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[amibroker] Re: Idea for fundamental database for backtesting in AB



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Trading Reference Links

2 ideas:

zacks research is a good source.
ibd(investors business daily) has two lists 85-85 and ibd 100.


--- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxx> wrote:
>
> I want  to trade fundamentally strong stocks that are volatile, 
with good 
> volume, and good float.
> 
> I am not capable of making any sense of fundamental data.  I am 
planning on 
> using tech analysis to buy and sell fundamentally strong stocks.
> 
> Is there any way besides reading the Hulbert Digest, to find the 
TRUE  track 
> records of various advisor sites like The Prudent Speculator, The 
Motly 
> Fool, Value Line, etc?
> 
> Has anyone here been a subscriber to the Hulbert Financial Digest, 
The 
> Prudent Speculator,The Motly Fool , Value Line, or one that I have 
not 
> mentioned?
> 
> A short description of The Hulbert Financial Digest is below.   
Thanks, Ron 
> D
> 
> -------------------------------------------------------------------
----------------------------------------------
> 
> First and foremost, The Hulbert Financial Digest is not an 
investment 
> adviser. It's a completely independent, impartial and 
authoritative rating 
> service that arms you with the facts about stock and mutual fund 
investment 
> letter performance.
> 
> Mark Hulbert started his newsletter to help you choose yours. 
Based on 
> proven performance, not unproven claims.
> 
> 
>       "The HFD is both conversational and ... well-researched and 
> informative. And it doesn't pull any punches - all the numbers, 
tables and 
> graphs related to a newsletter's performance are published, in 
addition to 
> lively commentary."
>       - Barron's
> 
> In 1979, Mark attended an investment seminar and heard dozens of 
newsletter 
> editors promise to double, triple or quadruple investors' money 
each year - 
> with complete safety. Out of curiosity - and disbelief - Mark 
Hulbert 
> followed many of the advisers' recommended portfolios on paper and 
found 
> their claims to be wildly exaggerated. The same gurus who promised 
to 
> perform miracles were actually being beaten by the market averages.
> 
> From the eye-opening experience, The Hulbert Financial Digest was 
born.
> 
> ----- Original Message ----- 
> From: "brian.z123" <brian.z123@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, February 09, 2007 3:48 PM
> Subject: [amibroker] Re: Idea for fundamental database for 
backtesting in AB
> 
> 
> > Thanks Erik,
> >
> > It looks like an option.
> >
> > I'll try it and add to the list for future reference.
> >
> > Brian.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "eodeen" <eodeen@> wrote:
> >>
> >> After reading the threads below about fundamental database &
> >> backtesting in AB I decided to share the following idea. Why not
> >> retrieve the fundamental data directly from the official 10-Q 
forms
> >> filed at edgar?
> >> This data is FREE including historical 10-Q forms. Take IBM for
> >> example, one can retrieve the 10-Q forms in xml or text format 
back
> > to
> >> 1994.
> >> So the steps as I see them would be:
> >>
> >> 1. use list of ticker symbols and/or CIK codes
> >> 2. use script to retrieve existing 10-Q forms
> >> 3. parse data fields in 10-Q forms
> >> 4. populate database (MySQL?) with the data
> >> 5. use a SQL plug-in for AB to retrieve data from MySQL database
> >> 6. calculate relevant fundamental ratios (P/E, P/S, ROE, etc.)
> >> 7. plot, explore, and backtest based on combination of TA &
> >> fundamental data
> >>
> >> The drawbacks that I see with this method is that it requires a 
lot
> > of
> >> work parsing the 10-Q docs and structuring the database. It also
> > would
> >> not include info such as earnings estimate & analysts ratings.
> >>
> >> The advantages are that it is FREE, historical data is 
available and
> >> it is the "official" filed company data.
> >>
> >>
> >> Here are some relevant links:
> >>
> >> http://www.sec.gov/edgar/searchedgar/companysearch.html
> >> for example, type IBM, then type 10-Q for form
> >>
> >> http://www.sec.gov/cgi-bin/browse-edgar?type=10-
> > Q&dateb=&owner=include&count=40&action=getcompany&CIK=IBM
> >>
> >> select the latest one:
> >> 
http://www.sec.gov/Archives/edgar/data/51143/000110465906069905/a06-
> > 19062_710q.htm
> >>
> >> edgar home page:
> >> http://www.sec.gov/edgar.shtml
> >>
> >> Regards,
> >>
> >> Erik Odeen
> >>
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
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> >
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> >
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> >
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> >
> >
> >
>



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