5 New Messages
Digest #2597
2a
Re: Macro to to avoid unnecessary downloads & recalculation [1 Attac by "amitc@ymail.com" amitc@ymail.com
Messages
Sat Apr 27, 2013 11:41 am (PDT) . Posted by:
"schlange.meister" schlange.meister
Hello all
A colleague of mine was telling me about a way he invests. He takes the Friday close price from bloomberg (he has bloomberg terminal at work) for every week for the past 4 months and then determine weekly momentum and adds up to 4 month momentum.
He selects the top momentum stocks and then buys.
Is there an SMF add in that can do the same for me? I would like to see weekly momentum, 3 month momentum and 6 month momentum as well as some other indicators to show the strength of the trend.
How would you advise trying to do something like this, or what would you guys advise?
A colleague of mine was telling me about a way he invests. He takes the Friday close price from bloomberg (he has bloomberg terminal at work) for every week for the past 4 months and then determine weekly momentum and adds up to 4 month momentum.
He selects the top momentum stocks and then buys.
Is there an SMF add in that can do the same for me? I would like to see weekly momentum, 3 month momentum and 6 month momentum as well as some other indicators to show the strength of the trend.
How would you advise trying to do something like this, or what would you guys advise?
Sat Apr 27, 2013 2:23 pm (PDT) . Posted by:
"Randy Harmelink" rharmelink
FinViz has 1-week, 1-month, 3-month, and 6-month performance, and you can
download data for all the stocks in one Internet access (see the LINKS area
of the group for specifics).
On Sat, Apr 27, 2013 at 11:40 AM, schlange.meister <
schlange.meister@yahoo.com > wrote:
>
> A colleague of mine was telling me about a way he invests. He takes the
> Friday close price from bloomberg (he has bloomberg terminal at work) for
> every week for the past 4 months and then determine weekly momentum and
> adds up to 4 month momentum.
>
> He selects the top momentum stocks and then buys.
>
> Is there an SMF add in that can do the same for me? I would like to see
> weekly momentum, 3 month momentum and 6 month momentum as well as some
> other indicators to show the strength of the trend.
>
> How would you advise trying to do something like this, or what would you
> guys advise?
>
download data for all the stocks in one Internet access (see the LINKS area
of the group for specifics).
On Sat, Apr 27, 2013 at 11:40 AM, schlange.meister <
schlange.meister@
>
> A colleague of mine was telling me about a way he invests. He takes the
> Friday close price from bloomberg (he has bloomberg terminal at work) for
> every week for the past 4 months and then determine weekly momentum and
> adds up to 4 month momentum.
>
> He selects the top momentum stocks and then buys.
>
> Is there an SMF add in that can do the same for me? I would like to see
> weekly momentum, 3 month momentum and 6 month momentum as well as some
> other indicators to show the strength of the trend.
>
> How would you advise trying to do something like this, or what would you
> guys advise?
>
Sat Apr 27, 2013 12:29 pm (PDT) . Posted by:
"amitc@ymail.com" amitc@ymail.com
Hi Randy,
As far as I see, the tip does not apply for regular usage of the kind I have noticed.
For most investment schemes checks are done in specific interval, for example Moving average cross-over every week, these price are every 6 month, so the next value is not obtained right away and then there is no need to obtain older values if possible.
Amit
--- In smf_addin@yahoogroups.com , Randy Harmelink <rharmelink@...> wrote:
>
> Your workbook would update a lot faster if you used an array-entered
> smfPricesByDates(). Your current workbook is doing 80 Internet accesses,
> when it can be done with only 10.
>
> For example, B3 thru B10 could be this formula:
>
> =TRANSPOSE(smfPricesByDates(B$1,$A$3:$A$10))
>
> Then, you could even use your technique and copy columns rightward instead
> of rows downward.
