Nasdaq 100 Constituents as of 1/20/2011...
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Symbols
Basic
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This pivot table displays the number of stocks for each industry.
Each industry is displayed in a row and a second column "Count" would display the number of stocks that belong to each industry.
You would need to update the industry field of each stock first. You can let QuantShare do that...
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Pivot Table
Medium
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Camarilla Pivot Points can be displayed on a chart using this drawing tool. By moving the mouse cursor over a chart, this item shows the pivot point, 4 support lines and 4 resistance lines for the selected bar.
The support and resistance pivot points created by the camarilla equation uses the...
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Drawing Tool
Medium
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Choppiness index is an indicator used to measure the degree in trendiness and in choppiness in a market.
It uses a 0-100 scale and includes an upper and a lower bands respectively corresponding to Fibonacci 61.80 and 38.20 numbers. While CI values below 31.80 mean a trending market, those above 61.80...
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Indicator
Medium
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This money management script allows you to set a number of days to wait before purchasing a security that you have sold previously.
Imagine you purchased GOOG then sold it after few days on 5 July 2015. After 5 days your system generates a new buy signal to purchase GOOG again.
By...
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Money Manag.
Medium
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Total Power Indicator is a technical analysis tool based on the bull power and bear power indicators, which can be downloaded here: 1243.
The indicator measures the number of bullish and bearish trend bars for a specific lookback period. It then calculates the proportion of bears and bulls within this period....
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Indicator
Medium
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After backtesting a trading system, you can create a ticker symbol from the strategy's equity by right clicking on the equity chart (in the simulation report) then selecting "Equity to Symbol" option.
This money management script allows you to automate this process by creating a ticker symbol for your strategy's equity...
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Money Manag.
Medium
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This function
a) provides exact Finonacci retracement and extension levels
b) allows optimization regarding different Fibonacci levels, for instance:
Optimize("fibo_index", 0, 7, 1);
var = fibonacci(fibo_index); ...
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Indicator
Medium
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The Relative Vigor Index is an oscillator introduced by John Ehder. Described in an article entitled 'Something old, something new' in the Technical Analysis of Stocks and Commodities magazine in January 2002 edition, the RVI combines modern digital signal processing with the classical market technical analysis.
In fact, the RVI...
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Indicator
Medium
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This list of trading rules contains seven rules based on price channel indicators (Bollinger Bands, Donchian Channels, Keltner Channel, Volatility Channels, Standard Error Bands, Adaptive Price Channel and Moving Average Envelopes).
Each rule contains five variations where each variation uses a different lookback period. In price channels, the lookback period is...
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Rules
Medium
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"GetField" is a function that gets a word among a list of words given an index provided as parameter to the function.
The function is mainly used in quantitative trading to optimize News driven trading systems and it works as follows:
...
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Indicator
Medium
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This system is a very frequent trading system. The basic is as follows:
1. The system purchases stocks at the limit price based on the previous day.
2. If the trade is executed, the stock will be sold at the limit price of high the following day. If...
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Trading System
Medium
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This market indicator returns the number of stocks upgraded by analysts minus the number of stocks downgraded. A stock upgrade occurs when an analyst increases the investment rating of a company. An upgrade often happens when the company financials and fundamentals show improvements.
Analyst downgrades or upgrades data is retrieved using...
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Composite
Medium
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Historical EDO quotes for stocks listed on Euronext Lisbon, formerly known as the Lisbon Stock Exchange, are provided by Euronext. The data is available for download in the NYSE Euronext website. The download item requires a list of ticker symbols for Lisbon Stocks that contains the Euronext Code in the...
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Downloader
Medium
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The number of oversold stocks is a market timing indicator. It is computed by calculating the number of stocks whose Relative Strength Index value (RSI) is lower than 30. The Relative Strength Index or RSI is a very popular technical analysis indicator developed by J. Welles Wilder and used by...
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Composite
Medium
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357 is a trading object I have uploaded few months ago. It downloads options put and call volume for each US stock. It gets the data from the Options Clearing Corporation - OCC - website and stores it in a custom database.
The Put Call Volume Comparison Indicator uses this data...
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Composite
Medium
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The next chart display different treasury yield curves for different maturities:
...
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Indicator
Advanced
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This item downloads historical quotes data for ten currency pairs. The data is provided by Finam and it spans from 2001 to present for most pairs.
The following currency pairs are available:
Japanese Yen / Swiss Franc - CHFJPY
Euro / Swiss Franc - EURCHF ...
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Downloader
Medium
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In the 1980s, John Bollinger created a technical analysis indicator called the Bollinger Bands. It consists of three bands: the middle band, the upper band and the lower band.
The middle band is an N-Period SMA (Simple moving average). The lower band is the middle band minus X times an N-period...
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Composite
Medium
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The object gets a list of companies that are either upgraded or downgraded by analysts for the current trading day. Analysts working for brokerage firms track the performance of thousands of U.S. companies. An analyst upgrades a company if he/she thinks that the company stock price is underpriced, and downgrades...
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Downloader
Medium
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This strategy enters a position in the S&P 500 Index (SPY or ^GSPC) when previous week return is negative (Return is calculated based on Monday open price and Friday close price), the trade is closed at the end of the week on Friday. No stop rules are defined.
