fintech-algorithms
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Point-in-Time Universe

5 algorithms in Corporate Actions and Security Master Data · 4 with asserted arithmetic.

In this family#

  1. Historical Constituent Reconstruction verified

    Rebuilds an index's membership as it stood on a past date, from a base snapshot plus the change events since. Testing a strategy on today's members instead guarantees flattering results, because today's members are the survivors.

    calculate(data)
  2. Survivorship-Bias Guard verified

    Compares a universe you intend to test against the point-in-time roster and reports what is missing. It is a gate rather than a transform: the failure is the product.

    guardSurvivorship(input)
  3. IPO Availability Timestamping verified

    Decides when a newly listed security first became usable — not when it was listed, but when enough history existed to satisfy the policy a strategy actually applies.

    calculate(data)
  4. Filing-Revision Versioning verified

    Selects the version of a financial filing that was current at a knowledge time. Companies restate; using the final restated figure in a backtest means trading on numbers nobody had.

    calculate(data)
  5. Corporate-Action Status and Effective-Date Reconciliation contract

    Reconstructs the highest-authority corporate-action state knowable at an as-of time while preserving conflicts and terminal messages.

    reconcileCorporateAction(input)

What they share#

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

ts
import { calculate } from "fintech-algorithms/corporate-actions-and-security-master-data/point-in-time-universe/historical-constituent-reconstruction";
import { guardSurvivorship } from "fintech-algorithms/corporate-actions-and-security-master-data/point-in-time-universe/survivorship-bias-guard";

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.