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Somebody here might be able to help you, they used to have free Excel
download code in their "Files" section.
http://tech.groups.yahoo.com/group/xltraders/?yguid=95082549
<http://tech.groups.yahoo.com/group/xltraders/?yguid=95082549>
S.
--- In amibroker@xxxxxxxxxxxxxxx, "eric tao" <erichtao@xxx> wrote:
>
> But, is there an excel function I can use to retrieve data from yahoo
> server? and where can I find excel OLE ref/guide? I tried some
> website, but most just show basic samples.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
> sebastiandanconia@ wrote:
> >
> >
> > You can bring ^TNX and ^IRX into AB directly, just download them
like
> > any other stock symbol. With Excel, just go to Yahoo!, type in ^TNX
or
> > ^IRX into a quote box and follow the link to historical data. At the
> > bottom of that page of historical quotes there's an option that will
> > allow you to download the data into a spreadsheet, and you go from
> > there.
> >
> >
> >
> > S.
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "eric tao" <erichtao@> wrote:
> > >
> > > Hi Guys,
> > >
> > > How to retrieve current data from yahoo in excel and AFL?
> > > eg.
> > > ^TNX ^IRX ...
> > >
> > > Thank you.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
> > > sebastiandanconia@ wrote:
> > > >
> > > >
> > > > This is a good plain-English description, and you can follow the
> > links
> > > > to learn more.
> > > >
> > > > http://www.econbrowser.com/archives/2006/04/the_yield_curve.html
> > > >
<http://www.econbrowser.com/archives/2006/04/the_yield_curve.html>
> > > >
> > > > Do you see the two equations on the page preceded by an "F"? In
> > Excel,
> > > > if you plug in NORMSDIST for the "F" along with the values for
the
> > > > spread and Fed Funds rate it will give you the probability, as
in:
> > > >
> > > > =NORMSDIST(-2.17-.76*-.22+.35*5.25)
> > > >
> > > > Using current spread (^TNX-^IRX) and Fed Funds values the
reading
> > will
> > > > be 43.44%.
> > > >
> > > >
> > > >
> > > > S.
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
wrote:
> > > > >
> > > > > Sebastian,
> > > > >
> > > > > Any chance of a reference to the Wright source(s) or better
still
> > a
> > > > > doc of the relevant page or chapter?
> > > > >
> > > > > Brian.
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
> > > > > sebastiandanconia@ wrote:
> > > > > >
> > > > > >
> > > > > > Thanks for the response, but I've already put together an
> > indicator
> > > > > > based on your idea. It looks just like a regular yield
spread
> > (10-
> > > > > Year
> > > > > > yield minus 3-month yield), only with the zero line adjusted
for
> > > > > the Fed
> > > > > > Funds rate as per the Wright Model formula.
> > > > > >
> > > > > > The problem is that at the 50% probability level (the zero
line
> > on
> > > > > the
> > > > > > indicator) there are too many false-positive signals, it's
not
> > > > > until the
> > > > > > probability gets up into the mid-60% range that recession
> > becomes a
> > > > > real
> > > > > > threat. That's why I'd like to be able to calculate the
actual
> > > > > > probability percentages.
> > > > > >
> > > > > > In looking at the math more closely, though, I have to say
that
> > I
> > > > > > honestly didn't understand how difficult a problem this was
when
> > I
> > > > > asked
> > > > > > for assistance. I assumed that it was just a question of
> > combining
> > > > > the
> > > > > > two formulas I provided and I just needed a little
conceptual
> > help
> > > > > to
> > > > > > get over the hump, but it's far more involved and I know now
> > that
> > > > > it was
> > > > > > too much to ask.
> > > > > >
> > > > > > There are two simpler workarounds, though. One, calculate
the
> > > > > > probabilities in Excel, import them into AB as a fake ticker
and
> > > > > refer
> > > > > > to them using Foreign() when creating buy/sell rules. And
two,
> > > > > optimize
> > > > > > the zero line or the levels on the indicator I already have.
> > > > > >
> > > > > >
> > > > > >
> > > > > > Luck,
> > > > > >
> > > > > > Sebastian
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding"
> > <ton.sieverding@>
> > > > > > wrote:
> > > > > > >
> > > > > > > Sorry for the Dutch language Sebastian but this is more or
> > less
> > > > > how I
> > > > > > see it. Perhaps something for an AFL formula. On the Y-axis
the
> > > > > > difference between 10 Year Treasury and 3 month T-Bill. On
the
> > X-
> > > > > axis
> > > > > > the FED rate. Plots above the blue line have a probability
of
> > less
> > > > > than
> > > > > > 50% and below the blue line are higher than 50%. Of course
you
> > can
> > > > > try
> > > > > > to calculate the probability of a recession but ...
> > > > > > >
> > > > > > > Ton.
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > ----- Original Message -----
> > > > > > > From: sebastiandanconia
> > > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > > Sent: Wednesday, February 07, 2007 7:20 PM
> > > > > > > Subject: [amibroker] Need some math help to code NORMSDIST
> > into
> > > > > AB.
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > I came across what I consider to be a valuable stock
> > > > > market/economic
> > > > > > indicator, the Wright Model "B" yield-curve indicator. Using
> > this
> > > > > > formula in Excel:
> > > > > > >
> > > > > > > Probability = NORMSDIST(-2.17 - 0.76 x S + 0.35 x R)
> > > > > > >
> > > > > > > where "S" is the spread (10-Year Treasury yield minus
3-month
> > T-
> > > > > Bill
> > > > > > yield) and "R" is the Fed Funds rate, it gives the
probability
> > of
> > > > > > economic recession within the next 4 quarters. (Only about
44%
> > right
> > > > > > now, so there's some good news. I envision using this as a
> > market-
> > > > > exit
> > > > > > indicator, warning when conditions are about to turn really
ugly
> > for
> > > > > > both the stock market and the economy. )
> > > > > > >
> > > > > > > This formula:
> > > > > > >
> > > > > > > Z(x) = (1/(sqrt(2*pi()))*exp(-x^2/2))
> > > > > > >
> > > > > > > appears to be the actual math represented by the NORMSDIST
> > > > > function. I
> > > > > > believe AB supports all the operations in this formula.
> > > > > > >
> > > > > > > My problem is that I'm not math-savvy enough to make the
leap
> > from
> > > > > > here to turn this into a complete AB formula. I don't know
what
> > > > > > operation the NORMSDIST formula performs on the Wright Model
> > part, I
> > > > > > don't know what the "x" variable is supposed to be...there's
no
> > end
> > > > > to
> > > > > > what I don't know.:)
> > > > > > >
> > > > > > > Any help from my superiors in the math field (undoubtedly
a
> > VERY
> > > > > large
> > > > > > club) would be greatly appreciated.
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Luck to all,
> > > > > > >
> > > > > > > Sebastian
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
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