Transtrend portfolio And European markets

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Gadoli
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Transtrend portfolio And European markets

Post by Gadoli » Mon Nov 19, 2012 11:22 am

For those of you interested , I recently updated the portfolio of markets traded by Transtrend (September 2012). They do trade everything and anything tradable out there! and the interesting thing is their addition of SSFs based on liquid ETFs (see attachment).
Also, I wanted to ask if anyone could suggest some decent European stock data providers that could fill the job Csi is providing on UK/Nrth american stock markets? (EOD , and adjusted data for splits &dividends would be preferred)
Cheers,
Gadoli
Attachments
Transtrend portfolio.xlsx
(19 KiB) Downloaded 281 times

AFJ Garner
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Post by AFJ Garner » Mon Nov 19, 2012 4:44 pm

I never got anywhere in my search for what you are looking for. I ended up using Equis/Metastock which was not very satisfactory as I recall. I seem to remember there was no dividend data available from them although (from memory) the price data was at least adjusted for rights/splits etc etc...hmmm

jas-105
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Post by jas-105 » Thu Nov 22, 2012 3:29 am

Gadoli - thanks for sharing. Transtrend really are one of the best managers out there and the fact they include some instruments with very limited history goes to show they just apply their models to everything without risk of curve fitting the data.
As far as equity data is concerned, once you have exhausted CSI then you really need to be looking at providers like Bloomberg (which aint cheap !).

M20J
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Post by M20J » Sat Nov 24, 2012 5:21 pm

One cheap-and-cheerful solution - Yahoo finance provide pretty good stock histories for a good cross section of the European market. If you look at the prettified data, they split the dividends out for you, eg:

http://finance.yahoo.com/q/hp?s=BBVA.MC ... cal+Prices

You can also directly request a CSV, eg:

http://ichart.finance.yahoo.com/table.c ... gnore=.csv

which you can directly use in Excel. Although the dividends aren't split out in the CSV data, they do give an adjusted and unadjusted close so you can work them out yourself. It's pretty easy to see what all the inputs in the URL above do, so you could automate the collection process using a macro.

I've no idea whether it's sturdy or accurate enough for production use. If CSI is good enough for you, this probably is too.

Gadoli
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Post by Gadoli » Sun Nov 25, 2012 3:08 am

Thank you. I agree with you that yahoo procures cheap alternative. However the drawdown for me is :
1. It s not an automatic downloadable solution. Can work fine for a few stocks to follow on a daily basis but to adjust the OHLC for every single stock of a big list could seriously become cumbersome
2. Yahoo' s data can sometime be wrong (I suppose like every other provider) but I tested a few high yielding US stocks (yahoo Vs CSI) and yahoo was missing quite a few days, which would produce a big difference by the end of the total return test.
Anyhow, I ll keep the forum up on my search if I come up with something worthy.
Cheers

mojojojo
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Post by mojojojo » Tue Nov 27, 2012 3:42 pm

Gadoli wrote:Thank you. I agree with you that yahoo procures cheap alternative. However the drawdown for me is :
1. It s not an automatic downloadable solution. Can work fine for a few stocks to follow on a daily basis but to adjust the OHLC for every single stock of a big list could seriously become cumbersome
2. Yahoo' s data can sometime be wrong (I suppose like every other provider) but I tested a few high yielding US stocks (yahoo Vs CSI) and yahoo was missing quite a few days, which would produce a big difference by the end of the total return test.
Anyhow, I ll keep the forum up on my search if I come up with something worthy.
Cheers
The yahoo data should be adjusted for divs and splits. So you shouldn't have to worry about manually managing that. I agree that yahoo does have it's issues.

You can easily script the data to pull done a large list of stocks. I believe that you can only pull down so many at one time without them throttling your connection.

If you have a linux machine you can do something like this.

#!/bin/bash

tickers=`cat file_of_tickers.list`

for ticker in tickers
do
url="http://ichart.finance.yahoo.com/table.c ... gnore=.csv"
`wget -O $ticker $url`
done

exit 0;

That's not tested but you should get the idea. You can set that to run daily and every day you will have directory full of updated files with all the price data. One file per ticker.

Now thinking about it .. the url provided gives a start and end date. So you would have to update the end day to the current day for each run, which isn't that hard.

Gadoli
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Post by Gadoli » Wed Nov 28, 2012 3:59 am

thank you for the suggestion.. I must be very honest and tell you that it is really chinese to me since I am absolutely far from being a coder of any sort, however I 'll show that to one programmer that I work with and I m certain he ll know what you re referring to. Definitely worth a try..
Thanks again.

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