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Re: [amibroker] Re: Scanner and some fundamental information



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Thanks sgfuchs

Do you know how to get the earnings date from reuters or any free sites?

thanks

tony

On 8/4/05, sgfuchs <sgfuchs@xxxxxxxxxxxxx> wrote:
Hi,

there are several ways to get fundamental data for further
examination in bulk ( means for literally thousands of stocks )

Free services :
1. Reuters screener you need to register, but it's free - choose all
the data fields your interested in for the layout and use only very
few criteria for  the screen itself ( say i.e price > 3 and volume >
50000.

Run screen and you get all the data you need. Website shows only a
certain number of symbols at a time, but you can choose to download
all data in an excel file ( takes a moment, because the file might
be  2 - 3 MB for several thousand stocks.

http://www.investor.reuters.com/nscreen/builder.asp?target=%
2fopinion%2ffind%2fscreener

2. Use HSQuote downloader - this tool takes not only daily and
intray quotes from Yahoo, it offers also 2 templates for downloading
of up to 57 fundamental criteria. All data is stored in an excel or
csv file - whatever you prefer.
The downloader needs to be registered for a small one time fee. It
converts downloaded price & volume automatically in Metastock
format, but you can define any ASCII format you like.
The program includes a bunch of data maintenance tools, but usually
one doesn't need to do much other then just download. It#s very fast
because it can download data for up to 50 symbols at a time.

I use it for backup quote downloading, just in case the servers of
my regular provider don't work.
for more info and a free trial see

http://www.1free-historical-stock-quotes-downloader.com/
Tip : one of the best downloaders for Yahoo data I used in the past
5 years.

3.MSN Investing - Stockscreener. Very good tool, allows to include
earnings estimates and stock vs. Industry comparisons on a variety
of fundamental criteria. Included is also so called Stockscouter
rating - a quantitative method to qualify stocks according to 4
different groups of criteria - technical, fundamental, ownership,
riskgrade. One cannot backtest the results, but for a period of
several months ( almost 1 year now ) I checked the results of a
weekly re-balancing of one of my stockscouter based screens and they
were able to beat the market by a substantial margin.

Only drawback - I used always the top 150 - 170 stocks in an
equalwheight portfolio - something I couldn't do in real live unless
I would be a fund-manager. Anyway, there's something onto this
stockscouter thing.

Registration required.

4. Subscription based 
Use QP3 , you get a decent quote service + a good scanning tool (
Stockpicker Pro ) for fundamental and some technical criteria. In
addition, you can use several fundamentals via getextradata AFL
directly in AB. see www.qp2.com

5.TC2005 lets you screen on a number of fundamental and technical
data - however, export of fundamental data is not possible.

www.worden.com

6. www.Stockwiz.com
20$/month subscription for data and stockwiz screening software (
includes also a new backtester, I think. I found the software not
really impressive though, but for data purposes.... Maybe the latest
version has more features, but I didn't like the charts and the
programming "language". Well just my opinion.

I use some QP fundamentals in my AB backtests. But since historical
fundamental data is very limited with all quote providers, I suggest
to use a different approach for daily trading / investing :

Use a tool that's really geared to fundamental screening - there are
some very good web based tools out there - see above.
Take the results as symbolfiles for further TA in Amibroker.
Fundamental screens have to be run only once a week, because it
takes always some time until new earnings, estimates etc. are
forwarded to and distributed by the data vendors. So it's not a bad
idea, to use i.e. Reuters Powerscreener or MSN's screener ( free )
to do the pre-selection, because they are updated on a daily bases.
Reuters runs 19 pre-defined screens since 2000, their results are
remarkable.
A good starting point could be i.e taking some of the daily updated
powerscreen results and check those lists for technical buy & sell
signals

Daily Results and more info on those pre-canned screens can be
downloaded here :

http://www.investor.reuters.com/ScreenPerformance.aspx?target=%
2fopinion%2ffind%2fwperf

Hope this helped a bit.
regards
Stefan



--- In amibroker@xxxxxxxxxxxxxxx, "Dan Clark" <dan_public@xxxx>
wrote:
> Tony,
>

>
> Hmmm. I use the AFL function "GetExtraData()":
>

>
> http://www.amibroker.com/guide/afl/afl_view.php?id=60
>

>
> However, I don't think that GetExtraData() currently supports
Yahoo Finance
> data.  Sorry.
>

>
> Regards,
>

>
> Dan.
>

>
>   _____ 
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto: amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Tony Lei
> Sent: Wednesday, August 03, 2005 10:06 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Scanner and some fundamental information
>

>
> Yahoo Finance
>
> On 8/4/05, Dan Clark <dan_public@xxxx> wrote:
>
> Tony,
>

>
> What you can retrieve depends on you data vendor.  If you use QP,
you have a
> lot of data available.  If Telechart, only two data elements.  
I'm not sure
> about other vendors.
>

>
> Who provides your data?
>

>
> Regards,
>

>
> Dan.
>

>
>   _____ 
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto: amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Tony Lei
> Sent: Wednesday, August 03, 2005 4:37 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Scanner and some fundamental information
>

>
> Hi all,
>
> Do any of you guys know how to retrieve earnings, dividends, etc 
date for
> all the stocks in the database? 
>
> thanks
>
> tony
>
>
>
>
>
>
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To get support from AmiBroker please send an e-mail directly to
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For other support material please check also:
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