Definition:
VIX futures are often priced differently depending on the expiration date. VIX term structure is a plot of the futures values for different expiration dates.
When the near-term VIX futures contract is priced lower than later VIX futures, we say that the VIX futures curve is in contango. The opposite, backwardation,...
No notes
|
Downloader
Advanced
|
|
|
This script allows backtesting of stock portfolios in different currencies and/or conversion of backtesting results to a different reporting currency. It works - but as it is quite complex, I would like to have it tested by the community under different environments before releasing it finally. This is why I...
No notes
|
Money Manag.
Medium
|
|
|
This list contains 1950 ticker symbols. These are ticker symbols of stocks that trade in the Australian stock market.
The Australian securities exchange, or the ASX, is the main stock exchange in Australia. It is based in Sydney and it was formed in 1987. The Australian securities exchange...
No notes
|
Symbols
Medium
|
|
|
Even in periods where a stock market index such as the S&P 500 rises, many stocks fall sharply. Several reasons could explain this decline: bad news, earnings release below the analysts consensus, big sell orders from institutional traders (micro and small cap stocks are likely to react more to these...
No notes
|
Trading System
Medium
|
|
|
When you are evaluating stock trading systems, it is helpful to see how your system performed each year in comparison to major stock indexes. So, if my trading system had a 10% return in 2006, it would be good to know if that return represents over or under performance compared...
No notes
|
Medium
|
|
|
This function allows you to get the industry name of an external symbol.
As you may know, you can get the industry name of the currently analyzed symbol using the "Industry()" function.
To access the industry of another symbol, download and install this function then type something like:
a = SymbolIndustry("GOOG");
...
No notes
|
Indicator
Advanced
|
|
|
Take all Netfonds downloads. Using Name2. Name3 is used as filter holding "netfonds"...
No notes
|
Downloader
Medium
|
|
|
The Indonesian stock exchange was created after the Jakarta Stock Exchange merged with the Surabaya Stock Exchange in 2007. Before that, the Jakarta stock exchange which was based in Jakarta was the main stock exchange in Indonesia.
This list of ticker symbols lists 312 securities and contains several details about the...
No notes
|
Symbols
Medium
|
|
|
Introduced by John Andersen in a September 1996 article appearing in the 'Stock and Commodities' magazine, Standard Error Bands is an envelope whose bands are obtained by the calculation of the beta and alpha coefficients of linear regression. Standard Error Bands are used to measure the strength of a trend,...
No notes
|
Indicator
Medium
|
|
|
This composite index calculates the number of stocks that are trading above the Keltner Channel upper band and the number of stocks that are trading below the Keltner Channel lower band and then divide the first value (Up stocks) by the second one (Down stocks).
Created by Chester W. Keltner,...
No notes
|
Composite
Medium
|
|
|
The ISEE Index is an index that tries to measure the market sentiment by comparing the number of calls bought to open on the International Securities Exchange against the number of puts bought to open. The calculation excludes market makes and firm trades because these are not considered to be...
No notes
|
Downloader
Medium
|
|
|
This screen tries to find low priced stocks that have experienced substantial run up in one day with a volume substantially higher than average for the last periods. you'd be looking to go long on the open of the next day. the screen also shows the magnitude of the move...
No notes
|
Screen
Medium
|
|
|
The ratio of equal-weighted S&P 500 Index to its S&P 500 market capitalization-weighted Index can be constructed using two Exchange traded funds: the SPY (S&P 500 SPDR) and the RSP (Rydex S&P 500 Equal Weight). The S&P 500 equal-weighted indice has the same constituents as the capitalization weighted S&P500, however...
No notes
|
Indicator
Medium
|
|
|
This downloader gets free intraday 1-minute data from Alphavantage website. The data is available for the past 10 to 15 trading days and the current day is updated with real time data.
Before using this intraday downloader, you need to obtain first a free ApiKey from the Alphavantage website.
- Visit the...
No notes
|
Downloader
Basic
|
|
|
Few months ago, we have released an item that allows you to export any kind of data from QuantShare to a csv file.
Later, the item was modified by Kyra and the ability to filter data and add columns labels were added to the script.
Today, we are modifying the script again...
No notes
|
Downloader
Advanced
|
|
|
This function allows you to thicken candlestick bars based on a specific rule.
Let us say for example, you want to thicken candlesticks when the price is above the 30-bar moving average. For this, you just have to type the following line in your chart formula:
a = Thicken(close > sma(30),...
No notes
|
Indicator
Medium
|
|
|
The list of symbols in the "Bourse de Toronto" and "TSX Venture Exchange".
This list contains 1581 symbols. Stock description is also included.
The fiscal year ends in the month specified in the Expiration Date field....
No notes
|
Symbols
Medium
|
|
|
This downloader uses IYW - Dow Jones U.S. Technology Sector Index Fund to create survivorship bias-free database for more reliable bactesting. This ETF fund is 0,99 correlated to QQQ.
Downloader is based on this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500
Original/Idea autor is Quant Share team....
No notes
|
Downloader
Medium
|
|
|
This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
No notes
|
Downloader
Advanced
|
|
|
This item gets daily FII derivatives statistics from the National Stock Exchange website. You can run it daily to get the number of contracts and the amount in Crores in buy and sell positions as well as open interest at the end of the day for index futures, index options,...
