMS',\n",
       "   'IMGN',\n",
       "   'IMVTU',\n",
       "   'INO',\n",
       "   'IRWD',\n",
       "   'KMDA.TA',\n",
       "   'KNSA',\n",
       "   'KPTI',\n",
       "   'KRYS',\n",
       "   'KURA',\n",
       "   'LGND',\n",
       "   'LMNL.TO',\n",
       "   'MCRB',\n",
       "   'MDGL',\n",
       "   'MEIP',\n",
       "   'MGNX',\n",
       "   'MGTA',\n",
       "   'MGTX',\n",
       "   'MIRM',\n",
       "   'MNKD',\n",
       "   'MORF',\n",
       "   'MRSN',\n",
       "   'MRUS',\n",
       "   'MTEM',\n",
       "   'MYGN',\n",
       "   'NK',\n",
       "   'NLTX',\n",
       "   'NTLA',\n",
       "   'NXTC',\n",
       "   'OPK',\n",
       "   'ORGO',\n",
       "   'ORTX',\n",
       "   'OYST',\n",
       "   'PBYI',\n",
       "   'PDLI',\n",
       "   'PGNX',\n",
       "   'PRNB',\n",
       "   'PRTA',\n",
       "   'PRVL',\n",
       "   'PTGX',\n",
       "   'PTLA',\n",
       "   'RAPT',\n",
       "   'RCKT',\n",
       "   'RDUS',\n",
       "   'REPL',\n",
       "   'RGNX',\n",
       "   'RIGL',\n",
       "   'RTRX',\n",
       "   'RUBY',\n",
       "   'RYTM',\n",
       "   'SAGE',\n",
       "   'SELB',\n",
       "   'SGMO',\n",
       "   'SNDX',\n",
       "   'SPPI',\n",
       "   'SRNE',\n",
       "   'SRRK',\n",
       "   'STML',\n",
       "   'STOK',\n",
       "   'STRO',\n",
       "   'SWTX',\n",
       "   'SYRS',\n",
       "   'TBIO',\n",
       "   'TCRR',\n",
       "   'TRIL.TO',\n",
       "   'TWST',\n",
       "   'UBX',\n",
       "   'URGN',\n",
       "   'VBIV',\n",
       "   'VCEL',\n",
       "   'VCYT',\n",
       "   'VKTX',\n",
       "   'VNDA',\n",
       "   'VSTM',\n",
       "   'VYGR',\n",
       "   'XBIT',\n",
       "   'XENE',\n",
       "   'XNCR',\n",
       "   'YMAB',\n",
       "   'ZIOP',\n",
       "   'KDMN',\n",
       "   'MYOV',\n",
       "   'RCUS',\n",
       "   'ZYME',\n",
       "   'CVM',\n",
       "   'PFNX'],\n",
       "  'Health Care': ['ADUS',\n",
       "   'AHCO',\n",
       "   'AMEH',\n",
       "   'ANGO',\n",
       "   'ATEC',\n",
       "   'ATRI',\n",
       "   'ATRS',\n",
       "   'AXGN',\n",
       "   'AXNX',\n",
       "   'BEAT',\n",
       "   'BLFS',\n",
       "   'BSGM',\n",
       "   'CATS',\n",
       "   'CERS',\n",
       "   'CODX',\n",
       "   'CPSI',\n",
       "   'CRVL',\n",
       "   'CSII',\n",
       "   'CTSO',\n",
       "   'CYRX',\n",
       "   'ESTA',\n",
       "   'FLGT',\n",
       "   'GNMK',\n",
       "   'HCAT',\n",
       "   'HSKA',\n",
       "   'HSTM',\n",
       "   'INGN',\n",
       "   'INMD',\n",
       "   'KIDS',\n",
       "   'KRMD',\n",
       "   'LMAT',\n",
       "   'LNTH',\n",
       "   'MDRX',\n",
       "   'MGLN',\n",
       "   'MLAB',\n",
       "   'NH',\n",
       "   'NRC',\n",
       "   'NTUS',\n",
       "   'NXGN',\n",
       "   'OFIX',\n",
       "   'OSUR',\n",
       "   'OXFD',\n",
       "   'PDCO',\n",
       "   'PETQ',\n",
       "   'PNTG',\n",
       "   'PRSC',\n",
       "   'QTNT',\n",
       "   'RCM',\n",
       "   'RDNT',\n",
       "   'SGRY',\n",
       "   'SIBN',\n",
       "   'SILK',\n",
       "   'SLP',\n",
       "   'SPNE',\n",
       "   'SRDX',\n",
       "   'STAA',\n",
       "   'SWAV',\n",
       "   'TCMD',\n",
       "   'TMDX',\n",
       "   'TRHC',\n",
       "   'TVTY',\n",
       "   'UTMD',\n",
       "   'VIVO',\n",
       "   'VMD.TO',\n",
       "   'VRAY',\n",
       "   'VREX',\n",
       "   'VRML',\n",
       "   'ZYXI',\n",
       "   'AVNS',\n",
       "   'BKD',\n",
       "   'CO',\n",
       "   'CRY',\n",
       "   'CYH',\n",
       "   'EVH',\n",
       "   'GKOS',\n",
       "   'GTS',\n",
       "   'HNGR',\n",
       "   'MD',\n",
       "   'OMI',\n",
       "   'PHR',\n",
       "   'USPH',\n",
       "   'VAPO',\n",
       "   'VCRA',\n",
       "   'NHC',\n",
       "   'STXS'],\n",
       "  'Pharmaceuticals': ['AERI',\n",
       "   'AMPH',\n",
       "   'ANIP',\n",
       "   'APHA.TO',\n",
       "   'AVDL',\n",
       "   'BDSI',\n",
       "   'CARA',\n",
       "   'COLL',\n",
       "   'CORT',\n",
       "   'DRRX',\n",
       "   'ENDP',\n",
       "   'FULC',\n",
       "   'INVA',\n",
       "   'ITCI',\n",
       "   'KALA',\n",
       "   'MNLO',\n",
       "   'NGM',\n",
       "   'OCUL',\n",
       "   'ODT',\n",
       "   'OGI.TO',\n",
       "   'OMER',\n",
       "   'OSMT',\n",
       "   'PAHC',\n",
       "   'PHAT',\n",
       "   'PRVB',\n",
       "   'RLMD',\n",
       "   'RVNC',\n",
       "   'SIGA',\n",
       "   'STSA',\n",
       "   'SUPN',\n",
       "   'TBPH',\n",
       "   'TCDA',\n",
       "   'TLRY',\n",
       "   'TXMD',\n",
       "   'UROV',\n",
       "   'VRCA',\n",
       "   'WVE',\n",
       "   'XENT',\n",
       "   'ZGNX',\n",
       "   'AMRX',\n",
       "   'APHA.TO',\n",
       "   'HEXO.TO',\n",
       "   'LCI'],\n",
       "  'Semiconductors': ['ACLS',\n",
       "   'ACMR',\n",
       "   'AMBA',\n",
       "   'AOSL',\n",
       "   'CAMT',\n",
       "   'CEVA',\n",
       "   'COHU',\n",
       "   'CSIQ',\n",
       "   'DSPG',\n",
       "   'HIMX',\n",
       "   'ICHR',\n",
       "   'IOTS',\n",
       "   'KLIC',\n",
       "   'NVEC',\n",
       "   'NVMI',\n",
       "   'PDFS',\n",
       "   'PI',\n",
       "   'PLAB',\n",
       "   'RMBS',\n",
       "   'SGH',\n",
       "   'SIMO',\n",
       "   'SITM',\n",
       "   'SPWR',\n",
       "   'UCTT',\n",
       "   'VECO',\n",
       "   'XPER',\n",
       "   'DQ',\n",
       "   'JKS',\n",
       "   'MX',\n",
       "   'MXL',\n",
       "   'NPTN',\n",
       "   'ONTO'],\n",
       "  'Professional Services': ['BBSI',\n",
       "   'CRAI',\n",
       "   'FORR',\n",
       "   'HSII',\n",
       "   'HURN',\n",
       "   'ICFI',\n",
       "   'KELYA',\n",
       "   'KFRC',\n",
       "   'UPWK',\n",
       "   'WLDN',\n",
       "   'CBZ',\n",
       "   'FC',\n",
       "   'KFY',\n",
       "   'TBI'],\n",
       "  'Chemicals': ['AMRS',\n",
       "   'HWKN',\n",
       "   'LOOP',\n",
       "   'ASIX',\n",
       "   'AVD',\n",
       "   'FF',\n",
       "   'FOE',\n",
       "   'GCP',\n",
       "   'KOP',\n",
       "   'KRA',\n",
       "   'KRO',\n",
       "   'LTHM',\n",
       "   'MTX',\n",
       "   'OEC',\n",
       "   'PQG',\n",
       "   'TG',\n",
       "   'TROX',\n",
       "   'TSE',\n",
       "   'VHI',\n",
       "   'WLKP',\n",
       "   'CCF'],\n",
       "  'Life Sciences Tools & Services': ['AXDX',\n",
       "   'CDXS',\n",
       "   'CGEN',\n",
       "   'LMNX',\n",
       "   'NSTG',\n",
       "   'PACB',\n",
       "   'PSNL',\n",
       "   'QTRX'],\n",
       "  'Construction': ['AEGN',\n",
       "   'FRTA',\n",
       "   'GLDD',\n",
       "   'IESC',\n",
       "   'MYRG',\n",
       "   'NVEE',\n",
       "   'PRIM',\n",
       "   'ROAD',\n",
       "   'STRL',\n",
       "   'USCR',\n",
       "   'USLM',\n",
       "   'WSC',\n",
       "   'AGX',\n",
       "   'AMRC',\n",
       "   'DY',\n",
       "   'FIX',\n",
       "   'FLR',\n",
       "   'GVA',\n",
       "   'SUM',\n",
       "   'TPC'],\n",
       "  'Hotels, Restaurants & Leisure': ['BJRI',\n",
       "   'BLMN',\n",
       "   'CAKE',\n",
       "   'CHUY',\n",
       "   'DENN',\n",
       "   'GDEN',\n",
       "   'JACK',\n",
       "   'LIND',\n",
       "   'LK',\n",
       "   'LOCO',\n",
       "   'MCRI',\n",
       "   'PLAY',\n",
       "   'PLYA',\n",
       "   'RRR',\n",
       "   'RUTH',\n",
       "   'SGMS',\n",
       "   'TH',\n",
       "   'ACEL',\n",
       "   'ARCO',\n",
       "   'BXG',\n",
       "   'DIN',\n",
       "   'EAT',\n",
       "   'EVRI',\n",
       "   'GHG',\n",
       "   'MSC',\n",
       "   'SEAS',\n",
       "   'TRWH'],\n",
       "  'Electrical Equipment': ['AKTS',\n",
       "   'AMOT',\n",
       "   'CNXN',\n",
       "   'FARO',\n",
       "   'FCEL',\n",
       "   'HOLI',\n",
       "   'KE',\n",
       "   'LASR',\n",
       "   'MTSC',\n",
       "   'NSIT',\n",
       "   'NSSC',\n",
       "   'OSIS',\n",
       "   'PLUG',\n",
       "   'PLUS',\n",
       "   'PLXS',\n",
       "   'POWL',\n",
       "   'SANM',\n",
       "   'SCSC',\n",
       "   'TPIC',\n",
       "   'TTMI',\n",
       "   'WIRE',\n",
       "   'ATKR',\n",
       "   'AZZ',\n",
       "   'BDC',\n",
       "   'BE',\n",
       "   'BHE',\n",
       "   'BMI',\n",
       "   'CLS.TO',\n",
       "   'CTS',\n",
       "   'FIT',\n",
       "   'HMI',\n",
       "   'KEM',\n",
       "   'KN',\n",
       "   'MEI',\n",
       "   'PAR',\n",
       "   'THR',\n",
       "   'VPG',\n",
       "   'VSLR'],\n",
       "  'Real Estate': ['AFIN',\n",
       "   'CTRE',\n",
       "   'DHC',\n",
       "   'EXPI',\n",
       "   'FRPH',\n",
       "   'GOOD',\n",
       "   'ILPT',\n",
       "   'LAND',\n",
       "   'NMRK',\n",
       "   'NYMT',\n",
       "   'OPI',\n",
       "   'QK',\n",
       "   'RMR',\n",
       "   'ROIC',\n",
       "   'SVC',\n",
       "   'UNIT',\n",
       "   'AAT',\n",
       "   'ABR',\n",
       "   'ACRE',\n",
       "   'AHH',\n",
       "   'AKR',\n",
       "   'ALEX',\n",
       "   'ALX',\n",
       "   'APTS',\n",
       "   'ARI',\n",
       "   'ARR',\n",
       "   'BFS',\n",
       "   'CHCT',\n",
       "   'CIO',\n",
       "   'CLDT',\n",
       "   'CLI',\n",
       "   'CLNC',\n",
       "   'CLNY',\n",
       "   'CMO',\n",
       "   'CTT',\n",
       "   'CXP',\n",
       "   'CXW',\n",
       "   'DEA',\n",
       "   'DRH',\n",
       "   'DX',\n",
       "   'EFC',\n",
       "   'EPRT',\n",
       "   'ESRT',\n",
       "   'FCPT',\n",
       "   'FOR',\n",
       "   'FPH',\n",
       "   'GEO',\n",
       "   'GMRE',\n",
       "   'GNL',\n",
       "   'GPMT',\n",
       "   'GTY',\n",
       "   'HT',\n",
       "   'IIPR',\n",
       "   'INN',\n",
       "   'IRET',\n",
       "   'IRT',\n",
       "   'IVR',\n",
       "   'JCAP',\n",
