Do you know where I can obtain price/vol ASCII data (tick or 1-min) for SPY? I only need it 12 months of it, though if more available it can't hurt. I would like to test some ideas with algos I wrote in Matlab. You can reply to me by a private msg.
TIA!
Don.
I normally watch how RUT behaves relative to SPX (in % returns for the day as well as how far off they are from the daily highs). Thanks for the tip on TLT, I'll watch it more closely from now on.
Thank you. I was wondering if the T-bond chart was posted to indicate a halt (or reversal) in the slide of long-term bonds (TLT) from the "bubble" top, and serve as a leading indicator to a plunge in SPX? I might be going out on a limb here.
I've been using Scilab (http://www.scilab.org a free and much lighter weight Matlab clone) for a number of years to run my black box (both backtesting and live modules). I only had a cursory look at Scipy/Numpy last year, looked interesting but not enough to sway me to switch since Scilab is...
Nowhere do I see a reference to fundamentals availability, only market data (low, high, close, volume, etc.), where do you see access to Reuters Fundamentals?
Don.
>TGM
>are there any stock screeners u guys use over there?
I started looking at fundamental screening first and found three options (all expensive, around $10k/year and up):
(1) S&P Compustat Global
(2) Reuters Fundamentals
(3) Thomson Worldscope
The above also include market data...
Having recently started screening asian stocks, I'm particularly interested in finding (online) brokers with good access to Japanese and Chinese stocks and to a lesser extent Thai and Koreans stocks.
Any recommendations? I'm currently using IB.
I'm interested in opinions about data quality and historical availability of fundamental information (quarterly, annually) in the above mentioned databases. Anyone has experience screening companies with these databases including backtesting?
I am currently using Compustat north america which...
In my portfolio mgmt system, cash in/out occurs rather frequently (and randomly) during positions' holding periods, so I think that simplified formula should work well indeed.
Many thanks!