fintech-algorithms
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Identity Continuity

5 algorithms in Corporate Actions and Security Master Data · 5 with asserted arithmetic.

In this family#

  1. Permanent Security Identifier Mapping verified

    Resolves a vendor or exchange identifier to a permanent internal key. Tickers are recycled and vendor ids are reassigned; anything keyed on them corrupts its own history without ever raising an error.

    resolveIdentifier(data)
  2. Ticker-Change Chain Resolution verified

    Follows a symbol through renames in either direction. FB became META, and any store keyed on the symbol now holds two disconnected halves of one company's history.

    resolveTickerChain(input)
  3. Share-Class Relationship Mapping verified

    Relates share classes of one issuer — GOOG and GOOGL, voting and non-voting lines. Index membership, float and liquidity screens all need to know these are one company, and naive de-duplication by name gets it wrong.

    calculate(data)
  4. Merger Predecessor/Successor Mapping verified

    Maps a position in a predecessor company onto what it became: successor shares, cash, or a mix. Getting the entitlement wrong is not a rounding error — it changes the return of the position outright.

    resolveMerger(payload)
  5. Delisting Return Reconstruction verified

    Reconstructs the final return of a security that stopped trading. Omitting it is one of the largest sources of survivorship bias in equity research: the companies that failed are exactly the ones with no last price.

    calculate(input)

What they share#

Every topic here is a row-classify</code> or <code>record-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { resolveIdentifier } from "fintech-algorithms/corporate-actions-and-security-master-data/identity-continuity/permanent-security-identifier-mapping";
import { resolveTickerChain } from "fintech-algorithms/corporate-actions-and-security-master-data/identity-continuity/ticker-change-chain-resolution";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Corporate Actions and Security Master Data collects 20 algorithms across 4 families. For the concept behind this family rather than the call signatures, see the concept guides.