       "   'JOE',\n",
       "   'KREF',\n",
       "   'KRG',\n",
       "   'LADR',\n",
       "   'LTC',\n",
       "   'MAC',\n",
       "   'MFA',\n",
       "   'MMI',\n",
       "   'MNR',\n",
       "   'NXRT',\n",
       "   'OLP',\n",
       "   'ORC',\n",
       "   'PMT',\n",
       "   'RC',\n",
       "   'RESI',\n",
       "   'RLGY',\n",
       "   'RMAX',\n",
       "   'RPAI',\n",
       "   'RPT',\n",
       "   'RVI',\n",
       "   'RWT',\n",
       "   'SITC',\n",
       "   'SKT',\n",
       "   'SNR',\n",
       "   'SRG',\n",
       "   'STAR',\n",
       "   'TRC',\n",
       "   'TRTX',\n",
       "   'TWO',\n",
       "   'UBA',\n",
       "   'UE',\n",
       "   'UHT',\n",
       "   'UMH',\n",
       "   'WSR',\n",
       "   'XHR',\n",
       "   'FSP'],\n",
       "  'Financial Services': ['AGMH',\n",
       "   'AINV',\n",
       "   'ALRS',\n",
       "   'BCOR',\n",
       "   'BGCP',\n",
       "   'BWB',\n",
       "   'CASH',\n",
       "   'CFFN',\n",
       "   'CGBD',\n",
       "   'CLBK',\n",
       "   'COOP',\n",
       "   'COWN',\n",
       "   'DHIL',\n",
       "   'EBSB',\n",
       "   'ECPG',\n",
       "   'EZPW',\n",
       "   'FDEF',\n",
       "   'FRHC',\n",
       "   'GAIN',\n",
       "   'GBDC',\n",
       "   'HIFS',\n",
       "   'HMST',\n",
       "   'INTL',\n",
       "   'KRNY',\n",
       "   'LBC',\n",
       "   'LX',\n",
       "   'MBIN',\n",
       "   'NAVI',\n",
       "   'NEWT',\n",
       "   'NFBK',\n",
       "   'NMIH',\n",
       "   'NWBI',\n",
       "   'OCFC',\n",
       "   'OCSL',\n",
       "   'OPRT',\n",
       "   'PFLT',\n",
       "   'PRAA',\n",
       "   'QFIN',\n",
       "   'RILY',\n",
       "   'SLRC',\n",
       "   'TCPC',\n",
       "   'TIGR',\n",
       "   'TRST',\n",
       "   'VCTR',\n",
       "   'VRTS',\n",
       "   'WETF',\n",
       "   'WRLD',\n",
       "   'WSBF',\n",
       "   'WSFS',\n",
       "   'YIN',\n",
       "   'AC',\n",
       "   'AGM',\n",
       "   'AX',\n",
       "   'BBDC',\n",
       "   'BCSF',\n",
       "   'BLX',\n",
       "   'BSIG',\n",
       "   'CODI',\n",
       "   'CURO',\n",
       "   'DFIN',\n",
       "   'ENVA',\n",
       "   'FBC',\n",
       "   'FG',\n",
       "   'FINV',\n",
       "   'FSK',\n",
       "   'GBL',\n",
       "   'GSBD',\n",
       "   'HKIB',\n",
       "   'HTGC',\n",
       "   'LC',\n",
       "   'NMFC',\n",
       "   'NOAH',\n",
       "   'OPY',\n",
       "   'PFS',\n",
       "   'PIPR',\n",
       "   'PZN',\n",
       "   'QD',\n",
       "   'SCU',\n",
       "   'TPVG',\n",
       "   'TSLX',\n",
       "   'WD',\n",
       "   'WDR',\n",
       "   'YRD'],\n",
       "  'Machinery': ['ASTE',\n",
       "   'BLBD',\n",
       "   'CMCO',\n",
       "   'ERII',\n",
       "   'GTLS',\n",
       "   'HLIO',\n",
       "   'OFLX',\n",
       "   'SPAR',\n",
       "   'TRS',\n",
       "   'ALG',\n",
       "   'CIR',\n",
       "   'CYD',\n",
       "   'EPAC',\n",
       "   'FLOW',\n",
       "   'FSS',\n",
       "   'GBX',\n",
       "   'GRC',\n",
       "   'HY',\n",
       "   'KAI',\n",
       "   'LDL',\n",
       "   'LNN',\n",
       "   'LXFR',\n",
       "   'MLI',\n",
       "   'MLR',\n",
       "   'MTOR',\n",
       "   'MTW',\n",
       "   'MWA',\n",
       "   'NPO',\n",
       "   'PLOW',\n",
       "   'REVG',\n",
       "   'SXI',\n",
       "   'TEX',\n",
       "   'TNC',\n",
       "   'WBT',\n",
       "   'WNC'],\n",
       "  'Food Products': ['CVGW',\n",
       "   'JBSS',\n",
       "   'LNDC',\n",
       "   'SENEA',\n",
       "   'SMPL',\n",
       "   'SOY.TO',\n",
       "   'TWNK',\n",
       "   'VFF.TO',\n",
       "   'AGRO',\n",
       "   'BGS',\n",
       "   'FDP'],\n",
       "  'Telecommunication': ['ATEX',\n",
       "   'ATNI',\n",
       "   'BCOM.TA',\n",
       "   'CNSL',\n",
       "   'ORBC',\n",
       "   'WIFI',\n",
       "   'CBB',\n",
       "   'OOMA',\n",
       "   'GSAT'],\n",
       "  'Energy ': ['ALTM',\n",
       "   'ARLP',\n",
       "   'BROG',\n",
       "   'BRY',\n",
       "   'CDEV',\n",
       "   'CLNE',\n",
       "   'DMLP',\n",
       "   'FLMN',\n",
       "   'GLNG',\n",
       "   'GPOR',\n",
       "   'GPRE',\n",
       "   'NBLX',\n",
       "   'OAS',\n",
       "   'OMP',\n",
       "   'PDCE',\n",
       "   'REGI',\n",
       "   'RTLR',\n",
       "   'TELL',\n",
       "   'VNOM',\n",
       "   'AR',\n",
       "   'ARCH',\n",
       "   'BCEI',\n",
       "   'BPMP',\n",
       "   'BSM',\n",
       "   'BTE.TO',\n",
       "   'BTU',\n",
       "   'CAPL',\n",
       "   'CEQP',\n",
       "   'CNXM',\n",
       "   'CPE',\n",
       "   'CPG.TO',\n",
       "   'CRK',\n",
       "   'DHT',\n",
       "   'DK',\n",
       "   'DKL',\n",
       "   'DSSI',\n",
       "   'ENLC',\n",
       "   'ERF.TO',\n",
       "   'EVA',\n",
       "   'GEL',\n",
       "   'GLOG',\n",
       "   'GLP',\n",
       "   'GPRK',\n",
       "   'HEP',\n",
       "   'HMLP',\n",
       "   'INSW',\n",
       "   'INT',\n",
       "   'KNOP',\n",
       "   'KOS',\n",
       "   'KRP',\n",
       "   'LPG',\n",
       "   'LPI',\n",
       "   'MGY',\n",
       "   'MNRL',\n",
       "   'MTDR',\n",
       "   'NAT',\n",
       "   'NGL',\n",
       "   'NS',\n",
       "   'NVGS',\n",
       "   'PARR',\n",
       "   'PBF',\n",
       "   'PBFX',\n",
       "   'QEP',\n",
       "   'REX',\n",
       "   'RRC',\n",
       "   'SBR',\n",
       "   'SFL',\n",
       "   'SM',\n",
       "   'SRLP',\n",
       "   'STNG',\n",
       "   'TALO',\n",
       "   'TGP',\n",
       "   'TK',\n",
       "   'TNK',\n",
       "   'VET.TO',\n",
       "   'WTI',\n",
       "   'DML.TO',\n",
       "   'MCF',\n",
       "   'NOG',\n",
       "   'NXE.TO'],\n",
       "  'Media': ['AMCX',\n",
       "   'BOMN',\n",
       "   'CETV',\n",
       "   'CRTO',\n",
       "   'DJCO',\n",
       "   'DUO',\n",
       "   'EVER',\n",
       "   'GLUU',\n",
       "   'GRVY',\n",
       "   'HMTV',\n",
       "   'ICLK',\n",
       "   'IHRT',\n",
       "   'JFU',\n",
       "   'LORL',\n",
       "   'LTRPA',\n",
       "   'MEET',\n",
       "   'QNST',\n",
       "   'QTT',\n",
       "   'SBGI',\n",
       "   'SCHL',\n",
       "   'SCPL',\n",
       "   'SOHU',\n",
       "   'SSP',\n",
       "   'SY',\n",
       "   'TPCO',\n",
       "   'TRUE',\n",
       "   'TRVG',\n",
       "   'TTGT',\n",
       "   'WSG',\n",
       "   'AMC',\n",
       "   'BITA',\n",
       "   'CARS',\n",
       "   'CCO',\n",
       "   'EB',\n",
       "   'EROS',\n",
       "   'ETM',\n",
       "   'GCI',\n",
       "   'GTN',\n",
       "   'IMAX',\n",
       "   'LGF.A',\n",
       "   'MCS',\n",
       "   'MDP',\n",
       "   'MSGN',\n",
       "   'SOGO',\n",
       "   'WOW',\n",
       "   'YELP'],\n",
       "  'Retail': ['ANDE',\n",
       "   'BBBY',\n",
       "   'CHEF',\n",
       "   'CRMT',\n",
       "   'FLWS',\n",
       "   'GRPN',\n",
       "   'HFFG',\n",
       "   'HIBB',\n",
       "   'IMKTA',\n",
       "   'LE',\n",
       "   'MIK',\n",
       "   'MMYT',\n",
       "   'MNRO',\n",
       "   'ODP',\n",
       "   'OSTK',\n",
       "   'PETS',\n",
       "   'PLCE',\n",
       "   'PSMT',\n",
       "   'RCII',\n",
       "   'REAL',\n",
       "   'RUBI',\n",
       "   'RUHN',\n",
       "   'SCVL',\n",
       "   'SNBR',\n",
       "   'SPTN',\n",
       "   'SPWH',\n",
       "   'URBN',\n",
       "   'UXIN',\n",
       "   'VLGEA',\n",
       "   'WINA',\n",
       "   'YI',\n",
       "   'YJ',\n",
       "   'ZUMZ',\n",
       "   'ABG',\n",
       "   'ANF',\n",
       "   'BIG',\n",
       "   'BKE',\n",
       "   'BOOT',\n",
       "   'CAL',\n",
       "   'CANG',\n",
       "   'CWH',\n",
       "   'DBI',\n",
       "   'DDS',\n",
       "   'DESP',\n",
       "   'GCO',\n",
       "   'GES',\n",
       "   'GME',\n",
       "   'GPI',\n",
       "   'HOME',\n",
       "   'HUD',\n",
       "   'HVT',\n",
       "   'HZO',\n",
       "   'LL',\n",
       "   'NGVC',\n",
       "   'QUOT',\n",
       "   'RAD',\n",
       "   'RUBI',\n",
       "   'RVLV',\n",
       "   'SAH',\n",
       "   'SBH',\n",
       "   'SIG',\n",
       "   'SSTK',\n",
       "   'UNFI',\n",
       "   'WMK'],\n",
       "  'Leisure Products': ['AOBC',\n",
       "   'CLAR',\n",
       "   'GNUS',\n",
       "   'JOUT',\n",
       "   'MBUU',\n",
       "   'MCFT',\n",
       "   'ELY',\n",
       "   'MPX',\n",
       "   'RGR',\n",
       "   'VSTO'],\n",
       "  'Textiles, Apparel & Luxury Goods': ['GIII', 'KTB', 'OXM'],\n",
       "  'Commercial Services & Supplies': ['ECOL',\n",
       "   'HCCI',\n",
       "   'HCSG',\n",
       "   'KBAL',\n",
       "   'MATW',\n",
       "   'MGRC',\n",
       "   'MINI',\n",
       "   'MLHR',\n",
       "   'SP',\n",
       "   'TILE',\n",
       "   'VSEC',\n",
       "   'ACCO',\n",
       "   'BV',\n",
       "   'CVA',\n",
       "   'DLX',\n",
       "   'EBF',\n",
       "   'HNI',\n",
       "   'HSC',\n",
       "   'KNL',\n",
       "   'PBI',\n",
       "   'SCS',\n",
       "   'VVI',\n",
       "   'AXU.TO'],\n",
       "  'Road & Rail': ['ARCB', 'HTLD', 'MRTN', 'ULH', 'HTZ'],\n",
       "  'Utilities': ['ARTNA',\n",
       "   'CDZI',\n",
       "   'MSEX',\n",
       "   'OTTR',\n",
       "   'YORW',\n",
       "   'AZRE',\n",
       "   'CPK',\n",
       "   'KEN',\n",
       "   'NOVA',\n",
       "   'NWN',\n",
       "   'SGU',\n",
       "   'SJW',\n",
       "   'SPH',\n",
       "   'UTL'],\n",
       "  'Trading Companies & Distributors': ['BMCH',\n",
       "   'DXPE',\n",
       "   'HEES',\n",
       "   'LAWS',\n",
       "   'RUSHA',\n",
       "   'CAI',\n",
       "   'DNOW',\n",
       "   'FBM',\n",
       "   'FTAI',\n",
       "   'GMS',\n",
       "   'HRI',\n",
       "   'KAMN',\n",
       "   'MRC',\n",
       "   'SYX',\n",
       "   'TGH',\n",
       "   'VRTV',\n",
       "   'WCC',\n",
       "   'EVI'],\n",
