Stefan,
I don’t have an issue with the
Industry Groups. They seem reasonable and rational. I
have an issue with the Industry to Sector mapping…
If you look carefully, you’ll notice
that there are never more than 9 Industry groups in a Sector. This
allows Worden to code the Sectors ending with “0”.
The problem is that this results in more
Sectors than is reasonable. For example, “Tobacco”
is a Sector. “Drugs” is a sector. With other
schemas, these would be higher-level industries grouped under other Sectors. And,
it makes it difficult to compare this to other sources of
information.
I looked up Hemscott. There system is
composed of, “…9 macroeconomic sectors, 31 business segments and
215 industry groups.” Below is their hierarchy. Notice that
the hierarchy identifiers (numbers) are not related to the Worden Sector/Industry
coding.
It looks like Worden eliminated the first
level of the hierarchy and renamed the Hemscott “Business Segments”
to “Sector”. I didn’t realize this before. Now, I’ll
have to think about it and decide what to do.
Regards,
|
1
|
BASIC
MATERIALS
|
|
|
11
|
CHEMICALS
|
|
|
|
110
|
Chemicals - Major Diversified
|
|
|
|
111
|
Synthetics
|
|
|
|
112
|
Agricultural Chemicals
|
|
|
|
113
|
Specialty Chemicals
|
|
|
12
|
ENERGY
|
|
|
|
120
|
Major Integrated Oil & Gas
|
|
|
|
121
|
Independent Oil & Gas
|
|
|
|
122
|
Oil & Gas Refining & Marketing
|
|
|
|
123
|
Oil & Gas Drilling & Exploration
|
|
|
|
124
|
Oil & Gas Equipment & Services
|
|
|
|
125
|
Oil & Gas Pipelines
|
|
|
13
|
METALS & MINING
|
|
|
|
130
|
Steel & Iron
|
|
|
|
131
|
Copper
|
|
|
|
132
|
Aluminum
|
|
|
|
133
|
Industrial Metals & Minerals
|
|
|
|
134
|
Gold
|
|
|
|
135
|
Silver
|
|
|
|
136
|
Nonmetallic Mineral Mining
|
|
2
|
CONGLOMERATES
|
|
|
21
|
CONGLOMERATES
|
|
|
|
210
|
Conglomerates
|
|
3
|
CONSUMER GOODS
|
|
|
31
|
CONSUMER DURABLES
|
|
|
|
310
|
Appliances
|
|
|
|
311
|
Home Furnishings & Fixtures
|
|
|
|
312
|
Housewares & Accessories
|
|
|
|
313
|
Business Equipment
|
|
|
|
314
|
Electronic Equipment
|
|
|
|
315
|
Toys & Games
|
|
|
|
316
|
Sporting Goods
|
|
|
|
317
|
Recreational Goods, Other
|
|
|
|
318
|
Photographic Equipment & Supplies
|
|
|
32
|
CONSUMER NON-DURABLES
|
|
|
|
320
|
Textile - Apparel Clothing
|
|
|
|
321
|
Textile - Apparel Footwear & Accessories
|
|
|
|
322
|
Rubber & Plastics
|
|
|
|
323
|
Personal Products
|
|
|
|
324
|
Paper & Paper Products
|
|
|
|
325
|
Packaging & Containers
|
|
|
|
326
|
Cleaning Products
|
|
|
|
327
|
Office Supplies
|
|
|
33
|
AUTOMOTIVE
|
|
|
|
330
|
Auto Manufacturers - Major
|
|
|
|
331
|
Trucks & Other Vehicles
|
|
|
|
332
|
Recreational Vehicles
|
|
|
|
333
|
Auto Parts
|
|
|
34
|
FOOD & BEVERAGE
|
|
|
|
340
|
Food - Major Diversified
|
|
|
|
341
|
Farm Products
|
|
|
|
342
|
Processed & Packaged Goods
|
|
|
|
343
|
Meat Products
|
|
|
|
344
|
Dairy Products
|
|
|
|
345
|
Confectioners
|
|
|
|
346
|
Beverages - Brewers
|
|
|
|
347
|
Beverages - Wineries & Distillers
|
|
|
|
348
|
Beverages - Soft Drinks
|
|
|
