Mergers and acquisitions or M&A, is about companies buying, selling, or merging with other companies.
The process of merging generally benefit both companies and thus improve theirs growth or/and profitability.
Acquisition is when one company takes the control of another one by buying shares of the targeted company.
This downloader downloads the...
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Downloader
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Download stock Headlines from yahoo website.
Just select the symbols and press download.
The news will be saved in a database whose name is 'yahoo_news'.
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Downloader
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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
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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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Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have an account of $100,000, @ 1.5% risk, the first trade risk will be $1500. $1500 is not the same as margin used...
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Money Manag.
Medium
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Test of long/short market filter based on cross of two Stochastics running 2x long SP500 (SSO) / 2x short SP500 (SDS).
Initial performance (Cagr +40%, Sharpe >1) seems interesting in some market times, but needs additional filters for stability and reduce high drawdowns. I post here if somebody is interested...
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Trading System
Medium
Private
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This list of symbols includes Indices, Forex and Futures symbols. It can be used with the following end-of-day historical data downloader: 226. The list is composed of 13 indices, 15 forex pairs and 62 futures contracts.
The symbols' list data includes the symbol name, the security name and the security group...
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Symbols
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The Reward/Risk drawing tool would allow you to click somewhere on a chart to define a trade entry price, stop price and a target price. It then displays the stop and distance from the entry price as well as the Reward/Risk ratio.
A value of 1 means that the based...
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Drawing Tool
Medium
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The Open ARMS Index, also called Open-10 TRIN or Open Trading Index, is a smoothed version of the Arms Index.
This market breadth indicator uses the advancing/declining issues and the advancing/declining volume to measure the strength of the market.
The Open-10 TRIN is created by the composite plug-in and its formula consists...
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Composite
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The International Securities Exchange (ISE), which is an fully electronic options market based in the United States, releases a put/call ratio (ISEE Index) that uses a different calculation methodology (to be more precise, it doesn't use all the call and put volume) than the put/call ratios calculated by many other...
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Downloader
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If you want to calculate the return of a time series (example: stock's price) since a specific event or condition occurred then you can download this function and use it as follows:
Example 1: Stock return since the beginning of the year
cond = year() != ref(year(), 1); ...
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Indicator
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The S&P 500 earnings and estimate report shows the consensus expected earnings per share and price earnings ratio of the S&P 500 Index.
The report is released by The Standard & POOR's company.
This item creates and downloads historical data for the following ticker symbols:
^Earnings_Bottomup: Operating earnings per share (bottom up estimations) ...
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Downloader
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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 ...
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Trading System
Basic
Private
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This is certainly a unique indicator/composite index. It combines the data of two popular and commonly used technical analysis patterns to create an index that tells whether the bullish pattern or the bearish pattern is dominating the market.
These technical analysis patterns are the Head and Shoulders and the Head and...
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Composite
Medium
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iPath Exchange Traded Notes, ETNs, are unsecured debt securities, delivered by Barclays Bank PLC, that offers investors a way to track and earn from the return of strategies or market indices.
ETNs follow the performance of a benchmark or market index; the iPath EUR/USD Exchange Rate ETN for example, tracks the...
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Downloader
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The "HhvLlv" function returns the highest or the lowest value of a time series over a preceding period. Unlike the built-in "hhv" and "llv" functions, this function accepts dynamic lookback periods. This means that you can get, for example, the highest high of a stock over a non-constant period.
Here...
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Indicator
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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Mean-variance optimization (the implementation of Markowitz's modern portfolio theory) basically allows one to find the optimal weights of assets in a portfolio that maximizes expected return given a level of risk/variance, or equivalently, minimize risk/variance given a level of expected return. The biggest ingredient in mean-variance optimization is the covariance...
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Trading System
Medium
Private
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This system seeks to exploit a pattern where if the previous two days didn't have a gap up open from the previous close exceeding 0.2%, then there's an higher chance that the next overnight session will gap up.
The system buys the close and sells at the next open. It works...
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Trading System
Medium
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An increase in volume can be detected in several ways. For example, you can calculate the ratio of the total volume in the last five bars to the volume of the last 50 days. The higher the ratio is the higher the increase of the volume during the last days.
Here...
