Click here to Login






 
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object
Random

Select a Type :

Info: All items
Variance Ratio - Trading Indicator
by Brian Brown, uploaded several months ago

Created by Dr. Rene Koch, the variance ratio indicator measures the degree of mean reversion or trendiness in a time series. It is an easy and fast way to detect whether a security or price series is trending, mean reverting or following a random walk.

The variance ratio interpretation is as...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
Market: Europe Holidays
by Patrick Fonce, uploaded several months ago

This item loads and saves a list of all European holidays. As with the US holidays object (268), the data is retrieved from the InterContinental Exchange website (theice.com).
The data is downloaded from 2001 to 2012 and is saved into the following custom database: 'holidays_europe'. The symbol '^Holidays_EUROPE', which is associated...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 5 downloads Notes Report an item
Trading Indicator Rank
by QuantShare, uploaded several months ago

The Trading Indicator Rank function calculates the rank of a given trading indicator or time series compared to its previous values. The number of previous values is determined by the lookback period parameter of the function.
Trading Indicator Rank values vary between 1 and the provided period, where a number of...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
Percent High Low Range as a measure of stock volatility
by Patrick Fonce, uploaded several months ago

The High-Low range technical indicator returns the percentage of maximum increase in a stock or security during the previous N trading days. To measure this, it calculate the percentage increase during the previous N bars from the lowest value to the highest value, that is, the highest value over a...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 16 downloads Notes Report an item
Annual Return of a Security
by bug man, uploaded several months ago

The Annual Return function calculates the trailing annual return of a security. This means that for each bar, the function returns the annual return based on its previous data.
The calculation starts after the first 50 bars. This is because for first bars, annual return time-series would be very volatile.

To...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 2 downloads Notes Report an item
Buy High Sell Higher
by Gilari Decosta, uploaded several months ago

It is well known fact that a stock that is strong relatively to other stock continue to be stronger. Here is a watch list that filter for strong stocks and list those stocks that breakout from 4 weeks high. Many consider four week cycle as an important cycle in stock...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 20 downloads Notes Report an item
NYSE - Round-Lot Share Volume
by The trader, uploaded several months ago

The New York Stock Exchange releases Round-Lot Share Volume numbers every day. This report includes the following numbers:
Specialist Purchases (Symbol: ^Specialist_Purchases): The Specialist purchases volume. Specialists are members of the NYSE; their role is to facilitate the trading of stocks by holding an inventory of the stocks in which they...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 15 downloads Notes Report an item
Leading Index for the United States
by bug man, uploaded several months ago

This is an index published monthly by the Federal Reserve Bank of Philadelphia and is used to predict future movements of the economy.

This composite is based on several economic indicators. They are all leading indicators which mean that their changes are likely to precede changes in the economy. These economic...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 12 downloads Notes Report an item
Futures and Forex historical data
by Tom Huggens, uploaded several months ago

This item downloads historical quotes for 40 futures. It also downloads historical quotes for 15 forex pairs. Before using this downloader, you should add the futures (171) and forex (172) symbols.

The downloaded futures data are back-adjusted continuous series. Because every futures contract expires, if we want to create a long-term...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 1734 downloads Notes Report an item
Scale-in Trading Strategy
by QuantShare, uploaded several months ago

The scale-in trading strategy was described in the following blog post: Money Management: Scale-in Trading Strategy

It is an example that shows you how to use money management events to create an advanced strategy that splits an initial order into two parts, executes the first one then checks for a...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 20 downloads Notes Report an item
Hull Moving Average Strategy - Multi Time Frame Trading System
by QuantShare, uploaded several months ago

Using the Hull moving average, a market rule, two time frames and an N-Bar stop, this strategy generates an annual return of 30.91%, a high Sharpe ratio of 2.13 and a very low drawdown (-16.21%). The strategy beta is equal to 0.29 and the correlation between daily returns and S&P...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 108 downloads Notes Report an item
French Industrial Indices Euronext
by Vincent Prat, uploaded several months ago

This List contains the 10 Industrials Indices of the French stock market (euronext) classified according the ICB classification.
They will be added in your database.

CAC OIL & GAS
CAC BASIC MATER.
...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 2 downloads Notes Report an item
Williams AD - Accumulation Distribution Indicator
by QuantShare, uploaded several months ago

The Williams' Accumulation/Distribution or Williams AD is a technical analysis indicator developed by Larry Richard Williams, who also developed several other trading indicators including the famous Williams %R and the Ultimate Oscillator.

