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Correlation Matrix - 41 Major ETFs
by Dave W., uploaded several months ago

Correlation matrix of 41 major ETFs. Correlations higher than 0.8 are shown in red, between 0.5 and 0.8 in yellow, and under 0.5 are in green.

Requires daily data for the following ETFs:
ACWI, DBA, DIA, DUST, DXD, EFA, EWA, EWG, EWH, EWJ, EWM, EWP, EWQ, EWS, EWT, EWU, EWW, EWY,...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 15 downloads Notes Report an item
  
Basic
Cash/Equity Rebalance
by Felipe, uploaded several months ago

This money management script defines a "Ratio Cash" variable that is used to set the percentage of capital to invest in equities. The rest of the capital remains in cash.
If "Ratio Cash" is equal to 20 then 80% (100-20) will be invested into equities (at least available for buying/shorting securities).

The...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 11 downloads Notes Report an item
 Money Manag. 
Basic
Trading System with Sharpe-Based Ranking
by QuantShare, uploaded several months ago

No trading rules based on individual stocks. Just one ranking rule and one market rule.
This trading system generates +25 % annual return with low risk (maximum drawdown lower than -18%) just by using a single ranking rule and a single market rule. Backtest was done using current NASDAQ 100...

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 Trading System 
Basic
System Metrics v2.0
by Dave Walton, uploaded several months ago

This is an enhancement from the "1327" MM script. This version has many calculation bug fixes and adds the following:
Four inputs:
1) # Tr Rolling R - the number of trades to use in rolling R/SQN calculation
2) Include Dividends - flag to indicate whether to include dividends in calculations (requires...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 15 downloads Notes Report an item
 Money Manag. 
Basic
Portfolio vs Stock Return
by Brian Brown, uploaded several months ago

The portfolio versus stock return item is a money management script you can include in any trading system.

Here is how it works:
For each incoming new position, it calculates the N-bar return of that stock and compares it with the N-bar return of the portfolio (equity).
The new position is taken only...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 7 downloads Notes Report an item
 Money Manag. 
Basic
Morningstar Annual Fundamentals 2.0 for US and International Stocks
by Chaim6, uploaded several months ago

This downloader gets 10 years of annual fundamentals from Morningstar's free fundamental ratios.

New features:
* It now works with non-USD financial statements.
* Balance sheet items such as Cash & Equivalents are converted from % of total assets to a dollar (or other currency) figure. ...

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 Downloader 
Basic
Entry Price and Exit Price in Trading System Report
by QuantShare, uploaded several months ago

This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the execution price of the buy or short order and the exit price refers to the execution price of the sell or cover order. For...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 47 downloads Notes Report an item
 Money Manag. 
Basic
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.