Search results

  1. T

    both yahoo financial and google intraday minute data suck

    InvestExcel has a free Excel spreadsheet that downloads intraday stock quotes from Google. The spreadsheet also transforms the Google Unix-based timestamp into a standard Excel date and time. The spreadsheet is here
  2. T

    Yahoo Currently Active Stock Symbol List

    I've attached a complete list of Yahoo ticker symbols, correct as of November 2013 (from this page: http://investexcel.net/all-yahoo-finance-stock-tickers/) EDIT: looks like the upload of the Excels spreadsheet didn't work (perhaps it was too large). Anyway, go to the page above for the...
  3. T

    Historical Volatility

    I've put together a spreadsheet that 1. downloads financial data from Yahoo Finance (although you could modify it for any data provider). You give it a ticker symbol and two dates 2. calculate and plots the historical volatility. You give it a time window It's available at...
  4. T

    Sharpe Ratio and other performance statistics

    The Sortino Ratio worksheet I pointed to in the last message has moved to http://investexcel.net/217/calculate-the-sortino-ratio-with-excel/
  5. T

    Sharpe Ratio and other performance statistics

    The Sortino Ratio Excel spreadsheet has moved here: http://investexcel.net/217/calculate-the-sortino-ratio-with-excel/
  6. T

    Sharpe Ratio and other performance statistics

    There are several methods to calculate the downside risk in the Sortino Ratio, so we have to be careful in using consistent definitions when compariing investment results. The most common appears to be the 2nd order lower partial moment, as in this Excel spreadsheet...
  7. T

    How do I calculate sharpe ratio?

    There's a clear explanation (together with a spreadsheet) showing how you can calculate the Sharp Ratio here: http://optimizeyourportfolio.blogspot.com/2011/05/calculating-sharpe-ratio-with-excel.html It can be easily adapted to what I consider a better judge of performance - the Sortino Ratio
Back
Top