Skip to main content
The classification seeds (asset-class taxonomy, GICS sector structure, FIGI identifier crosswalk) are already committed in the repo — nothing to load into your warehouse. Ana joins them in her Python sandbox at query time (see ontology/notes/terminology-join-pattern.md), so the grouper logic works with zero warehouse writes — the system of record stays pristine.

​
4.1 · Prove the groupers work

Prompt
You’ll see: raw instruments resolved to meaningful asset-class and sector buckets, with the join-in-sandbox pattern explained — and weights that sum to 1.000 at one snapshot date.
Two classification traps to name — The identifier tuple. A security reference is original (ticker) + normalized (FIGI) + system + version, not a column (notes/coding-tuple.md). Join on the normalized, license-clean FIGI — never parse tickers, which are reused across venues and change on corporate actions. Look-through & version. A fund hides its underlying exposure, and GICS gets revised (the 2018 real-estate split). Decide whether allocation is top-level or looks through to underlying issuers, and name the GICS version when a number depends on it (notes/asset-classification.md).

​
4.2 · Refresh or extend the reference data — optional

You don’t need this on day one — the current seeds are already committed. Come back when a taxonomy updates (GICS is revised periodically) or when you need to hydrate the FIGI crosswalk against your security master. And you don’t run the scripts yourself — Ana does:
Prompt
Prompt
You’ll see: refreshed reference tables arriving as a reviewable PR — same governance motion as everything else. (The licensed per-security GICS mapping itself comes from your MSCI/S&P feed onto security.gics_sector; we never bundle it.)

​
✅ Checkpoint

  • A grouper question worked against your data with no warehouse writes
  • You can explain the join-in-sandbox pattern in one sentence
  • You know what’s public (asset-class, GICS structure, FIGI) vs. licensed (CUSIP, per-security GICS) and how the loader refreshes seeds