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



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----- Original Message ----- 
From: "mrdavis9" <mrdavis9@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, February 09, 2007 7:44 PM
Subject: Re: [amibroker] Re: Idea for fundamental database for backtesting in AB


>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.
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>      "The HFD is both conversational and ... well-researched and 
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> editors promise to double, triple or quadruple investors' money each year - 
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> 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.
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> From the eye-opening experience, The Hulbert Financial Digest was born.
> 
> ----- Original Message ----- 
> From: "brian.z123" <brian.z123@xxxxxxxxxxxx>
> 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@xxx> 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.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>> Yahoo! Groups Links
>>
>>
>>
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
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