       "  'Beverages': ['CELH', 'MGPI', 'PRMW'],\n",
       "  'Consumer products': ['CENT',\n",
       "   'CVCO',\n",
       "   'GPRO',\n",
       "   'GRBK',\n",
       "   'IPAR',\n",
       "   'LEGH',\n",
       "   'LOVE',\n",
       "   'NEPT.TO',\n",
       "   'PRPL',\n",
       "   'SONO',\n",
       "   'UEIC',\n",
       "   'VIOT',\n",
       "   'BRBR',\n",
       "   'BZH',\n",
       "   'CCS',\n",
       "   'ELF',\n",
       "   'EPC',\n",
       "   'ETH',\n",
       "   'LZB',\n",
       "   'MED',\n",
       "   'MHO',\n",
       "   'REV',\n",
       "   'SKY',\n",
       "   'TUP',\n",
       "   'USNA'],\n",
       "  'Auto Components': ['MPAA',\n",
       "   'THRM',\n",
       "   'XPEL',\n",
       "   'AXL',\n",
       "   'CPS',\n",
       "   'CTB',\n",
       "   'DLPH',\n",
       "   'GTX',\n",
       "   'MOD',\n",
       "   'SMP',\n",
       "   'SRI',\n",
       "   'TEN',\n",
       "   'VNE'],\n",
       "  'Metals & Mining': ['CENX',\n",
       "   'HAYN',\n",
       "   'KALU',\n",
       "   'SCHN',\n",
       "   'ATI',\n",
       "   'CDE',\n",
       "   'CMP',\n",
       "   'CRS',\n",
       "   'ELD.TO',\n",
       "   'EDR.TO',\n",
       "   'FVI.TO',\n",
       "   'HBM.TO',\n",
       "   'HCC',\n",
       "   'HL',\n",
       "   'LAC.TO',\n",
       "   'MTRN',\n",
       "   'MUX',\n",
       "   'NEXA',\n",
       "   'SEA.TO',\n",
       "   'SXC',\n",
       "   'TRQ.TO',\n",
       "   'X',\n",
       "   'GAU.TO',\n",
       "   'GSC.TO',\n",
       "   'MAG.TO',\n",
       "   'MMX.TO',\n",
       "   'NDM.TO',\n",
       "   'NGD.TO',\n",
       "   'POM.TO',\n",
       "   'SIL.TO',\n",
       "   'SVM.TO',\n",
       "   'ITH.TO',\n",
       "   'TMQ.TO',\n",
       "   'USA.TO'],\n",
       "  'Distributors': ['CORE', 'FNKO'],\n",
       "  'Marine': ['CTRM', 'GOGL', 'SBLK', 'CMRE', 'GNK', 'MATX'],\n",
       "  'Automobiles': ['NIU'],\n",
       "  'Industrial Conglomerates': ['RAVN'],\n",
       "  'Paper & Forest': ['MERC', 'BCC', 'CLW', 'GLT', 'NP', 'SWM', 'UFS', 'VRS'],\n",
       "  'Transportation Infrastructure': ['CAAP'],\n",
       "  'Packaging': ['UFPT', 'GEF', 'MYE', 'PACK'],\n",
       "  'Tobacco': ['TPB', 'UVV', 'VGR']},\n",
       " 'LARGE_CAP': {'Diversified Consumer Services': ['EDU', 'TAL'],\n",
       "  'Airlines': ['UAL', 'DAL', 'LUV'],\n",
       "  'Insurance': ['ACGL',\n",
       "   'CINF',\n",
       "   'PFG',\n",
       "   'WLTW',\n",
       "   'AFL',\n",
       "   'AIG',\n",
       "   'AJG',\n",
       "   'ALL',\n",
       "   'AON',\n",
       "   'BRO',\n",
       "   'CB',\n",
       "   'FNF',\n",
       "   'HIG',\n",
       "   'L',\n",
       "   'MET',\n",
       "   'MFC.TO',\n",
       "   'MKL',\n",
       "   'MMC',\n",
       "   'PGR',\n",
       "   'PRU',\n",
       "   'SLF.TO',\n",
       "   'TRV',\n",
       "   'WRB'],\n",
       "  'Communications': ['ANET', 'MSI', 'UI'],\n",
       "  'Building': ['ALLE', 'JCI', 'MAS'],\n",
       "  'Technology': ['ADBE',\n",
       "   'ADP',\n",
       "   'ADSK',\n",
       "   'AKAM',\n",
       "   'ANSS',\n",
       "   'CDNS',\n",
       "   'CHKP',\n",
       "   'COUP',\n",
       "   'CRWD',\n",
       "   'CTSH',\n",
       "   'CTXS',\n",
       "   'DDOG',\n",
       "   'DOCU',\n",
       "   'FISV',\n",
       "   'FTNT',\n",
       "   'INTU',\n",
       "   'JKHY',\n",
       "   'MDB',\n",
       "   'NLOK',\n",
       "   'NTAP',\n",
       "   'OKTA',\n",
       "   'OTEX.TO',\n",
       "   'PAYX',\n",
       "   'PYPL',\n",
       "   'SNPS',\n",
       "   'SPLK',\n",
       "   'SSNC',\n",
       "   'STNE',\n",
       "   'STX',\n",
       "   'TEAM',\n",
       "   'TTD',\n",
       "   'VRSN',\n",
       "   'WDAY',\n",
       "   'WDC',\n",
       "   'WIX',\n",
       "   'ZM',\n",
       "   'ZS',\n",
       "   'ACN',\n",
       "   'BAH',\n",
       "   'BKI',\n",
       "   'BR',\n",
       "   'CDAY',\n",
       "   'CRM',\n",
       "   'DELL',\n",
       "   'DT',\n",
       "   'EPAM',\n",
       "   'FICO',\n",
       "   'FIS',\n",
       "   'FLT',\n",
       "   'GDDY',\n",
       "   'GIB.A.TO',\n",
       "   'GPN',\n",
       "   'HPE',\n",
       "   'HPQ',\n",
       "   'IBM',\n",
       "   'IT',\n",
       "   'LDOS',\n",
       "   'NOW',\n",
       "   'ORCL',\n",
       "   'PAGS',\n",
       "   'PANW',\n",
       "   'PAYC',\n",
       "   'RNG',\n",
       "   'SHOP',\n",
       "   'SQ',\n",
       "   'TWLO',\n",
       "   'TYL',\n",
       "   'VMW',\n",
       "   'WORK',\n",
       "   'WU'],\n",
       "  'Logistics & Transportation': ['CHRW', 'EXPD', 'FDX', 'UPS', 'ZTO'],\n",
       "  'Aerospace & Defense': ['ESLT.TA',\n",
       "   'BA',\n",
       "   'GD',\n",
       "   'HEI',\n",
       "   'LHX',\n",
       "   'LMT',\n",
       "   'NOC',\n",
       "   'TDG',\n",
       "   'TDY'],\n",
       "  'Banking': ['FITB',\n",
       "   'HBAN',\n",
       "   'SIVB',\n",
       "   'BAP',\n",
       "   'BMO.TO',\n",
       "   'BNS.TO',\n",
       "   'C',\n",
       "   'CFG',\n",
       "   'CM.TO',\n",
       "   'FRC',\n",
       "   'KEY',\n",
       "   'MTB',\n",
       "   'PNC',\n",
       "   'RF',\n",
       "   'RY.TO',\n",
       "   'TD.TO',\n",
       "   'USB',\n",
       "   'WFC'],\n",
       "  'Biotechnology': ['ALNY',\n",
       "   'ALXN',\n",
       "   'AMGN',\n",
       "   'BIIB',\n",
       "   'BMRN',\n",
       "   'BNTX',\n",
       "   'EXAS',\n",
       "   'GILD',\n",
       "   'INCY',\n",
       "   'MRNA',\n",
       "   'NBIX',\n",
       "   'REGN',\n",
       "   'SGEN',\n",
       "   'SRPT',\n",
       "   'VRTX',\n",
       "   'ABBV'],\n",
       "  'Health Care': ['ABMD',\n",
       "   'ALGN',\n",
       "   'CERN',\n",
       "   'DXCM',\n",
       "   'HOLX',\n",
       "   'IDXX',\n",
       "   'ISRG',\n",
       "   'MASI',\n",
       "   'PODD',\n",
       "   'XRAY',\n",
       "   'ABC',\n",
       "   'ABT',\n",
       "   'ALC.SW',\n",
       "   'ANTM',\n",
       "   'BAX',\n",
       "   'BDX',\n",
       "   'BSX',\n",
       "   'CAH',\n",
       "   'CI',\n",
       "   'CNC',\n",
       "   'COO',\n",
       "   'CVS',\n",
       "   'DGX',\n",
       "   'DHR',\n",
       "   'DVA',\n",
       "   'EW',\n",
       "   'HCA',\n",
       "   'HUM',\n",
       "   'LH',\n",
       "   'MCK',\n",
       "   'MDT',\n",
       "   'MOH',\n",
       "   'RMD',\n",
       "   'STE',\n",
       "   'SYK',\n",
       "   'TDOC',\n",
       "   'TFX',\n",
       "   'VAR',\n",
       "   'VEEV',\n",
       "   'WST',\n",
       "   'ZBH'],\n",
       "  'Pharmaceuticals': ['BMY', 'BMY', 'CTLT', 'LLY', 'ZTS'],\n",
       "  'Semiconductors': ['ADI',\n",
       "   'AMAT',\n",
       "   'AMD',\n",
       "   'AVGO',\n",
       "   'KLAC',\n",
       "   'LRCX',\n",
       "   'MCHP',\n",
       "   'MPWR',\n",
       "   'MRVL',\n",
       "   'MU',\n",
       "   'MXIM',\n",
       "   'NXPI',\n",
       "   'QCOM',\n",
       "   'QRVO',\n",
       "   'SWKS',\n",
       "   'TER',\n",
       "   'TXN',\n",
       "   'XLNX'],\n",
       "  'Professional Services': ['CSGP', 'VRSK', 'EFX', 'INFO', 'TRI.TO', 'TRU'],\n",
       "  'Chemicals': ['APD',\n",
       "   'CE',\n",
       "   'CTVA',\n",
       "   'DD',\n",
       "   'DOW',\n",
       "   'ECL',\n",
       "   'EMN',\n",
       "   'FMC',\n",
       "   'ICL.TA',\n",
       "   'IFF',\n",
       "   'LIN',\n",
       "   'LYB',\n",
       "   'NTR.TO',\n",
       "   'PPG',\n",
       "   'RPM',\n",
       "   'SHW'],\n",
       "  'Life Sciences Tools & Services': ['ILMN',\n",
       "   'A',\n",
       "   'AVTR',\n",
       "   'BIO',\n",
       "   'IQV',\n",
       "   'MTD',\n",
       "   'PKI',\n",
       "   'QGEN',\n",
       "   'TMO',\n",
       "   'WAT'],\n",
       "  'Construction': ['J', 'MLM', 'VMC'],\n",
       "  'Hotels, Restaurants & Leisure': ['HTHT',\n",
       "   'MAR',\n",
       "   'SBUX',\n",
       "   'WYNN',\n",
       "   'CCL',\n",
       "   'CMG',\n",
       "   'DPZ',\n",
       "   'DRI',\n",
       "   'HLT',\n",
       "   'LVS',\n",
       "   'MCD',\n",
       "   'MGM',\n",
       "   'QSR.TO',\n",
       "   'RCL',\n",
       "   'YUM',\n",
       "   'YUMC'],\n",
       "  'Electrical Equipment': ['CDW',\n",
       "   'TRMB',\n",
       "   'ZBRA',\n",
       "   'AME',\n",
       "   'APH',\n",
       "   'EMR',\n",
       "   'ETN',\n",
       "   'GLW',\n",
       "   'KEYS',\n",
       "   'ROK',\n",
       "   'TEL'],\n",
       "  'Real Estate': ['BPY',\n",
       "   'EQIX',\n",
       "   'SBAC',\n",
       "   'AMT',\n",
       "   'ARE',\n",
       "   'AVB',\n",
       "   'BXP',\n",
       "   'CBRE',\n",
       "   'CCI',\n",
       "   'DLR',\n",
       "   'DRE',\n",
       "   'ELS',\n",
       "   'EQR',\n",
       "   'ESS',\n",
       "   'EXR',\n",
       "   'HST',\n",
       "   'INVH',\n",
       "   'MAA',\n",
       "   'MGP',\n",
       "   'MPW',\n",
       "   'NLY',\n",
       "   'O',\n",
       "   'PEAK',\n",
       "   'PLD',\n",
       "   'PSA',\n",
       "   'SPG',\n",
       "   'SUI',\n",
       "   'UDR',\n",
       "   'VICI',\n",
       "   'VTR',\n",
       "   'WELL',\n",
       "   'WPC',\n",
       "   'WY'],\n",
       "  'Financial Services': ['AMTD',\n",
       "   'CG',\n",
       "   'CME',\n",
       "   'ETFC',\n",
       "   'IBKR',\n",
       "   'MKTX',\n",
       "   'NDAQ',\n",
       "   'NTRS',\n",
       "   'TROW',\n",
       "   'TW',\n",
       "   'XP',\n",
       "   'AMP',\n",
       "   'APO',\n",
       "   'ARES',\n",
       "   'AXP',\n",
       "   'BAM.A.TO',\n",
       "   'BEN',\n",
       "   'BK',\n",
       "   'BLK',\n",
       "   'BX',\n",
       "   'COF',\n",
       "   'DBK.DE',\n",
       "   'DFS',\n",
       "   'FDS',\n",
       "   'GS',\n",
       "   'ICE',\n",
       "   'KKR',\n",
       "   'MCO',\n",
       "   'MS',\n",
       "   'MSCI',\n",
       "   'RJF',\n",
