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Jayson
I just double checked all sector lists in AB and only 2 sectors are
actually mixed up
Consumer Discretionary
Media in Consumer Durables
Retailing in Hotels
Automobile in Media
Cons durables in Retail
Hotels in Autos
Finance
Real Estate (ok)
Divers Fin in Insurance
Banks in Div Finance
Insurance in Banks
Property Trusts (nil symbols, ok)
I know it will be something obvious, but I am afraid I just cannot see
it.
Cheers,
Graham
-----Original Message-----
From: Jayson [mailto:jcasavant@xxxxxxxxxxxx]
Sent: Thursday, 20 February 2003 3:42 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Using sectors and industries
Graham,
Are you finding just some sub groups to be wrong or all of them? There
was a post earlier alluding to the zero based nature of the assignments
that may be in play here....
Jayson
-----Original Message-----
From: Graham [mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Wednesday, February 19, 2003 2:31 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Using sectors and industries
The list is known, as I download the stocks list from the stock exchange
which contains the symbol, company name and the industry group. I just
manipulate in an excel file to create the csv file. I use the jscript to
add the names and industries from the one in the Amibroker site.
Cheers,
Graham
-----Original Message-----
From: Jayson [mailto:jcasavant@xxxxxxxxxxxx]
Sent: Wednesday, 19 February 2003 11:39 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Using sectors and industries
Graham,
just a thought... is your data provider correctly setting up the sub
groups and AB reading that classification or is the script file you
mention simply applying the sub group from a known list?
Jayson
-----Original Message-----
From: Graham [mailto:gkavanag@xxxxxxxxxxxxxx]
Sent: Wednesday, February 19, 2003 7:06 AM
To: AB yahoo group
Subject: [amibroker] Using sectors and industies
I seem to be unable to set up the sectors correctly with the correct
stocks in the correct industry sub groups. I have read through the help
files and as far as I can work out the setup files are correct.
But when I use the script file to update the symbol names and sectors
they load as correct industry groups in the right sector, but not in the
correct industry (sub-sector) directories. (eg I get bank listed under
diversified financials, and insurance symbols under banks industry)
How does the program actually setup the industries order under the
sectors.
I have tried re-ordering them in the file to no avail.
Here are the broker files, and sample from the symbol csv file
Broker.sectors
Classification pending
Energy
Materials
Industrials
Consumer Discretionary
Consumer Staples
Health Care
Financials
Information Technology
Telecommunication
Utilities
Index
GICS NA
Broker.industries
0 Classification pending
1 Energy
2 Materials
3 Capital Goods
3 Commercial Services & Supplies
3 Transportation
4 Automobile & Components
4 Consumer Durables & Apparel
4 Hotels Restaurants & Leisure
4 Media
4 Retailing
5 Food & Drug Retailing
5 Food Beverage & Tobacco
5 Household & Personal Products
6 Health Care Equipment & Services
6 Pharmaceuticals & Biotechnology
7 Banks
7 Diversified Financials
7 Insurance
7 Property Trusts
7 Real Estate
8 Software & Services
8 Technology hardware & Equipment
9 Telecommunication Services
10 Utilities
11 Index
12 GICS Sector Code Not Applicable
Industry csv file
AAB,Absolute Return Fund (The),26
AAC,Australian Agricultural Company Limited,12
AAI,Alcoa Inc,2
AAR,Anglo Australian Resources Nl,2
AAT,Autron Corporation Limited,22
AAU,Adcorp Australia Limited,7
ABB,Abb Grain Limited,11
Cheers,
Graham
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