35
|
TOBACCO
|
|
|
|
350
|
Cigarettes
|
|
|
|
351
|
Tobacco Products, Other
|
|
4
|
FINANCIAL
|
|
|
41
|
BANKING
|
|
|
|
410
|
Money Center Banks
|
|
|
|
411
|
Regional - Northeast Banks
|
|
|
|
412
|
Regional - Mid-Atlantic Banks
|
|
|
|
413
|
Regional - Southeast Banks
|
|
|
|
414
|
Regional - Midwest
Banks
|
|
|
|
415
|
Regional - Southwest Banks
|
|
|
|
416
|
Regional - Pacific Banks
|
|
|
|
417
|
Foreign Money
Center Banks
|
|
|
|
418
|
Foreign Regional Banks
|
|
|
|
419
|
Savings & Loans
|
|
|
42
|
FINANCIAL SERVICES
|
|
|
|
420
|
Investment Brokerage - National
|
|
|
|
421
|
Investment Brokerage - Regional
|
|
|
|
422
|
Asset Management
|
|
|
|
423
|
Diversified Investments
|
|
|
|
424
|
Credit Services
|
|
|
|
425
|
Closed-End Fund - Debt
|
|
|
|
426
|
Closed-End Fund - Equity
|
|
|
|
427
|
Closed-End Fund - Foreign
|
|
|
43
|
INSURANCE
|
|
|
|
430
|
Life Insurance
|
|
|
|
431
|
Accident & Health Insurance
|
|
|
|
432
|
Property & Casualty Insurance
|
|
|
|
433
|
Surety & Title Insurance
|
|
|
|
434
|
Insurance Brokers
|
|
|
44
|
REAL ESTATE
|
|
|
|
440
|
REIT - Diversified
|
|
|
|
441
|
REIT - Office
|
|
|
|
442
|
REIT - Healthcare Facilities
|
|
|
|
443
|
REIT - Hotel/Motel
|
|
|
|
444
|
REIT - Industrial
|
|
|
|
445
|
REIT - Residential
|
|
|
|
446
|
REIT - Retail
|
|
|
|
447
|
Mortgage Investment
|
|
|
|
448
|
Property Management
|
|
|
|
449
|
Real Estate Development
|
|
5
|
HEALTHCARE
|
|
|
51
|
DRUGS
|
|
|
|
510
|
Drug Manufacturers - Major
|
|
|
|
511
|
Drug Manufacturers - Other
|
|
|
|
512
|
Drugs - Generic
|
|
|
|
513
|
Drug Delivery
|
|
|
|
514
|
Drug Related Products
|
|
|
|
515
|
Biotechnology
|
|
|
|
516
|
Diagnostic Substances
|
|
|
52
|
HEALTH SERVICES
|
|
|
|
520
|
Medical Instruments & Supplies
|
|
|
|
521
|
Medical Appliances & Equipment
|
|
|
|
522
|
Health Care Plans
|
|
|
|
523
|
Long-Term Care Facilities
|
|
|
|
524
|
Hospitals
|
|
|
|
525
|
Medical Laboratories & Research
|
|
|
|
526
|
Home Health Care
|
|
|
|
527
|
Medical Practitioners
|
|
|
|
528
|
Specialized Health Services
|
|
6
|
INDUSTRIAL GOODS
|
|
|
61
|
AEROSPACE/DEFENSE
|
|
|
|
610
|
Aerospace/Defense - Major Diversified
|
|
|
|
611
|
Aerospace/Defense Products & Services
|
|
|
62
|
MANUFACTURING
|
|
|
|
620
|
Farm & Construction Machinery
|
|
|
|
621
|
Industrial Equipment & Components
|
|
|
|
622
|
Diversified Machinery
|
|
|
|
623
|
Pollution & Treatment Controls
|
|
|
|
624
|
Machine Tools & Accessories
|
|
|
|
625
|
Small Tools & Accessories
|
|
|
|
626
|
Metal Fabrication
|
|
|
|
627
|
Industrial Electrical Equipment
|
|
|
|
628
|
Textile Manufacturing
|
|
|
63
|
MATERIALS & CONSTRUCTION
|
|
|
|
630
|
Residential Construction
|
|
|
|
631
|
Manufactured Housing
|
|
|
|
632
|
Lumber, Wood Production
|
|
|
|
633
|
Cement
|
|
|
|
634
|
General Building Materials
|
|
|
|
635
|
Heavy Construction
|
|
|
|
636
|
General Contractors
|
|
|
|
637
|
Waste Management
|
|
7
|
SERVICES
|
|
|
71
|
LEISURE
|
|
|
|
710
|
Lodging
|
|
|
|
711
|
Resorts & Casinos
|
|
|
|
712
|