       "   'SCHW',\n",
       "   'SPGI',\n",
       "   'STT',\n",
       "   'SYF',\n",
       "   'UBSG.SW',\n",
       "   'CBOE'],\n",
       "  'Machinery': ['NDSN',\n",
       "   'PCAR',\n",
       "   'CAT',\n",
       "   'CMI',\n",
       "   'DE',\n",
       "   'DOV',\n",
       "   'FTV',\n",
       "   'IEX',\n",
       "   'IR',\n",
       "   'ITW',\n",
       "   'PH',\n",
       "   'SWK',\n",
       "   'WAB',\n",
       "   'XYL'],\n",
       "  'Food Products': ['KHC',\n",
       "   'MDLZ',\n",
       "   'ADM',\n",
       "   'CAG',\n",
       "   'CPB',\n",
       "   'GIS',\n",
       "   'HRL',\n",
       "   'HSY',\n",
       "   'K',\n",
       "   'LW',\n",
       "   'MKC',\n",
       "   'SJM',\n",
       "   'TSN'],\n",
       "  'Telecommunication': ['TMUS', 'BCE.TO', 'CTL', 'RCI.B.TO', 'T.TO'],\n",
       "  'Energy ': ['CNQ.TO',\n",
       "   'COP',\n",
       "   'CVX',\n",
       "   'CXO',\n",
       "   'ENB.TO',\n",
       "   'EOG',\n",
       "   'EPD',\n",
       "   'ET',\n",
       "   'FRO.OL',\n",
       "   'HES',\n",
       "   'KMI',\n",
       "   'MMP',\n",
       "   'MPC',\n",
       "   'MPLX',\n",
       "   'OKE',\n",
       "   'OXY',\n",
       "   'PPL.TO',\n",
       "   'PSX',\n",
       "   'PSXP',\n",
       "   'PXD',\n",
       "   'SU.TO',\n",
       "   'TRP.TO',\n",
       "   'VLO',\n",
       "   'WMB',\n",
       "   'CQP',\n",
       "   'IMO.TO',\n",
       "   'LNG'],\n",
       "  'Media': ['ATVI',\n",
       "   'BIDU',\n",
       "   'BILI',\n",
       "   'CHTR',\n",
       "   'CMCSA',\n",
       "   'DISCA',\n",
       "   'DISH',\n",
       "   'EA',\n",
       "   'FOXA',\n",
       "   'FWONA',\n",
       "   'IAC',\n",
       "   'LBRDA',\n",
       "   'LBTYA',\n",
       "   'MTCH',\n",
       "   'NFLX',\n",
       "   'NTES',\n",
       "   'ROKU',\n",
       "   'SIRI',\n",
       "   'TTWO',\n",
       "   'VIAC',\n",
       "   'YNDX',\n",
       "   'ZG',\n",
       "   'ATHM',\n",
       "   'ATUS',\n",
       "   'CABO',\n",
       "   'LYV',\n",
       "   'OMC',\n",
       "   'PINS',\n",
       "   'SE',\n",
       "   'SJR.B.TO',\n",
       "   'SNAP',\n",
       "   'SPOT',\n",
       "   'TME',\n",
       "   'TWTR'],\n",
       "  'Retail': ['BKNG',\n",
       "   'COST',\n",
       "   'DLTR',\n",
       "   'EBAY',\n",
       "   'EXPE',\n",
       "   'JD',\n",
       "   'MELI',\n",
       "   'ORLY',\n",
       "   'PDD',\n",
       "   'ROST',\n",
       "   'TCOM',\n",
       "   'TSCO',\n",
       "   'ULTA',\n",
       "   'WBA',\n",
       "   'AZO',\n",
       "   'BBY',\n",
       "   'BURL',\n",
       "   'CHWY',\n",
       "   'CVNA',\n",
       "   'DG',\n",
       "   'KMX',\n",
       "   'KR',\n",
       "   'LOW',\n",
       "   'SYY',\n",
       "   'TGT',\n",
       "   'TIF',\n",
       "   'TJX',\n",
       "   'VIPS',\n",
       "   'W'],\n",
       "  'Leisure Products': ['HAS', 'PTON'],\n",
       "  'Textiles, Apparel & Luxury Goods': ['LULU', 'NKE', 'VFC'],\n",
       "  'Commercial Services & Supplies': ['CPRT',\n",
       "   'CTAS',\n",
       "   'ROL',\n",
       "   'RSG',\n",
       "   'WCN.TO',\n",
       "   'WM'],\n",
       "  'Road & Rail': ['CSX',\n",
       "   'JBHT',\n",
       "   'LYFT',\n",
       "   'ODFL',\n",
       "   'CNR.TO',\n",
       "   'CP.TO',\n",
       "   'KSU',\n",
       "   'KSU',\n",
       "   'NSC',\n",
       "   'UBER',\n",
       "   'UNP'],\n",
       "  'Utilities': ['EXC',\n",
       "   'LNT',\n",
       "   'XEL',\n",
       "   'AEE',\n",
       "   'AEP',\n",
       "   'AGR',\n",
       "   'AQN.TO',\n",
       "   'ATO',\n",
       "   'AWK',\n",
       "   'BEP.UN.TO',\n",
       "   'BIP',\n",
       "   'CMS',\n",
       "   'D',\n",
       "   'DTE',\n",
       "   'DUK',\n",
       "   'ED',\n",
       "   'EIX',\n",
       "   'ES',\n",
       "   'ETR',\n",
       "   'EVRG',\n",
       "   'FE',\n",
       "   'FTS.TO',\n",
       "   'NEE',\n",
       "   'PEG',\n",
       "   'PPL',\n",
       "   'SO',\n",
       "   'SRE',\n",
       "   'VST',\n",
       "   'WEC'],\n",
       "  'Trading Companies & Distributors': ['FAST', 'GWW', 'URI'],\n",
       "  'Beverages': ['MNST', 'PEP', 'BF.B', 'CCEP', 'KDP', 'STZ'],\n",
       "  'Consumer products': ['GRMN',\n",
       "   'CHD',\n",
       "   'CL',\n",
       "   'CLX',\n",
       "   'DHI',\n",
       "   'EL',\n",
       "   'KMB',\n",
       "   'LEN',\n",
       "   'NVR'],\n",
       "  'Auto Components': ['APTV', 'MG.TO'],\n",
       "  'Metals & Mining': ['AEM.TO',\n",
       "   'FCX',\n",
       "   'FNV.TO',\n",
       "   'ABX.TO',\n",
       "   'K.TO',\n",
       "   'KL.TO',\n",
       "   'NEM',\n",
       "   'NUE',\n",
       "   'SCCO',\n",
       "   'WPM.TO'],\n",
       "  'Distributors': ['POOL', 'GPC'],\n",
       "  'Marine': [],\n",
       "  'Automobiles': ['TSLA', 'F', 'FCA.MI', 'GM', 'RACE.MI'],\n",
       "  'Industrial Conglomerates': ['IEP', 'GE', 'HON', 'MMM', 'ROP'],\n",
       "  'Paper & Forest': [],\n",
       "  'Transportation Infrastructure': [],\n",
       "  'Packaging': ['AMCR', 'AVY', 'BLL', 'IP', 'PKG'],\n",
       "  'Tobacco': ['MO', 'PM']}}"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for ticker, data in df.iterrows():\n",
    "    # Throw away headers\n",
    "    if data['marketCapClass'] == 'marketCapClass':\n",
    "        continue\n",
    "    if data['finnhubIndustry'] == 'finnhubIndustry':\n",
    "        continue\n",
    "    # Create dictionary\n",
    "    d[data['marketCapClass']][data['finnhubIndustry']].append(data['ticker'])\n",
    "d"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Simfin Integration\n",
    "#### Uses a nested dictionary for each segment of the CSV to create dataframes from Simfin data\n",
    "##### Market Cap -> Industry"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import simfin as sf\n",
    "from simfin.names import *"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dataset \"us-income-ttm\" on disk (12 days old).\n",
      "- Loading from disk ... Done!\n",
      "Dataset \"us-balance-ttm\" on disk (12 days old).\n",
      "- Loading from disk ... Done!\n",
      "Dataset \"us-cashflow-ttm\" on disk (12 days old).\n",
      "- Loading from disk ... Done!\n",
      "Dataset \"us-shareprices-daily\" on disk (1 days old).\n",
      "- Loading from disk ... Done!\n",
      "Cache-file 'fin_signals-2a38bb7d.pickle' on disk (1 days old).\n",
      "- Loading from disk ... Done!\n",
      "Dataset \"us-income-quarterly\" on disk (12 days old).\n",
      "- Loading from disk ... Done!\n",
      "Dataset \"us-balance-quarterly\" on disk (12 days old).\n",
      "- Loading from disk ... Done!\n",
      "Dataset \"us-cashflow-quarterly\" on disk (12 days old).\n",
      "- Loading from disk ... Done!\n",
      "Cache-file 'growth_signals-2a38bb7d.pickle' on disk (1 days old).\n",
      "- Loading from disk ... Done!\n",
      "Cache-file 'val_signals-739b68a6.pickle' on disk (1 days old).\n",
      "- Loading from disk ... Done!\n",
      "Cache-file 'mean_log_change-5cec82bd.pickle' on disk (1 days old).\n",
      "- Loading from disk ... Done!\n"
     ]
    }
   ],
   "source": [
    "API_KEY = 'MbOGeJgi6qQjgYbb58oBVQDaObxEZzXg'\n",
    "\n",
    "# SimFin data-directory.\n",
    "sf.set_data_dir('~/simfin_data/')\n",
    "# SimFin load API key or use free data.\n",
    "sf.load_api_key('MbOGeJgi6qQjgYbb58oBVQDaObxEZzXg')\n",
    "\n",
    "market = 'us'\n",
    "\n",
    "# Add this date-offset to the fundamental data such as\n",
    "# Income Statements etc., because the REPORT_DATE is not\n",
    "# when it was actually made available to the public,\n",
    "# which can be 1, 2 or even 3 months after the Report Date.\n",
    "offset = pd.DateOffset(days=60)\n",
    "\n",
    "# Refresh the fundamental datasets (Income Statements etc.)\n",
    "# every 30 days.\n",
    "refresh_days = 30\n",
    "\n",
    "# Refresh the dataset with shareprices every 10 days.\n",
    "refresh_days_shareprices = 10\n",
    "\n",
    "hub = sf.StockHub(market=market, offset=offset,\n",
    "                  refresh_days=refresh_days,\n",
    "                  refresh_days_shareprices=refresh_days_shareprices)\n",
    "\n",
    "df_fin_signals = hub.fin_signals(variant='daily')\n",
    "df_growth_signals = hub.growth_signals(variant='daily')\n",
    "df_val_signals = hub.val_signals(variant='daily')\n",
    "\n",
    "# Combine the DataFrames.\n",
    "dfs = [df_fin_signals, df_growth_signals, df_val_signals]\n",
    "df_signals = pd.concat(dfs, axis=1)\n",
    "\n",
    "# Remove all rows with only NaN values.\n",
    "df = df_signals.dropna(how='all').reset_index(drop=True)\n",
    "\n",
    "# List of the columns before removing any.\n",
    "columns_before = df_signals.columns\n",
    "\n",
    "# Threshold for the number of rows that must be NaN for each column.\n",
    "thresh = 0.75 * len(df_signals.dropna(how='all'))\n",
    "\n",
    "# Remove all columns which don't have sufficient data.\n",
    "df_signals = df_signals.dropna(axis='columns', thresh=thresh)\n",
    "\n",
    "# List of the columns after the removal.\n",
    "columns_after = df_signals.columns\n",
    "\n",
    "# Show the columns that were removed.\n",
    "columns_before.difference(columns_after)\n",
    "\n",
    "# Name of the new column for the returns.\n",
    "TOTAL_RETURN_1_3Y = 'Total Return 1-3 Years'\n",
    "\n",
    "# Calculate the mean log-returns for all 1-3 year periods.\n",
    "df_returns_1_3y = \\\n",
    "    hub.mean_log_returns(name=TOTAL_RETURN_1_3Y,\n",
    "                         future=True, annualized=True,\n",
    "                         min_years=1, max_years=3)\n",
    "\n",
    "dfs = [df_signals, df_returns_1_3y]\n",
    "df_sig_rets = pd.concat(dfs, axis=1)\n",
    "\n",
    "# Clip the signals and returns at their 5% and 95% quantiles.\n",
    "# We do not set them to NaN because it would remove too much data.\n",
