  We provide complete source code for building a fundamental industry
classification based on publically available and freely downloadable data. We
compare various fundamental industry classifications by running a horserace of
short-horizon trading signals (alphas) utilizing open source heterotic risk
models (https://ssrn.com/abstract=2600798) built using such industry
classifications. Our source code includes various stand-alone and portable
modules, e.g., for downloading/parsing web data, etc.