Restaurants
|
|
|
|
713
|
Specialty Eateries
|
|
|
|
714
|
Gaming Activities
|
|
|
|
715
|
Sporting Activities
|
|
|
|
716
|
General Entertainment
|
|
|
72
|
MEDIA
|
|
|
|
720
|
Advertising Agencies
|
|
|
|
721
|
Marketing Services
|
|
|
|
722
|
Entertainment - Diversified
|
|
|
|
723
|
Broadcasting - TV
|
|
|
|
724
|
Broadcasting - Radio
|
|
|
|
725
|
CATV Systems
|
|
|
|
726
|
Movie Production, Theaters
|
|
|
|
727
|
Publishing - Newspapers
|
|
|
|
728
|
Publishing - Periodicals
|
|
|
|
729
|
Publishing - Books
|
|
|
73
|
RETAIL
|
|
|
|
730
|
Apparel Stores
|
|
|
|
731
|
Department Stores
|
|
|
|
732
|
Discount, Variety Stores
|
|
|
|
733
|
Drug Stores
|
|
|
|
734
|
Grocery Stores
|
|
|
|
735
|
Electronics Stores
|
|
|
|
736
|
Home Improvement Stores
|
|
|
|
737
|
Home Furnishing Stores
|
|
|
|
738
|
Auto Parts Stores
|
|
|
|
739
|
Catalog & Mail Order Houses
|
|
|
74
|
SPECIALTY RETAIL
|
|
|
|
740
|
Sporting Goods Stores
|
|
|
|
741
|
Toy & Hobby Stores
|
|
|
|
742
|
Jewelry Stores
|
|
|
|
743
|
Music & Video Stores
|
|
|
|
744
|
Auto Dealerships
|
|
|
|
745
|
Specialty Retail, Other
|
|
|
75
|
WHOLESALE
|
|
|
|
750
|
Auto Parts Wholesale
|
|
|
|
751
|
Building Materials Wholesale
|
|
|
|
752
|
Industrial Equipment Wholesale
|
|
|
|
753
|
Electronics Wholesale
|
|
|
|
754
|
Medical Equipment Wholesale
|
|
|
|
755
|
Computers Wholesale
|
|
|
|
756
|
Drugs Wholesale
|
|
|
|
757
|
Food Wholesale
|
|
|
|
758
|
Basic Materials Wholesale
|
|
|
|
759
|
Wholesale, Other
|
|
|
76
|
DIVERSIFIED SERVICES
|
|
|
|
760
|
Business Services
|
|
|
|
761
|
Rental & Leasing Services
|
|
|
|
762
|
Personal Services
|
|
|
|
763
|
Consumer Services
|
|
|
|
764
|
Staffing & Outsourcing Services
|
|
|
|
765
|
Security & Protection Services
|
|
|
|
766
|
Education & Training Services
|
|
|
|
767
|
Technical Services
|
|
|
|
768
|
Research Services
|
|
|
|
769
|
Management Services
|
|
|
77
|
TRANSPORTATION
|
|
|
|
770
|
Major Airlines
|
|
|
|
771
|
Regional Airlines
|
|
|
|
772
|
Air Services, Other
|
|
|
|
773
|
Air Delivery & Freight Services
|
|
|
|
774
|
Trucking
|
|
|
|
775
|
Shipping
|
|
|
|
776
|
Railroads
|
|
8
|
TECHNOLOGY
|
|
|
81
|
COMPUTER HARDWARE
|
|
|
|
810
|
Diversified Computer Systems
|
|
|
|
811
|
Personal Computers
|
|
|
|
812
|
Computer Based Systems
|
|
|
|
813
|
Data Storage Devices
|
|
|
|
814
|
Networking & Communication Devices
|
|
|
|
815
|
Computer Peripherals
|
|
|
82
|
COMPUTER SOFTWARE & SERVICES
|
|
|
|
820
|
Multimedia & Graphics Software
|
|
|
|
821
|
Application Software
|
|
|
|
822
|
Technical & System Software
|
|
|
|
823
|
Security Software & Services
|
|
|
|
824
|
Information Technology Services
|
|
|
|
825
|
Healthcare Information Services
|
|
|
|
826
|
Business Software & Services
|
|
|
|
827
|
Information & Delivery Services
|
|
|
83
|
ELECTRONICS
|
|
|
|
830
|
Semiconductor - Broad Line
|
|
|
|
831
|
Semiconductor - Memory Chips
|
|
|
|
832
|
Semiconductor - Specialized
|
|
|
|
833
|
Semiconductor - Integrated Circuits
|
|
|
|
834
|
