Yes because of a terribly inefficient implementation which we plan to fix, together with other refinements to make imported factors more usable (automatic expiration and series operations for example). As usual, it's a matter of prioritization.
Yes, we are looking to add more:
- Alphavantage offers some interesting factors and they are reasonably priced.
- SEC factors derived from the Business Overview, Risk Factors, Management's Discussion & Analysis (MD&A). In other words using AI/ML to extract scalar values from text. We're working on this with someone
- Financial ratios we already get, but have not exposed (oversight most likely)
- Our own factors derived from what we already get. For example the insider transaction ratings
Depends on the cost. Currently we're focused on adding Asian data which has many backers.