    "df_sig_rets = sf.winsorize(df_sig_rets)\n",
    "\n",
    "# Remove all rows with missing values (NaN)\n",
    "# because scikit-learn cannot handle that.\n",
    "df_sig_rets = df_sig_rets.dropna(how='any')\n",
    "\n",
    "# Remove all tickers which have less than 200 data-rows.\n",
    "df_sig_rets = df_sig_rets.groupby(TICKER) \\\n",
    "                .filter(lambda df: len(df)>200)\n",
    "\n",
    "\n",
    "\n",
    "# List of all unique stock-tickers in the dataset.\n",
    "tickers = df_sig_rets.reset_index()[TICKER].unique()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Cap Segmented Simfin"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "['A',\n",
       " 'AAMC',\n",
       " 'AAN',\n",
       " 'AAOI',\n",
       " 'AAON',\n",
       " 'AAP',\n",
       " 'AAWW',\n",
       " 'ABAX',\n",
       " 'ABBV',\n",
       " 'ABC',\n",
       " 'ABCD',\n",
       " 'ABG',\n",
       " 'ABM',\n",
       " 'ABMC',\n",
       " 'ABT',\n",
       " 'ACAD',\n",
       " 'ACAT',\n",
       " 'ACCO',\n",
       " 'ACET',\n",
       " 'ACHC',\n",
       " 'ACLS',\n",
       " 'ACLZ',\n",
       " 'ACN',\n",
       " 'ACRX',\n",
       " 'ADBE',\n",
       " 'ADI',\n",
       " 'ADM',\n",
       " 'ADP',\n",
       " 'ADS',\n",
       " 'ADSK',\n",
       " 'AE',\n",
       " 'AEE',\n",
       " 'AEHR',\n",
       " 'AEP',\n",
       " 'AEPI',\n",
       " 'AES',\n",
       " 'AGCO',\n",
       " 'AGIO',\n",
       " 'AGN_old',\n",
       " 'AHPI',\n",
       " 'AHS',\n",
       " 'AIMC',\n",
       " 'AIR',\n",
       " 'AIRI',\n",
       " 'AIT',\n",
       " 'AJG',\n",
       " 'AJRD',\n",
       " 'AKAM',\n",
       " 'AKRX',\n",
       " 'AKS',\n",
       " 'AL',\n",
       " 'ALB',\n",
       " 'ALE',\n",
       " 'ALG',\n",
       " 'ALGT',\n",
       " 'ALJ',\n",
       " 'ALK',\n",
       " 'ALKS',\n",
       " 'ALLE',\n",
       " 'ALNY',\n",
       " 'ALSK',\n",
       " 'ALSN',\n",
       " 'ALV',\n",
       " 'ALXN',\n",
       " 'AMAT',\n",
       " 'AMCX',\n",
       " 'AMD',\n",
       " 'AME',\n",
       " 'AMED',\n",
       " 'AMG',\n",
       " 'AMGN',\n",
       " 'AMH',\n",
       " 'AMKR',\n",
       " 'AMOT',\n",
       " 'AMP',\n",
       " 'AMRK',\n",
       " 'AMSC',\n",
       " 'AMSWA',\n",
       " 'AMT',\n",
       " 'AMTD',\n",
       " 'AMWD',\n",
       " 'AMZN',\n",
       " 'AN',\n",
       " 'ANDE',\n",
       " 'ANDV',\n",
       " 'ANET',\n",
       " 'ANF',\n",
       " 'ANIK',\n",
       " 'ANSS',\n",
       " 'AOBC',\n",
       " 'AOS',\n",
       " 'AOSL',\n",
       " 'APA',\n",
       " 'APC',\n",
       " 'APD',\n",
       " 'APH',\n",
       " 'APOG',\n",
       " 'ARCB',\n",
       " 'ARCW',\n",
       " 'ARE',\n",
       " 'AREX',\n",
       " 'ARG',\n",
       " 'ARQL',\n",
       " 'ARRS',\n",
       " 'ARRY',\n",
       " 'ARW',\n",
       " 'ASCMA',\n",
       " 'ASNA',\n",
       " 'ASPN',\n",
       " 'ATHN',\n",
       " 'ATI',\n",
       " 'ATR',\n",
       " 'ATRO',\n",
       " 'ATVI',\n",
       " 'ATW',\n",
       " 'AVA',\n",
       " 'AVAV',\n",
       " 'AVB',\n",
       " 'AVEO',\n",
       " 'AVGO_old',\n",
       " 'AVNW',\n",
       " 'AVP',\n",
       " 'AVY',\n",
       " 'AWK',\n",
       " 'AWRE',\n",
       " 'AWX',\n",
       " 'AXGN',\n",
       " 'AXL',\n",
       " 'AYI',\n",
       " 'AYR',\n",
       " 'AZO',\n",
       " 'AZZ',\n",
       " 'BA',\n",
       " 'BAH',\n",
       " 'BAX',\n",
       " 'BBBY',\n",
       " 'BBGI',\n",
       " 'BBRG',\n",
       " 'BBY',\n",
       " 'BC',\n",
       " 'BCO',\n",
       " 'BCPC',\n",
       " 'BCR',\n",
       " 'BDX',\n",
       " 'BFAM',\n",
       " 'BG',\n",
       " 'BGG',\n",
       " 'BHE',\n",
       " 'BHI',\n",
       " 'BID',\n",
       " 'BIG',\n",
       " 'BJRI',\n",
       " 'BKNG',\n",
       " 'BLDR',\n",
       " 'BLK',\n",
       " 'BLKB',\n",
       " 'BLL',\n",
       " 'BMI',\n",
       " 'BMRN',\n",
       " 'BMS',\n",
       " 'BNFT',\n",
       " 'BONT',\n",
       " 'BOOM',\n",
       " 'BRC',\n",
       " 'BRCD',\n",
       " 'BREW',\n",
       " 'BRO',\n",
       " 'BRRE',\n",
       " 'BRSS',\n",
       " 'BRX',\n",
       " 'BSPM',\n",
       " 'BSTC',\n",
       " 'BURL',\n",
       " 'BVSN',\n",
       " 'BWLA',\n",
       " 'BWXT',\n",
       " 'CA',\n",
       " 'CACI',\n",
       " 'CAH',\n",
       " 'CAKE',\n",
       " 'CAL',\n",
       " 'CALD',\n",
       " 'CALL',\n",
       " 'CALM',\n",
       " 'CASY',\n",
       " 'CAT',\n",
       " 'CATS',\n",
       " 'CAVM',\n",
       " 'CBB',\n",
       " 'CBI',\n",
       " 'CBM',\n",
       " 'CBRL',\n",
       " 'CCE',\n",
       " 'CCF',\n",
       " 'CCI',\n",
       " 'CCK',\n",
       " 'CCL',\n",
       " 'CCMP',\n",
       " 'CCXI',\n",
       " 'CDE',\n",
       " 'CDK',\n",
       " 'CDW',\n",
       " 'CE',\n",
       " 'CELG',\n",
       " 'CENT',\n",
       " 'CERN',\n",
       " 'CF',\n",
       " 'CGA',\n",
       " 'CHD',\n",
       " 'CHDN',\n",
       " 'CHE',\n",
       " 'CHEF',\n",
       " 'CHGG',\n",
       " 'CHK',\n",
       " 'CHKE',\n",
       " 'CHRW',\n",
       " 'CHSP',\n",
       " 'CHTR',\n",
       " 'CIDM',\n",
       " 'CIK',\n",
       " 'CL',\n",
       " 'CLAR',\n",
       " 'CLF',\n",
       " 'CLFD',\n",
       " 'CLH',\n",
       " 'CLNE',\n",
       " 'CLR',\n",
       " 'CLX',\n",
       " 'CMCO',\n",
       " 'CMD',\n",
       " 'CME',\n",
       " 'CMI',\n",
       " 'CMLS',\n",
       " 'CMP',\n",
       " 'CMPR',\n",
       " 'CMS',\n",
       " 'CMTL',\n",
       " 'CNA',\n",
       " 'CNC',\n",
       " 'CNP',\n",
       " 'CNSL',\n",
       " 'COG',\n",
       " 'COHR',\n",
       " 'COKE',\n",
       " 'COL',\n",
       " 'COLM',\n",
       " 'COMM',\n",
       " 'CONN',\n",
       " 'COP',\n",
       " 'COR',\n",
       " 'CORT',\n",
       " 'COTY',\n",
       " 'CPN',\n",
       " 'CPRI',\n",
       " 'CPRT',\n",
       " 'CPS',\n",
       " 'CPST',\n",
       " 'CPT',\n",
       " 'CQP',\n",
       " 'CR',\n",
       " 'CRIS',\n",
       " 'CRL',\n",
       " 'CRM',\n",
       " 'CRWS',\n",
       " 'CRY',\n",
       " 'CRZO',\n",
       " 'CSGP',\n",
       " 'CSGS',\n",
       " 'CSII',\n",
       " 'CSL',\n",
       " 'CSS',\n",
       " 'CSU',\n",
       " 'CSX',\n",
       " 'CTAS',\n",
       " 'CTIC',\n",
       " 'CTL',\n",
       " 'CTSH',\n",
       " 'CTXS',\n",
       " 'CUB',\n",
       " 'CUBE',\n",
       " 'CVCO',\n",
       " 'CVGI',\n",
       " 'CVSI',\n",
       " 'CVX',\n",
       " 'CXO',\n",
       " 'CXW',\n",
       " 'CYCC',\n",
       " 'CZR',\n",
       " 'D',\n",
       " 'DBD',\n",
       " 'DCI',\n",
       " 'DDD',\n",
       " 'DDE',\n",
       " 'DE',\n",
       " 'DENN',\n",
       " 'DEST',\n",
       " 'DF',\n",
       " 'DG',\n",
       " 'DGX',\n",
       " 'DHX',\n",
       " 'DIN',\n",
       " 'DISCA',\n",
       " 'DISH',\n",
       " 'DKS',\n",
       " 'DLB',\n",
       " 'DLTR',\n",
       " 'DLX',\n",
       " 'DNB',\n",
       " 'DOV',\n",
       " 'DRE',\n",
       " 'DRI',\n",
       " 'DRQ',\n",
       " 'DSW',\n",
       " 'DTE',\n",
       " 'DUK',\n",
       " 'DVAX',\n",
       " 'DVN',\n",
       " 'DXLG',\n",
       " 'DXPE',\n",
       " 'DY',\n",
       " 'DYNT',\n",
       " 'EAT',\n",
       " 'EBIX',\n",
       " 'ECYT',\n",
       " 'ED',\n",
       " 'EE',\n",
       " 'EEFT',\n",
       " 'EEI',\n",
       " 'EFOI',\n",
       " 'EFX',\n",
       " 'EGAN',\n",
       " 'EGP',\n",
       " 'EGY',\n",
       " 'EIGI',\n",
       " 'EL',\n",
       " 'ELMD',\n",
       " 'ELY',\n",
       " 'EME',\n",
       " 'EMN',\n",
       " 'ENDP',\n",
       " 'ENDP_old',\n",
       " 'ENG',\n",
       " 'ENPH',\n",
       " 'EOG',\n",
       " 'EPD',\n",
       " 'EPE',\n",
       " 'EQIX',\n",
       " 'EQR',\n",
       " 'EQT',\n",
       " 'ERS',\n",
       " 'ES',\n",
       " 'ESCA',\n",
       " 'ESI',\n",
       " 'ESL',\n",
       " 'ESP',\n",
       " 'ES_old',\n",
       " 'ETEC',\n",
       " 'ETM',\n",
       " 'ETN',\n",
       " 'ETR',\n",
       " 'EV',\n",
       " 'EVC',\n",
       " 'EW',\n",
       " 'EXA',\n",
       " 'EXAS',\n",
       " 'EXP',\n",
       " 'EXPD',\n",
       " 'EXPR',\n",
       " 'EXR',\n",
       " 'EXTR',\n",
       " 'FARM',\n",
       " 'FAST',\n",
       " 'FB',\n",
       " 'FBHS',\n",
       " 'FC',\n",
       " 'FCEL',\n",
       " 'FDX',\n",
       " 'FELE',\n",
       " 'FEYE',\n",
       " 'FICO',\n",
       " 'FII',\n",
       " 'FIS',\n",
       " 'FISV',\n",
       " 'FIVE',\n",
       " 'FIVN',\n",
       " 'FIZZ',\n",
       " 'FLEX',\n",
       " 'FLIR',\n",
       " 'FLO',\n",
       " 'FLR',\n",
       " 'FLT',\n",
       " 'FLWS',\n",
       " 'FMC',\n",
       " 'FNSR',\n",
       " 'FONR',\n",
       " 'FORD',\n",
       " 'FORM',\n",
       " 'FOSL',\n",
       " 'FPRX',\n",
       " 'FRAN',\n",
       " 'FRGI',\n",
       " 'FRT',\n",
       " 'FSLR',\n",
       " 'FSS',\n",
       " 'FTEK',\n",
       " 'FTI_old',\n",
       " 'FTNT',\n",
       " 'FUL',\n",
       " 'Fred',\n",
       " 'GBX',\n",
       " 'GCO',\n",
       " 'GD',\n",
       " 'GDOT',\n",
       " 'GENC',\n",
       " 'GEO',\n",
       " 'GEOS',\n",
       " 'GES',\n",
       " 'GGG',\n",
       " 'GHC',\n",
       " 'GHDX',\n",
       " 'GIII',\n",
       " 'GILD',\n",
       " 'GIS',\n",
       " 'GLGI',\n",
       " 'GLW',\n",
       " 'GME',\n",
       " 'GMED',\n",
       " 'GOOD',\n",
       " 'GPRE',\n",
       " 'GPS',\n",
       " 'GRMN',\n",
       " 'GT',\n",
       " 'GUID',\n",
       " 'GWR',\n",
       " 'GWRE',\n",
       " 'GWW',\n",
       " 'GXP',\n",
       " 'H',\n",
       " 'HAL',\n",
       " 'HALO',\n",
       " 'HAS',\n",
       " 'HAYN',\n",
       " 'HBI',\n",
       " 'HCA',\n",
       " 'HCOM',\n",
       " 'HDSN',\n",
       " 'HEAR',\n",
       " 'HEI',\n",
       " 'HELE',\n",
       " 'HGEN',\n",
       " 'HI',\n",
       " 'HII',\n",
       " 'HIL',\n",
       " 'HLF',\n",
       " 'HLS',\n",
       " 'HMHC',\n",
       " 'HMTV',\n",
       " 'HNI',\n",
