Download Forex historical data for 10 pairs.
You need to add the following symbols in order to use this downloader.
CHFJPY
EURCHF ...
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Download realtime tweets for the US stock market.
This downloader downloads tweets for each symbol and insert the parsed data into a custom database 'stocktwits'.
This database can be used for screening or backtesting purpose.
Example: A trading system that buys a stock if it has at least two tweets, in the same...
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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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Rules that capture the following patterns:
Stock falls from a high to a low within x bars, the high and low of the last y bars
Stock rises from a low to a high within x bars, the high and low of the last y bars
Plotting these rules on a chart help...
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Rules
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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The advance indicator counts the number of advancing stocks in a specific market, while the decline indicator counts the number of stocks that are declining.
This item downloads the number of advancing and declining issues of the following markets: New York Stock Exchange (NYSE), American Stock Exchange (Amex) and National Association...
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I have searched the internet and can't find any single source of analyst upgrades and downgrades data that can be downloaded.
Either the data is in html or you have to subscribe to a paid service in order to download the data.
Hopefully I found a website, streetinsider.com, who offers the data...
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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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Insider trading data are data reported by company insiders to the Securities and Exchange Commission (SEC). It could be a director who sold some shares in the company stock, or a CEO who bought 1000 shares of the company he works for.
Insider trading data could be downloaded from the SEC...
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The Copenhagen Stock Exchange is the Denmark's official market for securities.
Shares, bonds, treasury bills and notes, future and options are traded in the CSE (Copenhagen Stock Exchange).
The CSE main index, C20 Index lists 20 Danish blue chips.
This symbol list contains information about 189 companies from Denmark. ...
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Symbols
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This item creates three metrics when analyzing a list of trading rules.
The object classify trading rules output or return into three categories.
The categories are:
Position whose holding period is below 10 bars
Position whose holding period is below 40 bars ...
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Rule Metrics
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This is a custom formula that calculates the put and call prices of European style options.
This Black-Scholes Option Pricing Model function accepts six parameters.
The first parameter is used to specify whether we want to calculate a put or a call, set 'p' for put and 'c' for call.
The others parameters...
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Indicator
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These masks uses some formulas to determine how far is the time-series current value from its high and low of the x preceding bars.
The first mask calculates the distance in percentage between the time-series and its high, while the second use the same calculation but for the low.
The last one...
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Rules Mask
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Download news data for companies listed in US Stock market.
The data is downloaded from a RSS news feed provided by Google, it is then parsed then inserted into a QuantShare custom database.
This RSS news feed item create a database whose name is 'google_news'.
This database contains 3 columns. ...
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This is the Yang and Zhang extension of the Garman and Klass historical volatility estimator.
The equation was modified to include the logarithm of the open price divided by the preceding close price. As a result, this function uses the open, high, low and close prices to estimate volatility.
This modification allows...
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Indicator
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The Chile stock market is relatively small compared to others American stock exchanges.
The Santiago Stock Exchange is the Chile's main stock exchange. This exchange lists stocks, bonds, stock options, futures as well as gold and silver coins.
This list contains the details of companies listed on the Santiago stock exchange; the...
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Symbols
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The drawdown measures the decline of a time-series from an historical peak; generally the drawdown is used to analyze portfolio equities.
The maximum drawdown will then let you know how much money a portfolio has lost (or the maximum portfolio value decline) during the investing/backtesting period and therefore the drawdown...
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Indicator
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This list contains 42 trading rules. These rules use the close and open prices to detect simple patterns like:
The close price is higher the close price of yesterday.
The open price is near the low price for the day.
The close price is lower than the low price of the day...
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Rules
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This is a list of volatility-related indexes. The indexes are calculated by the Chicago board options exchange and are measures of the market expectation of the near-term volatility of the underlying securities.
These indexes track implicit volatility and their prices are calculated using the implicit volatility of the underlying security options...
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The DeMark's DeMarker is a technical indicator that attempts to measure the demand of an asset by comparing the high and low prices with the previous high/low prices.
It is composed of two others indicators which are DeMax and DeMin. The first compares the current bar high with the previous bar...
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A list of trading rules using the DeMark's DeMarker indicator. This list consists of 6 QuantShare trading rules and each one of them has 20 variations which bring the total to 120 trading rules.
I have backtested this list again a small portion of US Stock Symbols, and come up with...
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Rules
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The current downloader downloads Market Capitalization data for the US Stock market companies that trade in the New York stock exchange (NYSE), NASDAQ and OTC.