The Williams' Accumulation/Distribution trading indicator was implemented in order to define whether a market is controlled by buyers (known...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
Support & Resistance Breakout Indicator
by Tom Huggens, uploaded several months ago

Here is how this technical analysis indicator works:
- Calculates support and resistance for each trading bar (support and resistance are calculated based on the period you provide and using the "AutoSR" function of QuantShare)
- Detects whether a security breaks its support or resistance
- Returns the percentage of increase (one bar)...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 25 downloads Notes Report an item
Optimizable Fibonacci Long and Short Trading System
by SystemTra.de, uploaded several months ago

This is a Fibonacci Long and Short Trading System based on the Generic Trading System Template I have uploaded a couple of months ago.
It will identify past swing highs and lows and generate a buy or sell signal when a certain Fibonacci retrace level - which can be optimized -...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 55 downloads Notes Report an item
Trading Rules based on the Relative Strength Index - RSI Indicator
by QuantShare, uploaded several months ago

The Relative Strength Index or RSI is a normalized momentum oscillator created by J. Welles Wilder. The Relative Strength Index oscillates between 0 and 100. When the RSI is above the 70 area, it is considered overbought and when it is below the 30 area, it is considered oversold. Besides...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 50 downloads Notes Report an item
Low Risk Entry (BULLISH)
by Gilari Decosta, uploaded several months ago

Trend is friend and making an entry at low risk point in trending share minimizes the risk. Here is a watch list that filter for trending stocks and ensure that weekly trend is also up. I have used following equation to find the trending stock,being ROC is still a effective...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
Keltner Channel
by Brian Brown, uploaded several months ago

The Keltner Channel, KC, was developed by Chester W. Keltner and is a technical indicator that looks like the Simple Moving Average Envelopes or Bollinger Bands. It is constituted of two lines that adapt to changes in the security's volatility by using the ATR or average true range indicator.

There are...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 64 downloads Notes Report an item
Daily Futures Quotes
by The trader, uploaded several months ago

Unlike the futures historical downloader that I have shared some weeks ago (226), this item downloads non-continuous daily futures series, which means that it downloads each future contract separately. A continuous contract, the Crude oil for example which has 'CL' as symbol, will have a unique time-series. This time-series is...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 19 downloads Notes Report an item
Ascending and Descending Triangle Patterns
by bug man, uploaded several months ago

The ascending and descending triangles are two chart patterns that can be used to confirm a continuation or to detect a reversal; the former is a bullish chart pattern, whereas the latter is a bearish chart pattern.

As we previously said, the Ascending Triangle is a bullish pattern; it is...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
RSI(3) Ranking System
by Dave W., uploaded several months ago

This ranking system based on RSI(3). The value of RSI(3) is subtracted from 100 so that lower RSI(3) values are given a higher ranking.

Larry Connors' has published some good, quantitative work showing short-term RSI() values (e.g., RSI 2, 3, 4) are good predictors of a stocks performance over the following...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 28 downloads Notes Report an item
Intraday Data for NSE Stocks
by Tom Huggens, uploaded several months ago

Located in Mumbai, India, The National Stock Exchange (NSE) is one of the biggest stock exchanges in Asia. Using this item, you can download historical intraday data of companies listed on NSE. After you have downloaded this item, instruct the application to retrieve one-minute intraday data for one or several...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 6 reviews Number of downloads 139 downloads Notes Report an item
Put/Call Ratio for Individual Stocks
by QuantShare, uploaded several months ago

Using put and call volume from all market participants (Customers, Firms and Market makers), this trading indicator calculates the put/call ratio of each individual U.S. Stock.

357 downloader gets U.S. options put and call volume from the Options Clearing Corporation website. You should install and execute this downloader before using the...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 58 downloads Notes Report an item
Top 20 stocks with the highest 10 day rate of change - Current and 10 days ago
by Brian Brown, uploaded several months ago

Get stocks that belong to the top 20 stocks with the highest rate of change (return) over the last 10 days and top 20 stocks with the highest rate of change over the same period, 10 bars ago.

Symbols Filter: All symbols
Filter: Stock closing above 10$
Rule1: Stock must belong to the...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 57 downloads Notes Report an item
Buff Moving Averages Indicator
by bug man, uploaded several months ago

The 'Buff Averages' is an indicator created by Buff Dormeier. It first appeared in the Traders' Tips section of the Stocks & Commodities magazine in February 2001. The function accepts two inputs: a price time-series and a length period. The indicator volume-weighting calculation is applied to the price time-series. The...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 13 downloads Notes Report an item
Hhv-llv
by suresh, uploaded several months ago

This system buys at the new 65 day high and sells at 65 day low. To counter the situation to not get into the stock that drops immediately, it also sells if the stocks goes below the low 10 days before the trade.

It can be updated to optimize the...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 28 downloads Notes Report an item
Chi Squared Indicator
by Brian Brown, uploaded several months ago

The Chi-Squared is a widely used statistical hypothesis test to determine whether observed results are significantly different from expected results or not.

In trading, we can use the Chi-Squared test to determine how meaningful or statistically significant the performance that follows a specific pattern is.