       " 'HNNA',\n",
       " 'HOG',\n",
       " 'HOLX',\n",
       " 'HON',\n",
       " 'HP',\n",
       " 'HPJ',\n",
       " 'HRC',\n",
       " 'HRL',\n",
       " 'HRS',\n",
       " 'HSIC',\n",
       " 'HSII',\n",
       " 'HST',\n",
       " 'HSY',\n",
       " 'HUN',\n",
       " 'HURC',\n",
       " 'HURN',\n",
       " 'HXL',\n",
       " 'IAC',\n",
       " 'IART',\n",
       " 'IDA',\n",
       " 'IDT',\n",
       " 'IDXX',\n",
       " 'IEHC',\n",
       " 'IEX',\n",
       " 'IFF',\n",
       " 'IFON',\n",
       " 'IGT',\n",
       " 'IIN',\n",
       " 'ILMN',\n",
       " 'INCY',\n",
       " 'INGR',\n",
       " 'INTU',\n",
       " 'INVA',\n",
       " 'IO',\n",
       " 'IP',\n",
       " 'IPAR',\n",
       " 'IPDN',\n",
       " 'IPG',\n",
       " 'IPGP',\n",
       " 'IPI',\n",
       " 'IPXL',\n",
       " 'IQV',\n",
       " 'IRM',\n",
       " 'ISIL',\n",
       " 'ISSC',\n",
       " 'IT',\n",
       " 'ITGR',\n",
       " 'ITRI',\n",
       " 'ITW',\n",
       " 'IVAC',\n",
       " 'JAKK',\n",
       " 'JAZZ',\n",
       " 'JBHT',\n",
       " 'JBLU',\n",
       " 'JCOM',\n",
       " 'JCP',\n",
       " 'JJSF',\n",
       " 'JKHY',\n",
       " 'JMBA',\n",
       " 'JNJ',\n",
       " 'JOUT',\n",
       " 'JOY',\n",
       " 'JVA',\n",
       " 'JWA',\n",
       " 'JWN',\n",
       " 'K',\n",
       " 'KAR',\n",
       " 'KDP',\n",
       " 'KE',\n",
       " 'KEM',\n",
       " 'KIRK',\n",
       " 'KLAC',\n",
       " 'KLIC',\n",
       " 'KMB',\n",
       " 'KMG',\n",
       " 'KMI',\n",
       " 'KMX',\n",
       " 'KND',\n",
       " 'KO',\n",
       " 'KOPN',\n",
       " 'KRA',\n",
       " 'KRO',\n",
       " 'KSS',\n",
       " 'KSU',\n",
       " 'KTOS',\n",
       " 'KWR',\n",
       " 'LABL',\n",
       " 'LAYN',\n",
       " 'LB',\n",
       " 'LBTYA',\n",
       " 'LCI',\n",
       " 'LCUT',\n",
       " 'LDOS_old',\n",
       " 'LEA',\n",
       " 'LEDS',\n",
       " 'LEE',\n",
       " 'LEG',\n",
       " 'LGIH',\n",
       " 'LGL',\n",
       " 'LH',\n",
       " 'LHCG',\n",
       " 'LII',\n",
       " 'LIVE',\n",
       " 'LKQ',\n",
       " 'LLL',\n",
       " 'LMT',\n",
       " 'LNG',\n",
       " 'LNN',\n",
       " 'LNT',\n",
       " 'LOGI',\n",
       " 'LOGM',\n",
       " 'LOPE',\n",
       " 'LPLA',\n",
       " 'LPTH',\n",
       " 'LSI',\n",
       " 'LSTR',\n",
       " 'LTRPA',\n",
       " 'LTRX',\n",
       " 'LUV',\n",
       " 'LXRX',\n",
       " 'LYB',\n",
       " 'LYV',\n",
       " 'LZB',\n",
       " 'M',\n",
       " 'MA',\n",
       " 'MAMS',\n",
       " 'MAR',\n",
       " 'MAT',\n",
       " 'MATX',\n",
       " 'MCD',\n",
       " 'MCHP',\n",
       " 'MCK',\n",
       " 'MCO',\n",
       " 'MD',\n",
       " 'MDP',\n",
       " 'MDR',\n",
       " 'MDRX',\n",
       " 'MDSO',\n",
       " 'MEET',\n",
       " 'MELI',\n",
       " 'MFON',\n",
       " 'MGEE',\n",
       " 'MGLN',\n",
       " 'MGM',\n",
       " 'MGPI',\n",
       " 'MHH',\n",
       " 'MHK',\n",
       " 'MIC',\n",
       " 'MIND',\n",
       " 'MITK',\n",
       " 'MJN',\n",
       " 'MKC',\n",
       " 'MKSI',\n",
       " 'MLM',\n",
       " 'MMI',\n",
       " 'MMM',\n",
       " 'MMS',\n",
       " 'MN',\n",
       " 'MNI',\n",
       " 'MO',\n",
       " 'MON',\n",
       " 'MORN',\n",
       " 'MOS',\n",
       " 'MOV',\n",
       " 'MPC',\n",
       " 'MPX',\n",
       " 'MRC',\n",
       " 'MRCY',\n",
       " 'MRVL',\n",
       " 'MSA',\n",
       " 'MSCC',\n",
       " 'MSCI',\n",
       " 'MSI',\n",
       " 'MTBC',\n",
       " 'MTEM',\n",
       " 'MTN',\n",
       " 'MTRN',\n",
       " 'MTRX',\n",
       " 'MTSI',\n",
       " 'MTZ',\n",
       " 'MU',\n",
       " 'MUR',\n",
       " 'MYGN',\n",
       " 'MYL_old',\n",
       " 'Mac',\n",
       " 'NAII',\n",
       " 'NANO',\n",
       " 'NATI',\n",
       " 'NAV',\n",
       " 'NBL',\n",
       " 'NCMI',\n",
       " 'NDAQ',\n",
       " 'NDLS',\n",
       " 'NDSN',\n",
       " 'NE',\n",
       " 'NEE',\n",
       " 'NEM',\n",
       " 'NEO',\n",
       " 'NEOG',\n",
       " 'NEP',\n",
       " 'NFLX',\n",
       " 'NGVC',\n",
       " 'NI',\n",
       " 'NICK',\n",
       " 'NJR',\n",
       " 'NKE',\n",
       " 'NKTR',\n",
       " 'NLNK',\n",
       " 'NLS',\n",
       " 'NLSN',\n",
       " 'NOC',\n",
       " 'NOV',\n",
       " 'NP',\n",
       " 'NPTN',\n",
       " 'NRG',\n",
       " 'NSC',\n",
       " 'NSSC',\n",
       " 'NTAP',\n",
       " 'NTRI',\n",
       " 'NUAN',\n",
       " 'NUE',\n",
       " 'NUTR',\n",
       " 'NUVA',\n",
       " 'NVAX',\n",
       " 'NVDA',\n",
       " 'NVEC',\n",
       " 'NVR',\n",
       " 'NWL',\n",
       " 'NWS',\n",
       " 'NWY',\n",
       " 'NX',\n",
       " 'NXST',\n",
       " 'NYT',\n",
       " 'O',\n",
       " 'OCC',\n",
       " 'ODP',\n",
       " 'OFLX',\n",
       " 'OGS',\n",
       " 'OHI',\n",
       " 'OI',\n",
       " 'OII',\n",
       " 'OKE',\n",
       " 'OLED',\n",
       " 'OLN',\n",
       " 'OMC',\n",
       " 'OMI',\n",
       " 'ON',\n",
       " 'ONVO',\n",
       " 'ORCL',\n",
       " 'ORLY',\n",
       " 'OSIS',\n",
       " 'OSK',\n",
       " 'OSTK',\n",
       " 'OTEX',\n",
       " 'OUT',\n",
       " 'OXM',\n",
       " 'OXY',\n",
       " 'PACB',\n",
       " 'PAHC',\n",
       " 'PANW',\n",
       " 'PATK',\n",
       " 'PAYC',\n",
       " 'PBH',\n",
       " 'PCG',\n",
       " 'PCMI',\n",
       " 'PDCO',\n",
       " 'PDEX',\n",
       " 'PEB',\n",
       " 'PEG',\n",
       " 'PEGA',\n",
       " 'PERF',\n",
       " 'PESI',\n",
       " 'PETS',\n",
       " 'PG',\n",
       " 'PH',\n",
       " 'PHM',\n",
       " 'PII',\n",
       " 'PIR',\n",
       " 'PKG',\n",
       " 'PLCE',\n",
       " 'PLD',\n",
       " 'PLPC',\n",
       " 'PM',\n",
       " 'PNRA',\n",
       " 'PNW',\n",
       " 'PODD',\n",
       " 'PPC',\n",
       " 'PPG',\n",
       " 'PPL',\n",
       " 'PPSI',\n",
       " 'PRCP',\n",
       " 'PRGO',\n",
       " 'PRGS',\n",
       " 'PRKA',\n",
       " 'PRTS',\n",
       " 'PRXL',\n",
       " 'PSA',\n",
       " 'PSDV',\n",
       " 'PSX',\n",
       " 'PTEN',\n",
       " 'PTN',\n",
       " 'PURE',\n",
       " 'PVH',\n",
       " 'PX',\n",
       " 'PXD',\n",
       " 'PYX',\n",
       " 'QEP',\n",
       " 'QNST',\n",
       " 'QSII',\n",
       " 'QUOT',\n",
       " 'RAD',\n",
       " 'RAI',\n",
       " 'RAIL',\n",
       " 'RAX',\n",
       " 'RCII',\n",
       " 'RCL',\n",
       " 'RDC',\n",
       " 'RDNT',\n",
       " 'RECN',\n",
       " 'REED',\n",
       " 'REGN',\n",
       " 'RES',\n",
       " 'RESI',\n",
       " 'REV',\n",
       " 'RFP',\n",
       " 'RGC',\n",
       " 'RGEN',\n",
       " 'RHI',\n",
       " 'RHT',\n",
       " 'RICK',\n",
       " 'RIG',\n",
       " 'RIGL',\n",
       " 'RL',\n",
       " 'RLGY',\n",
       " 'RMCF',\n",
       " 'RMD',\n",
       " 'ROCK',\n",
       " 'ROK',\n",
       " 'ROL',\n",
       " 'ROP',\n",
       " 'ROST',\n",
       " 'RP',\n",
       " 'RPM',\n",
       " 'RS',\n",
       " 'RSG',\n",
       " 'RST',\n",
       " 'RSYS',\n",
       " 'RT',\n",
       " 'RTN',\n",
       " 'RUBI',\n",
       " 'RUSHA',\n",
       " 'RWC',\n",
       " 'RYAM',\n",
       " 'RYN',\n",
       " 'SABR',\n",
       " 'SAFM',\n",
       " 'SAIA',\n",
       " 'SAM',\n",
       " 'SANM',\n",
       " 'SANW',\n",
       " 'SAVE',\n",
       " 'SBAC',\n",
       " 'SBGI',\n",
       " 'SBH',\n",
       " 'SBUX',\n",
       " 'SCND',\n",
       " 'SCSC',\n",
       " 'SCVL',\n",
       " 'SEAS',\n",
       " 'SEB',\n",
       " 'SEV',\n",
       " 'SFLY',\n",
       " 'SFM',\n",
       " 'SGMA',\n",
       " 'SHLD',\n",
       " 'SHLM',\n",
       " 'SHLO',\n",
       " 'SHO',\n",
       " 'SHOR',\n",
       " 'SHOS',\n",
       " 'SHPGF',\n",
       " 'SHW',\n",
       " 'SIG',\n",
       " 'SIRI',\n",
       " 'SIX',\n",
       " 'SJM',\n",
       " 'SKX',\n",
       " 'SLB',\n",
       " 'SLCA',\n",
       " 'SLNM',\n",
       " 'SMED',\n",
       " 'SMLP',\n",
       " 'SMP',\n",
       " 'SMRT',\n",
       " 'SMTC',\n",
       " 'SNA',\n",
       " 'SNAK',\n",
       " 'SNDK',\n",
       " 'SNH',\n",
       " 'SNHY',\n",
       " 'SNI',\n",
       " 'SNX',\n",
       " 'SOFO',\n",
       " 'SOHO',\n",
       " 'SOHU',\n",
       " 'SON',\n",
       " 'SONC',\n",
       " 'SORL',\n",
       " 'SOTK',\n",
       " 'SPAN',\n",
       " 'SPB',\n",
       " 'SPG',\n",
       " 'SPLS',\n",
       " 'SPNC',\n",
       " 'SPPI',\n",
       " 'SRCL',\n",
       " 'SRE',\n",
       " 'SSI',\n",
       " 'SSNC',\n",
       " 'SSNI',\n",
       " 'SSNT',\n",
       " 'SSP',\n",
       " 'ST',\n",
       " 'STAY',\n",
       " 'STLD',\n",
       " 'STRM',\n",
       " 'STX',\n",
       " 'STZ',\n",
       " 'SUPN',\n",
       " 'SVT',\n",
       " 'SWK',\n",
       " 'SWKS',\n",
       " 'SWM',\n",
       " 'SWX',\n",
       " 'SXC',\n",
       " 'SXT',\n",
       " 'SYNA',\n",
       " 'T',\n",
       " 'TA',\n",
       " 'TAP',\n",
       " 'TAST',\n",
       " 'TBTC',\n",
       " 'TDG',\n",
       " 'TECH',\n",
       " 'TEL',\n",
       " 'TESO',\n",
       " 'TESS',\n",
       " 'TFX',\n",
       " 'TGT',\n",
       " 'THO',\n",
       " 'THS',\n",
       " 'TIS',\n",
       " 'TITN',\n",
       " 'TIVO',\n",
       " 'TJX',\n",
       " 'TLYS',\n",
       " 'TNDM',\n",
       " 'TNET',\n",
       " 'TOL',\n",
       " 'TPCS',\n",
       " 'TPR',\n",
       " 'TPX',\n",
       " 'TREE',\n",
       " 'TREX',\n",
       " 'TRGP',\n",
       " 'TRIP',\n",
       " 'TRMB',\n",
       " 'TRNS',\n",
       " 'TRT',\n",
       " 'TRU',\n",
       " 'TRUE',\n",
       " 'TRUP',\n",
       " 'TSCO',\n",
       " 'TSE',\n",
       " 'TSLA',\n",
       " 'TSN',\n",
       " 'TSSI',\n",
       " 'TTGT',\n",
       " 'TTMI',\n",
       " 'TUES',\n",
       " 'TUP',\n",
       " 'TWI',\n",
       " 'TWIN',\n",
       " 'TWOU',\n",
       " 'TWTR',\n",
       " 'TWX',\n",
       " 'TXMD',\n",
       " 'TXN',\n",
       " 'TXRH',\n",
       " 'TYPE',\n",
       " 'UAL',\n",