>
> On Fri, Apr 26, 2013 at 4:19 PM, Amit Chaudhary <amitc@...> wrote:
>
> >
> > If you notice your spreadsheets as they grow large, take longer to load,
> > it might be due to downloading of data, recalculation, etc, this is
> > particularly heavy for xls with MA & other history downloads..
> >
> > I noticed that copying all, but first & last row as values makes it much
> > better.
> > To simplify this, I use a Macro, assign it to a button and then select
> > rows and press the button. The content of these rows are pasted back as
> > values.
> > Simple, but useful. A xls is attached which has the button & macro & some
> > rows of example SMF calls.
> >
> > Thanks for Randy's work on SMF-Addin, some of the excel work has been
> > eased for many of us, this is a small way of returning back.
> >
> >
>
As far as I see, the tip does not apply for regular usage of the kind I have noticed.
For most investment schemes checks are done in specific interval, for example Moving average cross-over every week, these price are every 6 month, so the next value is not obtained right away and then there is no need to obtain older values if possible.
Amit
--- In smf_addin@yahoogrou
>
> Your workbook would update a lot faster if you used an array-entered
> smfPricesByDates(
> when it can be done with only 10.
>
> For example, B3 thru B10 could be this formula:
>
> =TRANSPOSE(smfPrice
>
> Then, you could even use your technique and copy columns rightward instead
> of rows downward.
>
> On Fri, Apr 26, 2013 at 4:19 PM, Amit Chaudhary <amitc@..
>
> >
> > If you notice your spreadsheets as they grow large, take longer to load,
> > it might be due to downloading of data, recalculation, etc, this is
> > particularly heavy for xls with MA & other history downloads..
> >
> > I noticed that copying all, but first & last row as values makes it much
> > better.
> > To simplify this, I use a Macro, assign it to a button and then select
> > rows and press the button. The content of these rows are pasted back as
> > values.
> > Simple, but useful. A xls is attached which has the button & macro & some
> > rows of example SMF calls.
> >
> > Thanks for Randy's work on SMF-Addin, some of the excel work has been
> > eased for many of us, this is a small way of returning back.
> >
> >
>
Sat Apr 27, 2013 2:24 pm (PDT) . Posted by:
"Randy Harmelink" rharmelink
Because of dividends and stock splits, you do need to get the older values.
Otherwise, you don't know where the change in price is coming from.
On Sat, Apr 27, 2013 at 12:28 PM, amitc@ymail.com <amitc@ymail.com > wrote:
>
> For most investment schemes checks are done in specific interval, for
> example Moving average cross-over every week, these price are every 6
> month, so the next value is not obtained right away and then there is no
> need to obtain older values if possible.
>
Otherwise, you don't know where the change in price is coming from.
On Sat, Apr 27, 2013 at 12:28 PM, amitc@ymail.
>
> For most investment schemes checks are done in specific interval, for
> example Moving average cross-over every week, these price are every 6
> month, so the next value is not obtained right away and then there is no
> need to obtain older values if possible.
>
Sat Apr 27, 2013 5:10 pm (PDT) . Posted by:
"rkpatel215" rkpatel215
This message does not pertain specifically to the SMF addin, but thought this might be a good place to ask my question.
Does anyone know of a good open source (or pay as a secondary option) financial tool set for use in excel that has an extensive library of valuation functions? Specifically, i'm looking for something that supports discrete equity dividends and multiple underlying models, but am interested in other financial instruments as well. I have found some but often they only support continuous dividend models, which are hard to use for real equities reliably.
i've played around with QuantlibXL and Finansu, but not quite what i am looking for.
Any leads would be appreciated.
Thanks,
Rishi
Does anyone know of a good open source (or pay as a secondary option) financial tool set for use in excel that has an extensive library of valuation functions? Specifically, i'm looking for something that supports discrete equity dividends and multiple underlying models, but am interested in other financial instruments as well. I have found some but often they only support continuous dividend models, which are hard to use for real equities reliably.
i've played around with QuantlibXL and Finansu, but not quite what i am looking for.
Any leads would be appreciated.
Thanks,
Rishi
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