Let us for example say that...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 7 downloads Notes Report an item
USD Advance Index
by Tom Huggens, uploaded several months ago

The index calculates the number of currencies that are declining compared to a given currency.

For example, if we apply the composite index to the US Dollar and we have for a particular date the following one-day rate of returns (Assuming we have only four forex pairs involving the US Dollar...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 8 downloads Notes Report an item
Stock/ETF Rotational System Metrics
by QuantShare, uploaded one month ago

This is a list of trading rules or metrics to be used in a stock/ETF rotational system. The list contains 15 metrics or measures.

Example of metrics:
Sharpe(close, 30) // Sharpe measure of the individual stock or ETF
Hhv(high, 30) / high // Ratio of 30-day highest high to current high ...

No notes

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
NSE Nifty - S&P CNX Nifty
by QuantShare, uploaded several months ago

The NSE Nifty, S&P CNX Nifty or Nifty 50, is the main index of the National Stock Exchange of India. It contains the 50 largest companies that are listed on the NSE. These companies account for 22 sectors of the Indian economy.

This item downloads the S&P CNX Nifty Index, as...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 121 downloads Notes Report an item
AAII Sentiment Survey - Historical Data
by Caleb, uploaded several months ago

The American Association of Individual Investors, AAII, is a non-profit organization founded in 1978 and located in Chicago. AAII conducts, every week, a pool to determine the overall stock market sentiment of their members over the next six months. Members should tell what they think the market will be in...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 45 downloads Notes Report an item
RTS RU Indices data
by Tom Huggens, uploaded several months ago

This RTS indices item downloads historical EOD quotes for ten indices maintained by the Russian Trading System Exchange.
Indices ticker symbols can be found here 441.

The data is downloaded from the RTS RU (Russian Trading System) website.
List of indices: ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 2 downloads Notes Report an item
Money Flows - Buying on Weakness
by Tom Huggens, uploaded several months ago

The "Money Flows - Buying Weakness" is a list of companies whose stocks are trading lower and have the largest inflow of money for last trading day. This list of stocks is released by the Wall Street Journal.

This object downloads this list and then stores the data in a database,...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 18 downloads Notes Report an item
Estimation of the Hurst Exponent - Trading Indicator
by Brian Brown, uploaded several months ago

Based on the Chaos Theory, the Fractal Market Hypothesis is an alternative to the Efficient Market Hypothesis. It assumes that each trader may interpret trading information in different ways and at different times (The Efficient Market Hypothesis assumes that all information is reflected in prices), that investors are not rational...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 83 downloads Notes Report an item
Market Index for the Gold and Silver Industry
by Tom Huggens, uploaded several months ago

There are many indices and ETFs you can find and follow if you want to track the Gold and Silver industry. You can also create your own composite and get more control over how to benchmark the Gold and Silver industry.

The current composite will create a new symbol "_Gold_Silver" by...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 9 downloads Notes Report an item
Intraday Data for Major Stock Exchanges
by Brian Brown, uploaded several months ago

Intraday data for major stock markets downloads historical one-minute intraday data for the current day (real-time for some exchanges) as well as several days in the past. It can download data for more than 25 stock exchanges including the Australian Stock Exchange, Bombay Stock Exchange, Canadian Venture Exchange, Toronto...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 92 downloads Notes Report an item
Adaptive BuyInd MR_Mom Strategy
by clonex, uploaded several months ago

Strategy uses 120 function to simulate simlple mean reversion strategy: RSI(3)55;

Annual return is nothing excellent 9,18% with 5% DD in last 14 years. Goal was...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 9 downloads Notes Report an item
End of Month
by Brian Brown, uploaded several months ago

Here is another date function that can be used to make correspondence between trading bars and actual dates in the calendar. It is named 'EndOfMonth' and it returns 1 for the trading bar that corresponds to the last day in the month. Its principle is simple; it loops through the...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 21 downloads Notes Report an item
Structural Arbitrage Strategy
by luftbus320, uploaded several months ago

Structural Arbitrage

This strategy was implemented to verify some ideas of Harry Long I read on Seeking Alpha. It exploits different prices of long duration bonds and VIX ETFs, which can both be used as substitutions for equity hedging.

Here is the article on Seeking Alpha: http://seekingalpha.com/article/2276573-the-quant-strategy-that-returned-36-percent-ytd-with-etps#comments_header ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 4 downloads Notes Report an item
S&P Euro Index - Europe Stock Index
by Brian Brown, uploaded several months ago

The S&P Euro Index (ticker symbol: ^SPU) is a stock market index created by the Standard & Poor's company. The S&P Euro represents the Europe and tracks the return of stocks from the euro zone countries. Stocks are chosen across several countries and industry sectors. Economic sectors represented by the...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 8 downloads Notes Report an item
Previous - ... 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 - Next






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2014 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



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.