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Screen
Medium
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This money management script allows you to add a trailing stop to your trading strategy AFTER a condition is met. For example, the script will allow you to set a 2% trailing stop after RSI(2) > 70.
The script accepts two inputs from the user: the condition to evaluate, and...
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Money Manag.
Medium
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The NASDAQ OMX Tallinn, Riga and Vilnius are three stock exchanges and are part of the Baltic Market. They are owned by the NASDAQ OMX Group, Inc. one of the world's largest exchange company.
The OMX Baltic Exchange - Tallinn is a stock exchange based in Estonia. It is a leading...
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Symbols
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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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Ehler's supersmooter filter - another moving average - but very good.
Example: plot (SupSmoot(50), "Ehler's SuperSmooter",colorpink);...
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Indicator
Basic
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After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...
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Downloader
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A triangle is a chart pattern formed when two trendlines are converging. When the resistance line is increasing and the support line is horizontal, we call this chart pattern an ascending triangle. When the support line is decreasing and the resistance line is horizontal, we call it a descending triangle....
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Screen
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This item downloads Ownership data for US stocks. The data is downloaded from the finviz website and a total of nine ownership ratios are retrieved. The fundamental ratios are stored into the following database 'fund_ownsership', which is a custom historical database.
Each time you run the downloader, a pre-script that I...
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Downloader
Medium
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The National Stock Exchange of India website reports Short Selling volume for NSE-listed companies. The data spans from 2008 to present. The current item downloads this short selling data and stores it into a custom database. The database (nse_shortselling) is automatically created the first time you download the data. It...
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Downloader
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This downloader gets EOD continuous data for several futures contracts.
The data is downloaded for several years (+20 years).
Here is the list of futures that you can get with this item (58 symbols): ...
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Downloader
Medium
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The short indicator tells you whether to short the current security or not based on an indicator previous performance.
For each bar, this indicator will calculate the performance of another indicator for the past bars. It will simulate a short and cover after n-bars when the provided indicator gives a...
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Indicator
Medium
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This item downloads last implied volatility data for U.S. stocks. The implied volatility is calculated from the options data for each stock.
Historical or statistical volatility is the past volatility of the underlying security and is measured using the annualized standard deviation. The implied volatility on the other hand is the...
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Downloader
Advanced
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As with the default horizontal line, this drawing item plots a horizontal line at the mouse Y position when you click on a chart. Beside that line, another line that corresponds to the distance between the horizontal line and the last close price is also drawn at the first bar...
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Drawing Tool
Medium
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The CBOE Russell 2000 BuyWrite Index is a benchmark index, created by the Chicago Board Options Exchange, which shows the performance of a hypothetical portfolio that uses an at-the-money buy-write strategy on the Russell 2000 Index. The Russell 2000, which ticker symbol is ^RUT (on most systems), is a small-cap...
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Downloader
Medium
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Here is an interesting screen that scans your stocks universe looking for the ones that are bouncing off their previous resistance line (Breakout followed by a bounce). The resistance line is calculated based on the "AutoSR" function and it uses 150 bars as period and 10 bars as lag value....
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Screen
Advanced
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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...
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Composite
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With that downloader you can get very accurate EOD and Intraday Data from equities, futures and forex.
This downloader is using the free API function getQuote() from Barchart.
You can found a detail description here: https://www.barchart.com/ondemand/api/getQuote
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Downloader
Medium
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The beta is a common metric used in evaluating stocks.
From money-zine:
"Perhaps the single most important measure of stock risk or volatility is a stock's beta. It's one of those at-a-glance measures that can provide serious stock analysts with insights into the movements of a particular stock relative...
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Indicator
Medium
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This download item gets one-minute intraday data for S&P CNX Nifty Index Futures. The data is available for the last five trading days.
The S&P CNX Nifty Index Futures is a futures on Index instrument where the underlying security is the S&P CNX Nifty. Historical data for the underlying index can...
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Downloader
Medium
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This is another economic calendar downloader item for Forex traders. The benefit of using this one over (202) is that the current item is much faster in downloading the data. The data is stored into a custom database 'economic_cal ' with the following fields: the event date, the event or...
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Downloader
Medium
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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...
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Downloader
Advanced
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