A stock market capitalization could be considered as the company's net worth.
It is calculated by multiplying the company stock price by the number of shares outstanding.
If...
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SocialPicks is a community for stock traders and investors to share investment ideas, rate stocks and track other users' investment decisions and performance. Each investor can express his opinion regarding a particular stock; he can then decide whether his is bullish (initiate a buy) or bearish (initiate a sell) on...
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Implicit volatility is a measure of the expected volatility of a security.
Unlike the historical volatility that is directly calculated from previous bars (the standard deviation measure is generally used); the implicit volatility doesn't look into past bars and is calculated using the Black-Scholes option pricing model.
The VIX index is...
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Rules
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This downloader gets analyst comments from an RSS feed at the streetinsider.com and insert the extracted data into your local database. The 'analyst_comments' database that will be created contains two columns, the date and the title. The title column will contain the analyst comments for a particular stock, and the...
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Get dividends information for US companies. The data is parsed from an RSS feed and is inserted into a database whose name is 'dividends_rss'. This database has a date and a title column. The title generally contains useful information about the dividend being paid by the company. It also usually...
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Forexrate RSS feed is a downloader that load forex RSS feed news from the forexrate.co.uk website and insert the data into 'forexrate_rss' database.
The RSS feed items are not associated with any currency pair. The downloader will create a symbol 'forexrate_rss' and assign the downloaded forex news to it.
To be able...
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The Ease of Movement Indicator or the Arms Index was developed by Richard Arms, Jr. The indicator shows the link between volume and price change, it determines the ease at which prices are moving. Its formula uses the current and previous high and low prices as well as the...
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Indicator
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Price and Volume Trend, also called PVT, is a technical analysis indicator that is similar to the On-balance Volume. While the On-balance volume adds up the volume value for each bar times 1 or -1 depending on whether the close is higher or lower than the previous close, the Price...
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Indicator
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The Force index is an index developed by Dr Alexander Elder. It measures the strength of bulls and bears in the market. The formula uses both close prices and volume data. It is calculated by subtracting the yesterday close price from today (current bar) close price, then multiplying the result...
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Get real-time alerts from Media sentiment. This service provides different kinds of alerts concerning US stocks. These alerts are issued for stocks that are likely to experience a big move in the near future. They are generated when a company management releases its earning news report. Media sentiment analyzes this...
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This is an item that downloads historical data regarding the number of issues that are making a new 52-week high and those that are making a new 52-week low. These two time-series (52-week highs and 52-week lows) are downloaded for each US stock exchange (NYSE, AMEX and NASDAQ). In total,...
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Downloader
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Download news headlines from the smartmoney.com custom ticker-based news RSS feed.
Smartmoney website provides news for US stock companies from the following sources: PR Newswire, Business Wire, Down Jones Business News...
The news database name is 'news_smartmoney' and it consists of four columns where the first column contains the news date, the...
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Downloads Market yields on Treasury inflation protected securities, or TIPS, adjusted to constant maturities. The data comes from the U.S Federal Reserve website and is updated on a daily-basis.
The item adds and fills 4 symbols: TIPS yields at 5-year constant maturity, TIPS yields at 7-year constant maturity, TIPS yields at...
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Tadawul is the Saudi Arabia unique stock exchange.
The Saudi stock market is the biggest market in the Arab world by market capitalization. The stock market capitalization exceeds the 55 billion US dollars.
Only people belonging to the Gulf Cooperation Council (GCC) are allowed to invest in the Saudi Arabia...
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Symbols
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This downloader creates a symbol (^BANKHOLIDAY) as well as a custom database (bank_holidays). It then downloads a file that contains a list of bank holidays dates until 2020.
In fact, the data contains more than the bank holiday dates, it contains the date of each holiday, the holiday name, the holiday...
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This rules analyzer metric calculates the average output of each analyzed rule and on a per-symbol basis. The standard average output adds up the outputs generated by all the positions for all securities then divides this value by the number of positions.
The current metric adds up the outputs separately for...
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Rule Metrics
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Get measures of the foreign exchange value of the dollar from the Federal Reserve website. The dollar index is a measure of the performance of the US Dollar against a basket of currencies. The weights used to calculate the US dollar index change over time and are revised at least...
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The Colombian stock market is composed of three stock exchanges: Bogota Stock Exchange, Medellin Stock Exchange and Occidente Stock Exchange.
Colombia is a free market economy, its main language is Spanish and its currency is the Peso. It has a good supply of minerals and energy resources and has the largest...
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