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Yuki,
You might try this.
Go to multexinvestor.com and register, it's free.
Find the NetScreener function at Multex and review
it.
Using that tool, you can set up parameters which will filter
out the type of stocks that you don't want.
For example: Price >= 10 and Vol >=
50,000.
That would get you a universe of about 3000
stocks.
When done with the screen, download the results into a
spreadsheet. Then copy the symbol list to Notepad and use that list
in Amiquote to
download prices as follows.
1. Download using the Current Yahoo
choice. This will get the list into AB and include the stock
name.
2. Download again using Yahoo
Historical for the period you wish to cover.
3. Download from Historical the ^GSPC
(S&P 500) for use as an index.
4. Use Database Purify on all
symbols.
5. Right click on the list and copy
to a spreadsheet.
6. Using the spreadsheet, prepare a
symbol list of stocks with missing data.
7. Use the symbol list and download
from MSN Historical.
8. Run Database Purify again, right
click on the result's, add to a watchlist and the go to
organize
assignments and delete all stocks in the watchlist.
This process should get you a fairly clean database. I
use a similar process weekly when scanning for stocks with certain
characteristics. (You could also use the MSN database in
a similar way, but they only allow 200 symbol downloads so
you would have to create multiple screens stratified by
price)
Hope this helps.
Regards
Tony
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