Australian (ASX) Stock Market Forum

ASX List: Value & Quality Breakdown Comparison

What sort of data feed are you using if you don't mind my asking?

Yahoo have an API for their finance data, iirc. I was tempted to do it but starting from scratch just seemed like a lot of work.

Well by feeds, I mean scraping. I use a number of sources now (Yahoo, MSN, Reuters and others) and constantly check for accuracy. It's taken a while, but I have most in place now. My main problem is that with some of my projects I'm getting Excel memory usage to almost 1.5gb at peak loads. I have plenty of capacity, but Excel seems to have some limits.
 
Well by feeds, I mean scraping. I use a number of sources now (Yahoo, MSN, Reuters and others) and constantly check for accuracy. It's taken a while, but I have most in place now. My main problem is that with some of my projects I'm getting Excel memory usage to almost 1.5gb at peak loads. I have plenty of capacity, but Excel seems to have some limits.

Oh yeah, Excel doesn't like doing big things (I never understood why the added 1m+ rows, any sheet with 1m rows will take forever to do any sort of calculation. Maybe you should look at using Access to do the grunt work and then using Excel for presentation? You probably already know that you can build SQL queries into Excel so that you don't even need to have the Access db open when you query it.

Other than that, turning off screen updating in your macro can work wonders.

Have you seen this?
http://code.google.com/p/yahoo-finance-managed/wiki/CSVAPI

http://www.gummy-stuff.org/Yahoo-data.htm

Rather than scraping you can get a csv file.
 
Oh yeah, Excel doesn't like doing big things (I never understood why the added 1m+ rows, any sheet with 1m rows will take forever to do any sort of calculation. Maybe you should look at using Access to do the grunt work and then using Excel for presentation? You probably already know that you can build SQL queries into Excel so that you don't even need to have the Access db open when you query it.

Other than that, turning off screen updating in your macro can work wonders.

Have you seen this?
http://code.google.com/p/yahoo-finance-managed/wiki/CSVAPI

http://www.gummy-stuff.org/Yahoo-data.htm

Rather than scraping you can get a csv file.

I'm pushing Excel to its limits, yet keep on finding ways to push it further. Thus far, it does everything I need and more. The problem is not necessarily in Excel per se, but in the data queries which are many. So whilst I'll move to integrate Access if I need to, I'm not certain that it will fix the problem which lies within VB.

Some of my sheets are in excess of 2000 rows and it is not causing me a problem.

I wouldn't want a Yahoo csv file as I use multiple sources. As it stands, I can get info on 20 companies generally in less than 30 secs at the click of one button - so it is relatively efficient.
 
It was more about trying to use csv files instead of scraping screens. But if it works for you the way it is then go for it.:)
 
Apologies for the delay, but I've been distracted with changes to my systems, which are still ongoing. As such, I haven't yet loaded up the portfolio details for price history etc (but will do so later).

Here are the two remaining portfolio lists based on the criteria mentioned earlier:

Highest Rating Portfolio - Combined MOS & Quality.PNG

Highest Quality & MOS over 0.PNG

If there is any interest, I can post updates.

*note: some industry categories are incorrect.
 
Apologies for the delay, but I've been distracted with changes to my systems, which are still ongoing. As such, I haven't yet loaded up the portfolio details for price history etc (but will do so later).

Here are the two remaining portfolio lists based on the criteria mentioned earlier:

View attachment 45877

View attachment 45879

If there is any interest, I can post updates.

*note: some industry categories are incorrect.

I would like to see quarterly updates, if you have the time. I would aslo be interested to see how a portfolio performed over the course a year if you included sell criteria. If this is time consuming, this is not a problem but i am interested in the application of mechanical investing strategies to the asx.

Cheers

Oddson
 
I would like to see quarterly updates, if you have the time. I would aslo be interested to see how a portfolio performed over the course a year if you included sell criteria. If this is time consuming, this is not a problem but i am interested in the application of mechanical investing strategies to the asx.

Cheers

Oddson

It isn't time consuming once the criteria are set up. Once I have it sorted it would be automated. I'm thinking perhaps a quarterly rebalancing, where the adjustments/sales are based on the updated data. Will be interesting.
 
Hi Macros,
Very impressive / professional, congrats

Just a quick question, the 'MOS' column, i've never heard of this... is this a common ratio or a calculation of your own?


cheers, Mark
 
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