Comments for Luminous Logic

Comment on Diermeier on the CFA Program by Arifur Rahman

Arifur Rahman — Sat, 04 Feb 2012 09:22:49 +0000

Hello, I am from Bangladesh(a south Asian country). My elder brother lives in U.S.A. I am thinking about having C.F.A. degree. This information will be very helpful to motivate me in doing C.F.A. degree. I think it is a very valuable professional degree for today’s world.
Regards
Arifur Rahman
arif_rahmanzahu@yahoo.com
Department of Finance
University of Dhaka, Bangladesh.

Comment on About by Gustavo

Gustavo — Sat, 21 Jan 2012 22:08:57 +0000

Hello there.
I’ve found your site through the searching of matlab algorithms to access stock data. Loved your scripts, they’re being very useful to me.
I’ve identified myself a little bit with your persona, I’m also engineer and master(Control systems though), from brazil, and now i’m quitting everything i was doing to jump in the world of portfolio optimization and assets pricing.
Just wanted to say that your site is great. I’ll keep visiting it…
and I completely agree, it’s all math….

Comment on How to Normalize Historical Data for Splits, Dividends, Etc. by Valeri

Valeri — Sat, 21 Jan 2012 16:18:19 +0000

Just a small comment. The number of shares or contracts traded in a security or an entire market during a given period of time. (from wikipedia). So volume doesn’t need to be adjusted by the closeadj/close ratio.

Comment on How to Compute Average Annual Rate of Return by mad prof

mad prof — Fri, 13 Jan 2012 14:57:03 +0000

a very useful example for my students

Comment on Quotes by Akindina ezekiel seun

Akindina ezekiel seun — Tue, 10 Jan 2012 13:18:53 +0000

if i were you i would maximize my time today in other to buy the future.

Comment on Matlab Stock Market Scripts by How do you get free historical market data? – Computer Aided Finance - Excel, Matlab, Theta Suite etc.

Mon, 02 Jan 2012 12:20:37 +0000

[...] you just want go grab some historical data from yahoo into Matlab you also might just try: http://luminouslogic.com/matlab-stock-market-scripts and get “get_hist_stock_data.m”. This works great for most cases and you have no [...]

Comment on Mean Variance Optimization with Matlab by mathieuchamel | Pearltrees

mathieuchamel | Pearltrees — Thu, 29 Dec 2011 22:03:16 +0000

[...] Mean Variance Optimization and Modern Portfolio Theory with Matlab | Luminous Logic [...]

Comment on How to Estimate Earnings Growth with Excel by sandy

sandy — Mon, 26 Dec 2011 06:53:30 +0000

I am confused since the intercept and slope remain the same for all future periods then by just changing the year we the results will be very close to each other. I am very new to this! i did it for a company i am analysing and this is what i got EPS growth rate from 2005 to 2018. how can you explain such big differences in the growth rate for the period we have data for but then EPS changes at almost constant rate thereafter. Thanks for your help

13.79
36.36
-3.33
-21.84
10.29
10.40
3.04
2.95
2.86
2.78
2.71
2.64
2.57

Comment on Matlab Stock Market Scripts by Russell

Russell — Mon, 26 Dec 2011 05:32:15 +0000

Hi LumiLog,
Thanks for the excellent reference scripts to help me begin using Matlab to retrieve financial data online. My question is simple: your examples show how to easily retrieve historical stock price and volume data. But, from Yahoo! finance only CURRENT stock metrics, like P/E and Revenue can be retrieved. Is there any quick and easy source of HISTORICAL stock metrics, like P/E and Revenue. My idea to this point is to use similar commands to scan the EDGAR database at sec.gov. However, to open and parse financial statements and accurately caluclate stock metrics of interest seems like a very tedious and error-prone process.
The end-game is to backtest trading algorithms based on stock metrics (like the ‘Magic Formula’) before I apply these formulas to current metrics and put my own skin in the game.
Any ideas/suggestions are greatly appreciated. And thanks for posting this exellent website/blog/reference source. Best Regards, ~Russell

Comment on Welcome to the Occupation by Ana

Ana — Tue, 06 Dec 2011 00:53:08 +0000

I saw that script you did years ago to read data from yahoo finance.

I need historical data from Brazil stock xchange.

Yahoo and google doesnt have those datas for several stocks.

The ‘advfn’ provide the historical data i need.

How can i modify this script to read historial data from ‘advfn’ ?

advfn: http://www.advfn.com.br

thanks a lot.