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Joe,
1) Yes, although for the SQL import I use their bulk-data tool,
called DDL.
2) As you can guess we use it in our firm. Depending on
subscriptions, this is upward of US$2000/month (no typo!) per
dedicated line (i.e. multiple user access).
3) ThCSV was written by TJ on my budget, and is now freely available.
Although intended for Datastream csv-files it can read any csv-file
if in propper format. SQL plug-in (again on my budget) allows anybody
to import any type of data in SQL and have it read by AB. I believe
the next upgrade to the SQL plug-in is planned sometime in the next 2
months or so.
One more comment. For those using Bloomberg, and only interested in
the OHLCVOI-datatypes, you may want to look at this software, which
imports Blb-data in MS-format:
http://www.vestico2.com/downloader/
PS
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxx> wrote:
>
> Hi PS... Thanks for your note. There's an interest locally in back
testing some
> fundamental data approaches.
> I'd like to follow up by asking
> 1) Are you using the Datastream Advance?
> 2) How expensive is that product?
> 3) The plugins? ThCSV provided by Thomson? A newer version of
the SQL plugin by AB?
>
> Thanks
> Joe L.
> ----- 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@>
> 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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