       " 'UDR',\n",
       " 'UFI',\n",
       " 'UFS',\n",
       " 'UHAL',\n",
       " 'UHS',\n",
       " 'UIS',\n",
       " 'ULBI',\n",
       " 'ULTA',\n",
       " 'UNFI',\n",
       " 'UNH',\n",
       " 'UNP',\n",
       " 'UPS',\n",
       " 'URI',\n",
       " 'USAP',\n",
       " 'USAT',\n",
       " 'USCR',\n",
       " 'USM',\n",
       " 'USNA',\n",
       " 'UTHR',\n",
       " 'UTX',\n",
       " 'V',\n",
       " 'VAL',\n",
       " 'VAR',\n",
       " 'VDSI',\n",
       " 'VFC',\n",
       " 'VIAB',\n",
       " 'VIDE',\n",
       " 'VIRC',\n",
       " 'VLGEA',\n",
       " 'VMC',\n",
       " 'VMI',\n",
       " 'VMW',\n",
       " 'VNCE',\n",
       " 'VNO',\n",
       " 'VRA',\n",
       " 'VRNT',\n",
       " 'VRSK',\n",
       " 'VRSN',\n",
       " 'VRTU',\n",
       " 'VRTX',\n",
       " 'VRX',\n",
       " 'VTR',\n",
       " 'VZ',\n",
       " 'WAB',\n",
       " 'WAT',\n",
       " 'WBC',\n",
       " 'WCG',\n",
       " 'WDC',\n",
       " 'WEC',\n",
       " 'WELL',\n",
       " 'WEN',\n",
       " ...]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#Make list of tickers from the simfin data\n",
    "simfin_tickers = df_sig_rets.index.unique(level=0).to_list()\n",
    "simfin_tickers"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "#initialize cap segmented ticker lists\n",
    "simfin_mega = list()\n",
    "simfin_large = list()\n",
    "simfin_mid = list()\n",
    "simfin_small = list()\n",
    "simfin_micro = list()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "#check initial cap value and assign tickers accordingly\n",
    "for ticker in simfin_tickers:\n",
    "    init_date = df_sig_rets.loc[[ticker]].index.get_level_values(1).min()\n",
    "    init_cap = df_sig_rets.loc[(ticker, init_date)]['Market-Cap']\n",
    "    if init_cap >= 2.0e11:\n",
    "        simfin_mega.append(ticker)\n",
    "    elif (init_cap >= 1.0e10) & (init_cap < 2.0e11):   \n",
    "        simfin_large.append(ticker)\n",
    "    elif (init_cap >= 2.0e9) & (init_cap < 1.0e10):  \n",
    "        simfin_mid.append(ticker)\n",
    "    elif (init_cap >= 3.0e08) & (init_cap < 2.0e09):  \n",
    "        simfin_small.append(ticker)\n",
    "    elif (init_cap >= 5.0e07) & (init_cap < 3.0e08):  \n",
    "        simfin_micro.append(ticker)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [],
   "source": [
    "#create cap segmented dataframes\n",
    "if simfin_mega:\n",
    "    df_sig_rets_mega = df_sig_rets.loc[simfin_mega]\n",
    "if simfin_large:\n",
    "    df_sig_rets_large = df_sig_rets.loc[simfin_large]\n",
    "if simfin_mid:\n",
    "    df_sig_rets_mid = df_sig_rets.loc[simfin_mid]\n",
    "if simfin_small:\n",
    "    df_sig_rets_small = df_sig_rets.loc[simfin_small]\n",
    "if simfin_micro:\n",
    "    df_sig_rets_micro = df_sig_rets.loc[simfin_micro]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>(Dividends + Share Buyback) / FCF</th>\n",
       "      <th>Asset Turnover</th>\n",
       "      <th>CapEx / (Depr + Amor)</th>\n",
       "      <th>Current Ratio</th>\n",
       "      <th>Dividends / FCF</th>\n",
       "      <th>Gross Profit Margin</th>\n",
       "      <th>Interest Coverage</th>\n",
       "      <th>Log Revenue</th>\n",
       "      <th>Net Profit Margin</th>\n",
       "      <th>Quick Ratio</th>\n",
       "      <th>...</th>\n",
       "      <th>FCF Yield</th>\n",
       "      <th>Market-Cap</th>\n",
       "      <th>P/Book</th>\n",
       "      <th>P/Cash</th>\n",
       "      <th>P/E</th>\n",
       "      <th>P/FCF</th>\n",
       "      <th>P/NCAV</th>\n",
       "      <th>P/NetNet</th>\n",
       "      <th>P/Sales</th>\n",
       "      <th>Total Return 1-3 Years</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Ticker</th>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">AAOI</th>\n",
       "      <th>2014-12-01</th>\n",
       "      <td>2.188082</td>\n",
       "      <td>0.700560</td>\n",
       "      <td>3.347826</td>\n",
       "      <td>2.838472</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.328195</td>\n",
       "      <td>24.650350</td>\n",
       "      <td>8.071153</td>\n",
       "      <td>0.025976</td>\n",
       "      <td>1.769900</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.186366</td>\n",
       "      <td>1.930558e+08</td>\n",
       "      <td>1.696135</td>\n",
       "      <td>4.290891</td>\n",
       "      <td>63.090117</td>\n",
       "      <td>-5.365790</td>\n",
       "      <td>3.410698</td>\n",
       "      <td>7.612834</td>\n",
       "      <td>1.638816</td>\n",
       "      <td>0.442427</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-12-02</th>\n",
       "      <td>2.188082</td>\n",
       "      <td>0.700560</td>\n",
       "      <td>3.347826</td>\n",
       "      <td>2.838472</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.328195</td>\n",
       "      <td>24.650350</td>\n",
       "      <td>8.071153</td>\n",
       "      <td>0.025976</td>\n",
       "      <td>1.769900</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.191398</td>\n",
       "      <td>1.879803e+08</td>\n",
       "      <td>1.651543</td>\n",
       "      <td>4.178083</td>\n",
       "      <td>61.431467</td>\n",
       "      <td>-5.224722</td>\n",
       "      <td>3.321031</td>\n",
       "      <td>7.412691</td>\n",
       "      <td>1.595731</td>\n",
       "      <td>0.457723</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-12-03</th>\n",
       "      <td>2.188082</td>\n",
       "      <td>0.700560</td>\n",
       "      <td>3.347826</td>\n",
       "      <td>2.838472</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.328195</td>\n",
       "      <td>24.650350</td>\n",
       "      <td>8.071153</td>\n",
       "      <td>0.025976</td>\n",
       "      <td>1.769900</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.188569</td>\n",
       "      <td>1.908000e+08</td>\n",
       "      <td>1.676316</td>\n",
       "      <td>4.240754</td>\n",
       "      <td>62.352939</td>\n",
       "      <td>-5.303093</td>\n",
       "      <td>3.370846</td>\n",
       "      <td>7.523882</td>\n",
       "      <td>1.619667</td>\n",
       "      <td>0.450279</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-12-04</th>\n",
       "      <td>2.188082</td>\n",
       "      <td>0.700560</td>\n",
       "      <td>3.347826</td>\n",
       "      <td>2.838472</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.328195</td>\n",
       "      <td>24.650350</td>\n",
       "      <td>8.071153</td>\n",
       "      <td>0.025976</td>\n",
       "      <td>1.769900</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.191589</td>\n",
       "      <td>1.877923e+08</td>\n",
       "      <td>1.649892</td>\n",
       "      <td>4.173904</td>\n",
       "      <td>61.370036</td>\n",
       "      <td>-5.219498</td>\n",
       "      <td>3.317709</td>\n",
       "      <td>7.405279</td>\n",
       "      <td>1.594135</td>\n",
       "      <td>0.459732</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-12-05</th>\n",
       "      <td>2.188082</td>\n",
       "      <td>0.700560</td>\n",
       "      <td>3.347826</td>\n",
       "      <td>2.838472</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.328195</td>\n",
       "      <td>24.650350</td>\n",
       "      <td>8.071153</td>\n",
       "      <td>0.025976</td>\n",
       "      <td>1.769900</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.188755</td>\n",
       "      <td>1.906120e+08</td>\n",
       "      <td>1.674665</td>\n",
       "      <td>4.236576</td>\n",
       "      <td>62.291508</td>\n",
       "      <td>-5.297869</td>\n",
       "      <td>3.367525</td>\n",
       "      <td>7.516469</td>\n",
       "      <td>1.618071</td>\n",
       "      <td>0.452311</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"5\" valign=\"top\">ZGNX</th>\n",
       "      <th>2016-06-16</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.122127</td>\n",
       "      <td>0.209838</td>\n",
       "      <td>7.868594</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.174262</td>\n",
       "      <td>-17.744338</td>\n",
       "      <td>7.502072</td>\n",
       "      <td>0.275968</td>\n",
       "      <td>6.495311</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.244200</td>\n",
       "      <td>2.007367e+08</td>\n",
       "      <td>1.154595</td>\n",
       "      <td>1.809046</td>\n",
       "      <td>5.198278</td>\n",
       "      <td>-3.116642</td>\n",
       "      <td>3.990392</td>\n",
       "      <td>7.209463</td>\n",
       "      <td>6.317640</td>\n",
       "      <td>0.482756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-06-17</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.122127</td>\n",
       "      <td>0.209838</td>\n",
       "      <td>7.868594</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.174262</td>\n",
       "      <td>-17.744338</td>\n",
       "      <td>7.502072</td>\n",
       "      <td>0.275968</td>\n",
       "      <td>6.495311</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.244200</td>\n",
       "      <td>1.888615e+08</td>\n",
       "      <td>1.086291</td>\n",
       "      <td>1.809046</td>\n",
       "      <td>4.890757</td>\n",
       "      <td>-2.932267</td>\n",
       "      <td>3.754328</td>\n",
       "      <td>6.782965</td>\n",
       "      <td>5.943900</td>\n",
       "      <td>0.482756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-06-20</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.122127</td>\n",
       "      <td>0.209838</td>\n",
       "      <td>7.868594</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.174262</td>\n",
       "      <td>-17.744338</td>\n",
       "      <td>7.502072</td>\n",
       "      <td>0.275968</td>\n",
       "      <td>6.495311</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.244200</td>\n",
       "      <td>1.886331e+08</td>\n",
       "      <td>1.084978</td>\n",
