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First impressions on the quality of the Morningstar fundamental data on Quantopian

In this notebook I show some of the systematic errors in the fundamental data, which make its use much more complicated (for me at least). I am very curious whether other users have written code to correct these errors or how you cope with it in general.
At first sight, it would seem that these errors are not present in the actual data at Morningstar, but rather originate somewhere in the transfer of the data to Quantopian, so that it should be possible (an desirable!) to correct these errors at the source. I cannot know on which side the problem lies though, whether at Morningstar or Quantopian itself.

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2 responses

Hi Hugo,

Thanks for the detailed analysis. I have a busy day today but will try to dig into this in detail over the 48 hours.

Thanks,
Josh

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Any update for this?
I also find a lot of errors in the free data from Morningstar. For example, the "file_date" and "eps" are not accurate for AAPL, and missed for "BABA"...