Click here to Login








AAII Sentiment Survey - Historical Data

by Caleb, 2587 days ago
Share |


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 six months. Investor sentiment is classified as being bullish, neutral or bearish. Each week, AAII reports the pool results and gives the percentage of members that are bullish, the percentage of those that are bearish and the percentage of neutral members.

AAII sentiment survey is frequently used as a contrarian indicator where a high number of bullish or bearish investors often corresponds to a high likelihood of changes in the direction of the stock market.

This trading object gets the AAII sentiment survey historical data beginning from 1987 to present. The data is available in Excel format and after being parsed it is associated with three ticker symbols and saved in the Quotes database. The symbols are: ^AAII_BULLISH, ^AAII_BEARISH and ^AAII_NEUTRAL.

Because the survey is conducted every week, traders usually smoothes the time-series or ratio/indicator, derived from the AAII sentiment survey, using a four-week moving average. An example of ratio that uses the percentage of AAII sentiment survey bullish and bearish members is the AAII Bull Ratio. The ratio is computed by dividing the percentage of bullish traders by the sum of the percentage of bullish and bearish traders. Note that the sum of bullish and bearish traders is not equal to 100% because in order to reach that number we should also add the percentage of neutral traders.




You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 723


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Intraday Historical Data - Alphavantage (by QuantShare, uploaded few weeks ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 46 Notes Report an item
NYSE Up-Down Volume Ratio - Historical & Intraday (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 28 Notes Report an item
FAO Food Price Index (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 10 Notes Report an item
St. Louis Fed Financial Stress Index (by The trader, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 21 Notes Report an item
Historical Earnings Surprise, EPS and Consensus Data (by Patrick Fonce, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 201 Notes Report an item
EOD Data for Futures (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 510 Notes Report an item
Economic Confidence Index (by bug man, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 16 Notes Report an item
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

Technical Analysis


Fundamental Analysis



Random Blog Posts

Stock Market Prediction with QuantShare

Stock Market Prediction

Trading Indicators using the Rank and Percentile functions

How to Create Custom Metrics for Your Trading Positions

How to search for a trading item

How to create market indicators using the composite function - Part 3

How to create market indicators using the composite function - Part 2

Create a Pivot Table that displays the Relative Strength Index - RSI

Show All

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






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 2018 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.