       "      <td>1.809046</td>\n",
       "      <td>4.884843</td>\n",
       "      <td>-2.928722</td>\n",
       "      <td>3.749788</td>\n",
       "      <td>6.774763</td>\n",
       "      <td>5.936713</td>\n",
       "      <td>0.482756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-06-21</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.122127</td>\n",
       "      <td>0.209838</td>\n",
       "      <td>7.868594</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.174262</td>\n",
       "      <td>-17.744338</td>\n",
       "      <td>7.502072</td>\n",
       "      <td>0.275968</td>\n",
       "      <td>6.495311</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.244200</td>\n",
       "      <td>1.874913e+08</td>\n",
       "      <td>1.078410</td>\n",
       "      <td>1.809046</td>\n",
       "      <td>4.855274</td>\n",
       "      <td>-2.910993</td>\n",
       "      <td>3.727090</td>\n",
       "      <td>6.733753</td>\n",
       "      <td>5.900776</td>\n",
       "      <td>0.482756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-06-22</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.122127</td>\n",
       "      <td>0.209838</td>\n",
       "      <td>7.868594</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.174262</td>\n",
       "      <td>-17.744338</td>\n",
       "      <td>7.502072</td>\n",
       "      <td>0.275968</td>\n",
       "      <td>6.495311</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.244200</td>\n",
       "      <td>1.895466e+08</td>\n",
       "      <td>1.090232</td>\n",
       "      <td>1.809046</td>\n",
       "      <td>4.908499</td>\n",
       "      <td>-2.942904</td>\n",
       "      <td>3.767947</td>\n",
       "      <td>6.807570</td>\n",
       "      <td>5.965462</td>\n",
       "      <td>0.482756</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>115551 rows × 36 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                   (Dividends + Share Buyback) / FCF  Asset Turnover  \\\n",
       "Ticker Date                                                            \n",
       "AAOI   2014-12-01                           2.188082        0.700560   \n",
       "       2014-12-02                           2.188082        0.700560   \n",
       "       2014-12-03                           2.188082        0.700560   \n",
       "       2014-12-04                           2.188082        0.700560   \n",
       "       2014-12-05                           2.188082        0.700560   \n",
       "...                                              ...             ...   \n",
       "ZGNX   2016-06-16                           0.000000        0.122127   \n",
       "       2016-06-17                           0.000000        0.122127   \n",
       "       2016-06-20                           0.000000        0.122127   \n",
       "       2016-06-21                           0.000000        0.122127   \n",
       "       2016-06-22                           0.000000        0.122127   \n",
       "\n",
       "                   CapEx / (Depr + Amor)  Current Ratio  Dividends / FCF  \\\n",
       "Ticker Date                                                                \n",
       "AAOI   2014-12-01               3.347826       2.838472              0.0   \n",
       "       2014-12-02               3.347826       2.838472              0.0   \n",
       "       2014-12-03               3.347826       2.838472              0.0   \n",
       "       2014-12-04               3.347826       2.838472              0.0   \n",
       "       2014-12-05               3.347826       2.838472              0.0   \n",
       "...                                  ...            ...              ...   \n",
       "ZGNX   2016-06-16               0.209838       7.868594              0.0   \n",
       "       2016-06-17               0.209838       7.868594              0.0   \n",
       "       2016-06-20               0.209838       7.868594              0.0   \n",
       "       2016-06-21               0.209838       7.868594              0.0   \n",
       "       2016-06-22               0.209838       7.868594              0.0   \n",
       "\n",
       "                   Gross Profit Margin  Interest Coverage  Log Revenue  \\\n",
       "Ticker Date                                                              \n",
       "AAOI   2014-12-01             0.328195          24.650350     8.071153   \n",
       "       2014-12-02             0.328195          24.650350     8.071153   \n",
       "       2014-12-03             0.328195          24.650350     8.071153   \n",
       "       2014-12-04             0.328195          24.650350     8.071153   \n",
       "       2014-12-05             0.328195          24.650350     8.071153   \n",
       "...                                ...                ...          ...   \n",
       "ZGNX   2016-06-16             0.174262         -17.744338     7.502072   \n",
       "       2016-06-17             0.174262         -17.744338     7.502072   \n",
       "       2016-06-20             0.174262         -17.744338     7.502072   \n",
       "       2016-06-21             0.174262         -17.744338     7.502072   \n",
       "       2016-06-22             0.174262         -17.744338     7.502072   \n",
       "\n",
       "                   Net Profit Margin  Quick Ratio  ...  FCF Yield  \\\n",
       "Ticker Date                                        ...              \n",
       "AAOI   2014-12-01           0.025976     1.769900  ...  -0.186366   \n",
       "       2014-12-02           0.025976     1.769900  ...  -0.191398   \n",
       "       2014-12-03           0.025976     1.769900  ...  -0.188569   \n",
       "       2014-12-04           0.025976     1.769900  ...  -0.191589   \n",
       "       2014-12-05           0.025976     1.769900  ...  -0.188755   \n",
       "...                              ...          ...  ...        ...   \n",
       "ZGNX   2016-06-16           0.275968     6.495311  ...  -0.244200   \n",
       "       2016-06-17           0.275968     6.495311  ...  -0.244200   \n",
       "       2016-06-20           0.275968     6.495311  ...  -0.244200   \n",
       "       2016-06-21           0.275968     6.495311  ...  -0.244200   \n",
       "       2016-06-22           0.275968     6.495311  ...  -0.244200   \n",
       "\n",
       "                     Market-Cap    P/Book    P/Cash        P/E     P/FCF  \\\n",
       "Ticker Date                                                                \n",
       "AAOI   2014-12-01  1.930558e+08  1.696135  4.290891  63.090117 -5.365790   \n",
       "       2014-12-02  1.879803e+08  1.651543  4.178083  61.431467 -5.224722   \n",
       "       2014-12-03  1.908000e+08  1.676316  4.240754  62.352939 -5.303093   \n",
       "       2014-12-04  1.877923e+08  1.649892  4.173904  61.370036 -5.219498   \n",
       "       2014-12-05  1.906120e+08  1.674665  4.236576  62.291508 -5.297869   \n",
       "...                         ...       ...       ...        ...       ...   \n",
       "ZGNX   2016-06-16  2.007367e+08  1.154595  1.809046   5.198278 -3.116642   \n",
       "       2016-06-17  1.888615e+08  1.086291  1.809046   4.890757 -2.932267   \n",
       "       2016-06-20  1.886331e+08  1.084978  1.809046   4.884843 -2.928722   \n",
       "       2016-06-21  1.874913e+08  1.078410  1.809046   4.855274 -2.910993   \n",
       "       2016-06-22  1.895466e+08  1.090232  1.809046   4.908499 -2.942904   \n",
       "\n",
       "                     P/NCAV  P/NetNet   P/Sales  Total Return 1-3 Years  \n",
       "Ticker Date                                                              \n",
       "AAOI   2014-12-01  3.410698  7.612834  1.638816                0.442427  \n",
       "       2014-12-02  3.321031  7.412691  1.595731                0.457723  \n",
       "       2014-12-03  3.370846  7.523882  1.619667                0.450279  \n",
       "       2014-12-04  3.317709  7.405279  1.594135                0.459732  \n",
       "       2014-12-05  3.367525  7.516469  1.618071                0.452311  \n",
       "...                     ...       ...       ...                     ...  \n",
       "ZGNX   2016-06-16  3.990392  7.209463  6.317640                0.482756  \n",
       "       2016-06-17  3.754328  6.782965  5.943900                0.482756  \n",
       "       2016-06-20  3.749788  6.774763  5.936713                0.482756  \n",
       "       2016-06-21  3.727090  6.733753  5.900776                0.482756  \n",
       "       2016-06-22  3.767947  6.807570  5.965462                0.482756  \n",
       "\n",
       "[115551 rows x 36 columns]"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_sig_rets_micro"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Sector Segmented Simfin"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "d_sf = {}\n",
    "#create dictionary which holds all simfin tickers per industry (from finhub data)\n",
    "for cap, industry in d.items():\n",
    "    for i, tlist in industry.items():\n",
    "        if len(tlist) == 0:\n",
    "            continue\n",
    "        try: \n",
    "            d_sf[i]\n",
    "        except KeyError:\n",
    "            d_sf[i] = list()\n",
    "        for ticker in tlist:\n",
    "            if ticker not in simfin_tickers:\n",
    "                continue\n",
    "            d_sf[i].append(ticker)\n",
    "d_sf"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#create segmented values for simfin data per sector\n",
    "d_simfin_sectors = {}\n",
    "for k in d_sf.keys():\n",
    "    d_simfin_sectors[k] = df_sig_rets.loc[d_sf[k]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "d_sf['Tobacco']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_sig_rets.loc[d_sf['Tobacco']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "d_simfin_sectors['Tobacco']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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