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Data Sources

ArthaPilot extends known tickers with synthetic pre-inception data built from academic datasets. This guide explains the .SIM ticker system, generation methodologies, and data providers.

Data Providers

ArthaPilot uses several data sources, each serving a specific role:

  • InsightSentry: primary source for daily price data on US equities and ETFs.
  • FRED (Federal Reserve Economic Data): macroeconomic time series including Treasury yields, CPI, and interest rates.
  • Fama-French: academic factor data from Ken French's Data Library, including size, value, and daily portfolio returns back to 1926.
  • Shiller: Robert Shiller's long-history dataset for the S&P 500, including total return index and CPI going back to 1871.

Simulated Tickers (.SIM)

.SIM tickers use the naming convention TICKER.SIM (e.g. VLV.SIM, TLT.SIM, UPRO.SIM) and provide extended histories for asset classes that didn't exist as ETFs in earlier decades. Each .SIM ticker maps to a real ETF and uses academic or government data sources to reconstruct returns before the ETF existed. Post-inception, the synthetic model is stitched with actual ETF data so you get real market prices where available.

Inspect a Ticker

Select a .SIM ticker to view its generation methodology, data sources, and model accuracy since ETF inception.