The trading system...
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Trading System
Medium
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Unlike most EOD data downloaders for the U.S. Market, which get data by ticker symbol, this trading object gets historical data by date. It downloads end of day data for all U.S. Stocks (More than 7000 stocks from the New York Stock Exchange, American Stock Exchange and NASDAQ) and for...
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Downloader
Medium
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This is a survivorship bias-free S&P 500 database downloader. With this downloader you will be able to test your strategies with more realistic expectations.
I have created this script thanks to this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500.
Original author is Quantshare Team. Thank You QS!
...
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Downloader
Medium
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This component gets historical OHLCV data for all stocks and ETFs listed on the LSE (London Stock Exchange).
The downloader accepts ticker symbols with and without a suffix. If a suffix is found (SLVR.L for example) then it will remove it and pass the new ticker symbol (SLVR) to the next...
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Downloader
Medium
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This watchlist shows you whether a stock is outperforming or underperforming the S&P 500 Index on a daily basis over the previous days. It calculates the number of trading bars where the one-bar rate of change of a stock (today close price compared to yesterday's close) is higher than one-bar...
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Watch List
Medium
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The normalized close price indicator calculates the price movement of a security by starting with a 100 base value at a specific date.
You just need to specify a start/base date and a security name (optional - if empty then the currently analyzed security will be used) and this function will...
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Indicator
Medium
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Inspired by Butler (2012) Adaptive Asset Allocation: A Primer (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2328254)
"The paper addresses flaws in the traditional application of Modern Portfolio Theory related to Strategic Asset Allocation. Estimates of parameters for portfolio optimization based on long-term observed average values are shown to be inferior to alternative estimates based on observations over...
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Trading System
Advanced
Private
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This item downloads historical quotes data for the index option symbols listed in the international securities exchange (LSE). The symbol filter is ready and you just need to press the download button to get the lasted quotes data. But before that, you have to download the list of option indexes...
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Downloader
Medium
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Investing in ETFs incurs some costs for the investors who besides commissions, spreads and other market related costs must also pay for the fund expenses which include portfolio management, administration and other various costs.
Depending on the exchange traded funds you are investing in, funds costs can greatly vary. Note that...
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Downloader
Medium
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After the NASDAQ, Boston stock exchange and the New York stock, here is an item that gets National stock exchange short selling data. The data is available at the exchange website (http://www.nsx.com).
The National Stock Exchange is an exchange based in Chicago, Illinois. It was founded in 1885 in Cincinnati (Ohio)...
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Downloader
Medium
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This item downloads historical EOD (end of day) quotes for companies listed in the ASX or the Australian securities exchange.
The data is downloaded from the following website: float.com.au. A small pre-script is applied to remove lines where the prices are set to zero. This happen sometimes with some tickers and...
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Downloader
Medium
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Here is an option chains and LEAPS downloader that can get data for options traded on U.S. exchanges.
You just need to enter the underlying securities in the "Symbols" tab, click on "Start Downloading" to get options data for all strikes and expiration dates.
Example: ...
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Downloader
Medium
Private
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Download the most recent financial fundamental data from finviz.com for stocks listed in US stock exchanges. 12 items for more than 6000 ticker symbols are downloaded by this item.
This downloader should be run every week in order to build an historical fundamental database. The data is stored in a...
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Downloader
Medium
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NEPSE is the abbreviation of the Nepal Stock Exchange, the only stock exchange of Nepal. There are about 370 companies listed on that exchange and they account for more than 10 U.S. dollars billion in equity market capitalization.
This downloader gets today's quote data for all companies listed on the Nepal...
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Downloader
Basic
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The Fed Watch RSS feed contains news about the Federal Reserve. Some traders, particularly bond and stock traders follow Federal Reserve Activity and try to quickly detect any sign of a potential increase or decrease in the Fed target rate.
Here are some examples of Fed news that appeared on July...
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Downloader
Medium
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A money management script that splits trading orders and executes these split orders on different dates.
The money management first updates the percentage of capital invested of the trading strategy. It then detects buy orders and saves the number of traded shares. Because we have updated the percentage of capital...
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Money Manag.
Medium
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This item creates an equal-weighted index given a basket of assets and a reference date. The close, open, high, low and volume fields of the index or composite are constructed based on the weight of each asset on the reference date.
By default, the reference date is set to the beginning...
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Composite
Medium
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In the rating system of the Motley Fool, each member predicts if a stock is going to outperform or underperform the S&P 500 Index in a given timeframe and based on these predictions a score or CAPS rating is given to each stock. The higher the CAPS rating is the...
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Downloader
Medium
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Here is an intraday data downloader that retrieves one-minute bars snapshot for ETFs and Stocks of several major exchanges. Intraday data can be downloaded for stocks listed on the majority of exchanges supported by Yahoo. This includes: The New York Stock Exchange, NASDAQ, OTC Exchanges, National Stock Exchange, Sao Paulo...
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Downloader
Medium
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This Forex indicator is almost the same as 554. It calculates the percentage of economic releases that are better than expected for a country. The difference is that this trading indicator doesn't take into account economic releases that have no forecast value.
Using the example provided here 554. This indicator will...
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Indicator
Medium
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