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Bruce - some talk about fundamental data resources. Datastream is now part of Thomson, and it looks like
there's a plug in ThCSV or to be replaced by the SQL interface. Don't know how much that costs.
http://www.thomson.com/content/financial/brand_overviews/Datastream_Advance
JOE
----- Original Message -----
From: vlanschot
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 08, 2007 2:55 AM
Subject: [amibroker] Re: Backtesting using historical fundamentals in AB?
David,
For reliable and long histories of fundamental data (including
analysts' estimates) you really have to use professional data-
providers, and unfortunately (but understandably) that costs money. I
use Datastream (who own IBES/First Call) and Bloomberg. Both
Bloomberg and Reuters do not have as much historic data as Datastream.
Re Q2, I integrate macro, fundamental and technical data in quant
models, and yes, due to the ThCSV-plugin (now to be replaced by the
SQL-plugin)Amibroker allows one to combine this data, backtest it,
etc.
This is my approach. In general, as others have pointed out also,
find / create a niche, the precondition for success.
Just my opinion. Hope it helps.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "dwrowley_2000" <dwrowley@xxx>
wrote:
>
>
> I traded for about a year using AB based on various TA strategies,
and
> generated some returns, but then I got the 'fundamentals' religion
and
> moved over to Portfolio123.com
>
> However, I always really liked AB, the support, the continual
> improvement, etc. - and now I see that AB supports fundamental data!
>
> A couple of questions:
>
> - What data sources provide historical fundamental data? What
are
> people using? (The matrix lists QuotePlus as a source of fundamental
> data, but it isn't clear if they provide HISTORICAL fundamental data
> that I can use for backtesting)
>
> - Are people actually doing this? Anyone have good success?
>
> I've been asking the P123 guys to add more TA functions, but they
> don't really seem to put a high priority on it.
>
> I think AB + access to the same historical fundamental data that
P123
> uses (Reuters, I believe) would be excellent.
>
> Comments, tip, wisdom appreciated!
>
> Thanks,
> David
>
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