No notes
|
Downloader
Medium
|
|
|
Based on the first N-minutes of a trading session, this technical indicator creates a support and resistance lines for each trading session.
The first line corresponds to the high of the first N-Minutes and it is plotted for the rest of the day. The second line corresponds to the resistance and...
No notes
|
Indicator
Medium
|
|
|
This object will Give you the best buy entry of watchlist and the same formula tweaked for chart visuals.
The indicators i used in this object are As Follows,
Macd,Macd signal,EMA And MAX,
...
No notes
|
Watch List
Medium
|
|
|
This item downloads historical quotes data for the 6980 securities listed in the Frankfurt Stock Exchange. The list of symbols, which contains the symbol name and the companies' title, can be downloaded here: 221.
The quotes data are grouped and downloaded by month, which make it faster than if the data...
No notes
|
Downloader
Medium
|
|
|
Here is a strategy I created to show you how to use multiple time frames in a trading system. The system is based on price crossover with its 10-Bar simple moving average. Although, no optimizations at all were done, the trading system has generated an annual return of 26.14%. It...
No notes
|
Trading System
Medium
|
|
|
This item downloads daily Short Sale Volume data from nasdaqtrader.com website and for the NASDAQ and Boston stock exchanges.
The data is reported daily, one day after the market closes, and it contains trade date, ticker symbol, the sum of share volume of all short sale trades executed during regular trading...
No notes
|
Downloader
Medium
|
|
|
The custom range function calculates the high/low range for specific security and time frame.
For example, in a daily chart, it can used to calculate the previous weekly high/low range:
a = CustomRange("", 7);
...
No notes
|
Indicator
Basic
|
|
|
This function converts a string to a number. It generates a number from a string or combinations of letters and numbers.
The function is called "Num" and it uses the "GetHashCode" method of an object to generate a number.
The "Num" function can be helpful in many situations.
...
No notes
|
Indicator
Medium
|
|
|
If you add a stock's volume to a cumulative value when the stock's price goes up, subtract volume from the same cumulative value if the stock's price goes down and repeat this step for every trading bar then you will end up with the first and most popular technical analysis...
No notes
|
Composite
Medium
|
|
|
The current downloader gets COT or Commitments of Traders report for financial futures. It gets data for several futures including:
Swiss Fance, British Pound Sterling, Euro FX, Japense Yen, Russian Ruble, DJIA, Dow Jones Industrial Average, S&P 500, E-Mini S&P 500, NASDAQ 100, Sussell 2000, Nikkei Stock Average, E-Mini MSCI,...
No notes
|
Downloader
Medium
|
|
|
Download historical economic releases data (Economic Calendar) for several currencies (EUR, USD, JPY, GBP, CHF, AUD, CAD, and NZD)
The event releases, their importance, the actual and forecast values as well as the release date and time are downloaded by this item. The data spans from May 2007 to present...
No notes
|
Downloader
Advanced
|
|
|
The Short Cover Simulation Indicator is a technical analysis tool that allows you to transform any short and cover rules into a measure of the performance of a trading strategy that shorts a stock given the short rules you have specified and covers it given your cover rules.
The short cover...
No notes
|
Indicator
Medium
|
|
|
This is a quick script to pull some data from portfolios and write them into a common csv file for later analysis. This should be a workaround until portfolio stats are accesible from Scripts. Then we rather pull them there and do analysis within QS, Azouz will include this in...
No notes
|
Money Manag.
Medium
Private
|
|
|
This download item gets historical intraday data for free for U.S. Stocks. The trading object downloads 1 minute bars for several days and it gets the close, open, high, low and volume fields. Once the data is downloaded you can display intraday charts using any timeframe equal or higher...
No notes
|
Downloader
Medium
|
|
|
Floor Pivots for Intraday Trading
Based on:
http://www.quantshare.com/item-995-floor-traders-pivots&kbaseid=item-995-2755-1542
...
No notes
|
Rules
Medium
|
|
|
|
|
Here is a download item that will allow you to retrieve daily historical continuous contract data for CME Eurodollar futures. It gets non-adjusted price based on spot-month continuous contract calculations.
Eurodollar futures are interest-rate derivatives based on the LIBRO. These 3-Month Eurodollar futures are traded on the CME or Chicago Mercantile...
No notes
|
Downloader
Advanced
|
|
|
buy sell signal is very good for trading. down load it...
No notes
|
Trading System
Medium
|
|
|
|
|
A Wedge is a technical chart pattern that is composited of two converging lines that connect peaks and troughs.
Wedges and triangles are both formed by two trendlines, the difference between these two chart patterns is that a triangle, whether it is an ascending or descending triangle, contains an horizontal...
No notes
|
Downloader
Medium
|
|
|
The "LastSplitInDays" function returns the number of days that remains for the next split ex-date for the analyzed stock.
It uses data downloaded using the following item: 1498
The function returns:
A positive value: If the next stock split is in the future. In that case it returns the number of days to...
No notes
|
Indicator
Medium
Private
|
|
|
Sort objects
Subscribe to trading items feed