Semiconductor Equipment & Materials
|
|
|
|
835
|
Printed Circuit Boards
|
|
|
|
836
|
Diversified Electronics
|
|
|
|
837
|
Scientific & Technical Instruments
|
|
|
84
|
TELECOMMUNICATIONS
|
|
|
|
840
|
Wireless Communications
|
|
|
|
841
|
Communication Equipment
|
|
|
|
842
|
Processing Systems & Products
|
|
|
|
843
|
Long Distance Carriers
|
|
|
|
844
|
Telecom Services - Domestic
|
|
|
|
845
|
Telecom Services - Foreign
|
|
|
|
846
|
Diversified Communication Services
|
|
|
85
|
INTERNET
|
|
|
|
850
|
Internet Service Providers
|
|
|
|
851
|
Internet Information Providers
|
|
|
|
852
|
Internet Software & Services
|
|
9
|
UTILITIES
|
|
|
91
|
UTILITIES
|
|
|
|
910
|
Foreign Utilities
|
|
|
|
911
|
Electric Utilities
|
|
|
|
912
|
Gas Utilities
|
|
|
|
913
|
Diversified Utilities
|
|
|
|
914
|
Water Utilities
|
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of sgfuchs
Sent: Wednesday, July 20, 2005
9:17 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Tomasz,
GetExtraData() Array Question
Dan,
TC2000/5 Industrygroups are the same as Media
general
Industrygroups, now Hemscott, Coredatagroup. I'
dont know about the
in's and out's of TC2005 coding and database
architecture, but the
number and organisation of industrygroups is
according to Wordens
data provider.
QP uses the same as Yahoo / Reuters, I believe.
Hence the few
differences.
regards
Stefan
http://www.coredatagroup.com/db/groups.html
--- In amibroker@xxxxxxxxxxxxxxx,
"Dan Clark" <dan_public@xxxx>
wrote:
> Jason,
>
>
>
> It turns out that this changed with the
release of TC2005. Now,
you can
> have TC2005 running on two or more
computers. The first two
computers are
> included with your standard
subscription. Each additional
computer is
> $10/month (too high, IMO).
>
>
>
> I have TC2005 (and AB) running on my laptop
and workstation. The
good news
> is that the TC2005 parameters (scans, PCFs,
preferences, trend
lines,
> indicators, etc) can be uploaded and saved to
the TC servers and
then
> downloaded to another computer. It
makes it simple to keep two
computers in
> sync.
>
>
>
> Even with this benefit, the limitations of
the TC2005 database are
starting
> to wear on me. And, I'm starting
to question the benefit of the
TC Sector
> categorization. It looks like their
Industry to Sector mapping
is related
> to limitations in their database and NOT
based on a rational
mapping.
>
>
>
> Regards,
>
>
>
> Dan.
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Jason Hart
> Sent: Wednesday, July 20, 2005 7:14 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Tomasz,
GetExtraData() Array Question
>
>
>
> Dan - I like TC2K, especially their sentiment
indicators, but the
fact that
> they don't allow you to use their software on
multiple computers
is the
> reason why I went with QP.
>
>
>
> JAson
>
> Dan Clark <dan_public@xxxx> wrote:
>
> Stefan,
>
>
>
> Not trying to hijack this thread, but I
noticed that you use both
QP and
> TC2005. (I'm interested because
I'm thinking of replacing TC2005
with QP.)
