Click here to Login





                                                   Bonds and coupons

Back to threads - Tags: --
  0

0
Barbecue
2015-10-16 09:24:10


Hi,
I would like to know how to include bond coupons. The closest thing I found is that for a bond symbol for my local market I can load for a specific date, a dividend through Symbol ->Dividend. Is there a way to load all dates where a bond is paying coupons? For instance, many bonds pay coupons always at the same date and some pay always the same amount. I would like to be able to click a check box that says "repeats every year until" or something like that.
Also, after I load the dividend, where do I check all the dividends and values loaded ?

When I run a simulation, is there any metric I could use to find out if I picked any coupons along the way ?

Thanks !



QuantShare
2015-10-19 04:27:55

  0

You can use the global script to programmatically specify bond coupons (tools -> Script Editor). There are no metrics for that unless you implement your own using C# in the money management script.


No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
AAII Asset Allocation Survey: Stock Funds, Stocks, Bond Funds, Bo...
ETF Number of securities, percent stock and cash - Historical Dat...
Adaptive Trading System - Minimum Percent Winners and Percent Inv...
MAE and MFE of a Trading System
Highest and Lowest value over a dynamic period

How-to Lessons
Difference between the watchlist and the screener tools
How to download EOD quotes for active and valid stocks only
How to create trading rules based on Put and Call volume data
How to plot support and resistance lines automatically
How to create and trade a Neural Network model

Related Forum Threads
How to import reconstructed global sovereign bonds
pane drg and drop
indicator for 1 symbol in screener and simulation
Lists and Watchlists
Downloader - Login and Download a file

Blog Posts
Intermarket Analysis - Correlation and Trading Strategies
Backtesting a Strategy Based on Bond and Stock Index ETFs
How to create a trading system, screen and composite using earnin...
Trading System Analysis: Backtesting report and custom measures
How to create and backtest thousands of trading rules in less tha...









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 © 2024 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.