DO NOT EDIT THIS PAGE!! This page is automatically generated by PageComment macro.
,0 c-69-140-13-32 2007-06-02 02:14:19 I am Rafael Queral and would like to know more about this project. Does this project work in windows 2K and XL? How do I join this group? Please send your answers to queralra@hotmail.com. Thank you.
,0 PeterMills 2007-06-03 21:03:47 Hi Rafael. This is not a group as such, just a personal project. This project is about better prediction and indicators as well as optimisation of a portfolio. I'm presently developing it (slowly) to be an add on to the iTrade project (see above in Software Tools). iTrade could be considered a team - there seems to be several contributors, but Gilles is the primary developer.
,0 PeterMills 2007-06-21 01:11:39 Yahoo update for ASX broken! The URL generated by itrade_import_yahoo.py in version 0.4.6: http://download.finance.yahoo.com/d/quotes.csv?a=00&b=11&c=2007&d=05&e=20&f=2007&s=CBA.AX&y=0&g=d&ignore=.csv doesn't work. If the normal Yahoo web site is used to get price history, the URL looks like: http://ichart.finance.yahoo.com/table.csv?s=RIO.AX&d=5&e=20&f=2007&g=d&a=0&b=4&c=2000&ignore=.csv
,0 PeterMills 2007-06-21 01:47:46 Yahoo history update for ASX fixed now! It seems that a change in iTrade code from using http://ichart.finance.yahoo.com/table.csv to http://download.finance.yahoo.com/d/quotes.csv as the URL lead-in, needed to be reverted back to the ichart original. I'm not sure why it has changed, nor why it needs to change back for ASX codes (others as well?).
,0 PeterMills 2007-07-30 11:37:15 Source of undelayed real-time quotes for ASX Looks like e-Trade provides undelayed quotes in a relatively plain html format which should be easily parseable. The link for this is: https://invest.etrade.com.au/QuotesAndResearch/Shares/Quote.aspx?symbol=CODE&tab=Quotes where CODE is the ASX ticker code.
,0 128 2008-04-28 12:53:56 Who are you? What is your background? Your use of the term indicator in connection with the P/E ratio seems to imply a certain subtlety; please expand.
,0 PeterMills 2008-05-18 20:36:41 In reply to 128 Given the brevity of your sig, it seems a little ironic to be asking such questions without giving a reason. Never-the-less, I'm a charitable person, so here goes: My background is in Engineering Process Control, including time-series modelling and model identification, both phenomenological and black-box. I'm not sure how to answer the "who are you?" - my sig is my name. There is nothing specific re P/E in my descriptions. It is used merely as an example of the type of indicator that is common in stockmarket "technical analysis". If it provides any sort of predictive information, it might be useful as an input (with some pre-processing) to a NN prediction model.
,0 PeterMills 2009-03-07 20:25:01 Development Halted Due to the Global Financial Crisis, it will be some time before any technical analysis of stock histories will be useful. Thus, work on this project has been suspended indefinitely. I've put it back into CategoryIdea (for later review).
,0 PeterMills 2010-08-03 18:04:08 Development Restarted Since the GFC seems behind us and more "predictable" stockmarket conditions have returned, I've restarted development. However, there are a few changes: iTrade seems no longer actively developed, so this doesn't seem like a good tool to use as an interface. Instead development has switched to using Leo as the frond-end - some relevant features of Leo: * Leo - A Literate Programming and Outliner tool written in Python * quite a reasonable IDE * can serve as development and deployment user interface (buttons and commands structure as well as displaying text information) * can hold lots of configuration information and output reports * highly scriptable with internal python code * very configurable
,0 PeterMills 2011-10-27 20:41:31 Existing Code for Modern Portfolio Theory I've found code that has similar objectives to what I've been trying to code. It may not be exactly what I want but should provide ideas and snippets which could be useful, and also ensure I keep the benefit of some established theory. 'risky-business' code - looks good and has a GUI; don't know if it works yet - http://code.google.com/p/risky-business/ 'portfolio_metrics' code (Travis Vaught) - recent and maybe still being worked on: - blog and description - http://travisvaught.blogspot.com/2011/09/modern-portfolio-theory-python.html - code location - https://github.com/tvaught/experimental/tree/master/portfolio_metrics
,0 PeterMills 2011-10-27 20:46:56 Wikipedia Article There is a very comprehensive article on MPT - http://en.wikipedia.org/wiki/Modern_portfolio_theory
,0 PeterMills 2011-10-30 20:17:32 Formula for Estimating Risk of a Portfolio of Stocks with Correlation: http://www.ivolatility.com/doc/Dispersion_Article.pdf
,0 PeterMills 2011-11-16 08:30:12 Interesting Discussion on Yield Curves Potentially an alternative to a simple single contant growth model: http://www.bruunisejs.dk/PythonHacks/rstFiles/300%20Thoughts%20on%20finance.html