> Why have both? What benefits does
TC2005 provide that QP does not?
>
>
>
> Thanks and regards,
>
>
>
> Dan.
>
>
>
>
> _____
>
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of sgfuchs
> Sent: Wednesday, July 20, 2005 2:41 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Tomasz,
GetExtraData() Array Question
>
>
>
> RJS
>
> AB provides a list of QP datafields which can
be accessed via
> getextradata function - see helpfile
"Getextradata" function.
>
> In order to retrieve "historical
data" for these fields ( if
> provided
> by QP )you need to use also the
"ref(Getextradata("XXXXX")"
function
> and to enter the days/periods for how long AB
should look back in
> the QP database.
>
> EPSRank i.e. is available back to January
8th. 02
>
> I have created a fairly complex strategy /
Exploration /
> Tradingsystem around the datafields available
from QP which I can
> backtest in AB because there's no other way
to check the validity
of
> stock selections performed in SPP based on
fundamentals. However,
I
> needed to create a lot own
"datafields" and ratios to be
calculated
> by AB in order to "simulate" rthe
selection and ranking process in
> SPP/ HGSI. It seems, that this system works
quite well in real
live
> trading. But the possibilities for
backtesting are still very much
> limited due to the fact, that I cannot access
certain QP
datafields
> in AB ( in particular the ranking values and
A/D letter ranks )
>
> Hence I would second the proposal to include
some more QP
> datafields - at least those, which one can
already access also in
> Excel via the QP Excel plugin. For most other
fields, I fear, they
> are calculated during each update and / or no
historical figures
are
> kept.
>
> That's one of the drawbacks of QP / HGSI -
backtesting of
> fundamental
> strategies or combined fundamental /
technical strategies is
> impossible without 3rd. party software like
AB - and even this
> combination is rather limited.
>
> I used Vectorvest Online including their
ProTrader application for
a
> 5
> week trial because it allows a quite convenient
backtesting of
> fundamental strategies because it stores
historic fundamental
values
> and their ratings, partially back to 9 years.
The software is very
> easy to use and very stable. However, TA is
> However - 60.- etxra a month + a 495.- USD
one time fee for
> Pro-Trader
> in addition to my current data subscriptions
is a bit too much for
> me.
> ( I use already AB, Omnitrader, QP and TC2005
)
>
> 123portfolio.com allows also portfolio level
backtesting on more
> than
> 500 fundamental andf technical parameters,
including a quite
> sophisticated ranking system for selection of
trades. Several
users
> over there are very educated and experienced.
Some of them have
> already posted their real live portfolio
results vs. hteir
> backtesting
> strategies. At least from these documents,
one can draw the
> conclusion, that this stuff works - and it
has to, because it makes
> no
> sense to have a portfolio turnover of 500% a
year with mediocre
> results.
>
> For what I can see, 123portfolio standard
folio's outperform the
S+P
> by about 40% a year. Take this with a grain
of salt - almost all
> strategies are small cap related and hence
the SP 600 or RUT would
> be
> a more realistic comparison for perfomance.
> I compare those results with either small-cap
mutual funds or the
> new
> Powershares ETF's ( i.e. PWO, PWC ) because
they offer a
mechanical
> way to invest in a quantitative strategy
without the hassel of a
> 500%
> portfolio turnover / year and no tax problems
due to shortterm
> gains.
> Up 'til now, their performance is very
impressive for Indexbased
> ETF's
> ( Intellidex Indexes ) see
www.powershares.com
>
> regards
> Stefan
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"razorruss17" <rsebring@xxxx>
> wrote:
> > Please Help!
> >
> >
> > Gary
over at Quotes-Plus told me on QP's message board that QP
> > database contains historical earnings
and revenues data fields.
If
> > this is the case shouldn't we be able to
use the GetExtraData()
> > command to extract array's beyond the
QRS, and EPSRank arrays?
> There
> > seems to be a strong interest in many QP
and Amibroker users to
be
> > able to accomplish this. What's the
verdict, Tomasz? Anyone??
> >
> >
> > RJS (Russ)
>
>
>
>
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