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[amibroker] Re: Scanner and some fundamental information



PureBytes Links

Trading Reference Links

You can check the earnings calendar on Yahoo i.e.

http://biz.yahoo.com/research/earncal/today.html

regards
Stefan

--- In amibroker@xxxxxxxxxxxxxxx, Tony Lei <yiupang91@xxxx> wrote:
> 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@xxxx> 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=%
<http://www.investor.reuters.com/nscreen/builder.asp?target=%25>
> > 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 <http://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 <http://www.worden.com>
> > 
> > 6. www.Stockwiz.com <http://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=%
<http://www.investor.reuters.com/ScreenPerformance.aspx?target=%25>
> > 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
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > > Please note that this group is for discussion between users 
only.
> > > 
> > > To get support from AmiBroker please send an e-mail directly 
to 
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> > > 
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> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
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> > > 
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> > > 
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> > > 
> > 
ent+management+software&w2=Investment+property+software&w3=Investment
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> > > 
> > > Return on investment software
> > > <http://groups.yahoo.com/gads?
> > t=ms&k=Return+on+investment+software&w1=Invest
> > > 
> > 
ment+management+software&w2=Investment+property+software&w3=Investmen
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> > > 
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> > w6=Stoc
> > > k+investment+software&c=6&s=195&.sig=L-DlQNXfuFeH8Mu0waS7qw> 
> > > 
> > > Stock investment software
> > > <http://groups.yahoo.com/gads?
> > t=ms&k=Stock+investment+software&w1=Investment
> > > 
> > 
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> > > 
> > > 
> > > 
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