Messages In This Digest (4 Messages)
- 1a.
- easy downloads of current price / eod data From: Subu S
- 1b.
- Re: easy downloads of current price / eod data From: Randy Harmelink
- 2a.
- Correlation Data From: oyz79
- 2b.
- Re: Correlation Data From: Randy Harmelink
Messages
- 1a.
-
easy downloads of current price / eod data
Posted by: "Subu S" mail_to_subu@yahoo.com mail_to_subu
Tue May 15, 2012 12:15 pm (PDT)
Dear Members
- Thanks to various contributions and ideas here, I have a sp sheet to check cash flows of listed stock (lets call it the "cash flow" sheet).
- This sp sheet uses annual (and some quarterly data) cash flow etc data .
- Since these data do NOT change often, and to avoid frequent use web pages (web page retrievals ), I created a spread sheet with the cash flow and other relevant data. Using the smfUpdateDownloadTable macro (lets call this the "data spread sheet" )
- Then I linked the "cash flow" sheet to the data sheet to fetch data easily from the "data sheet"
- This saves me time and a lot of web page retrievals
- But ... I have one problem ... that is fetching the current price (at least a recent enough price)
- Since most analysis / valuations need comparison to the current price, I am forced to fetch this often and fetching the current price means at least 1 web page retrieval per scrip I study, and this partially defeats the purpose (or reduced use of SMF functions and web page retrievals)
- To solve this, are there free end of day / end of week prices available on some web page ? I do NOT need intra day etc ...even yesterday's prices should do for my requirements
- one option *may* be to run a very simple / liberal screen on yahoo finance and download the results to an xl / CSV file ... but I felt this group would have more innovative solutions and so posted here
- if there isn't one what are the more reliable + reasonable paid options for eod data of US , North American Equity
Thanks in advance
regards
Subu
- 1b.
-
Re: easy downloads of current price / eod data
Posted by: "Randy Harmelink" rharmelink@gmail.com rharmelink
Tue May 15, 2012 1:33 pm (PDT)
RCHGetYahooQuotes() can get current prices on up to 200 stocks in one
Internet access.
On Tue, May 15, 2012 at 12:15 PM, Subu S <mail_to_subu@yahoo.com > wrote:
> Dear Members
>
> - Thanks to various contributions and ideas here, I have a sp sheet to
> check cash flows of listed stock (lets call it the "cash flow" sheet).
> - This sp sheet uses annual (and some quarterly data) cash flow etc data .
> - Since these data do NOT change often, and to avoid frequent use web
> pages (web page retrievals ), I created a spread sheet with the cash flow
> and other relevant data. Using the smfUpdateDownloadTable macro (lets call
> this the "data spread sheet" )
> - Then I linked the "cash flow" sheet to the data sheet to fetch data
> easily from the "data sheet"
> - This saves me time and a lot of web page retrievals
>
> - But ... I have one problem ... that is fetching the current price (at
> least a recent enough price)
>
> - Since most analysis / valuations need comparison to the current price, I
> am forced to fetch this often and fetching the current price means at least
> 1 web page retrieval per scrip I study, and this partially defeats the
> purpose (or reduced use of SMF functions and web page retrievals)
>
> - To solve this, are there free end of day / end of week prices available
> on some web page ? I do NOT need intra day etc ...even yesterday's prices
> should do for my requirements
>
> - one option *may* be to run a very simple / liberal screen on yahoo
> finance and download the results to an xl / CSV file ... but I felt this
> group would have more innovative solutions and so posted here
>
> - if there isn't one what are the more reliable + reasonable paid options
> for eod data of US , North American Equity
>
- 2a.
-
Correlation Data
Posted by: "oyz79" oyz79@yahoo.com oyz79
Tue May 15, 2012 8:56 pm (PDT)
I am trying to create a historical correlation matrix for multiple ETFs I have in an smf compatible spreadsheet.
I have the daily closing price data importing into excel from yahoo. However, I am struggling with how to best calculate and create a correlation matrix (for example the 20 day historical correlation) for a list of 10 ETFs.
Has anyone done this in excel? I know there is a correlation function in excel but I am struggling with how to write the actual formula. Any suggestions?
- 2b.
-
Re: Correlation Data
Posted by: "Randy Harmelink" rharmelink@gmail.com rharmelink
Tue May 15, 2012 9:10 pm (PDT)
I think all you would do is:
=CORREL(adjusted_closing_prices_ of_equity_ 1,adjusted_ closing_prices_ of_equity_ 2)
On Tue, May 15, 2012 at 8:56 PM, oyz79 <oyz79@yahoo.com > wrote:
> I am trying to create a historical correlation matrix for multiple ETFs I
> have in an smf compatible spreadsheet.
>
> I have the daily closing price data importing into excel from yahoo.
> However, I am struggling with how to best calculate and create a
> correlation matrix (for example the 20 day historical correlation) for a
> list of 10 ETFs.
>
> Has anyone done this in excel? I know there is a correlation function in
> excel but I am struggling with how to write the actual formula. Any
> suggestions?
>
Need to Reply?
Click one of the "Reply" links to respond to a specific message in the Daily Digest.
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Individual | Switch format to Traditional
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe
Tidak ada komentar:
Posting Komentar