Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Guest baywolf

Compustat and Backtesting with Fundamental Data

Recommended Posts

Guest baywolf

Hi all,

 

I'm looking for a platform (as an individual) that allows me to backtest a strategy on a portfolio of stocks based off of their fundamental data. In school we had compustat, but I don't have access to those resources anymore. What software platforms/services as an individual investor do I have access to?

Share this post


Link to post
Share on other sites
Guest baywolf

Thanks for the suggestion Tams. It looks like MSN is using Reuters fundamental data, but they don't seem to offer historical "point in time" data like what I'm looking for, nor any API-like access to the data.

Share this post


Link to post
Share on other sites

What would you be willing to pay for:

a) 5 years of history

b) 10 years of history

c) 15 years of history

 

Would you also be willing to pay for quarterly updates too? (well, updates as they happen). We're looking into sources for such data and considering what types of products we could offer.

 

One of the issues that crops up from time-to-time is when a company changes their financial year boundaries. They quite often use that extra quarter to throw in extraordinary items that then get lost in the history of time!

 

Cheers,

Richard.

Share this post


Link to post
Share on other sites

Here is a message I received. Have not tried them yet. portfolio123.com and screener123.com. I don't know what the difference is.

 

----- Original Message -----

From: Marc Gerstein

To: 'Chloe'

Sent: Tuesday, July 06, 2010 9:09 AM

Subject: RE: Fundamental Backtests

 

 

Backtesting based on fundamental (and/or technical) factors is a very prominent feature of our product.

 

 

 

I wouldn’t, however, frame it in terms of IF P/E <10 BUY 100 SHARES. A more representative example might be BUY ALL STOCKS FOR WHICH P/E < 10, or if you want to control the number of issues purchased, a simplified example might be START WITH ALL STOCK FOR WHICH P/E < 10 AND BUY THE 25 STOCKS RANKED HIGHEST BASED ON 5 YR EPS GROWTH RATE.

 

 

 

The 100 shares thing is not a focus. With our basic backtesting functionality, we’d simply presume equal weighting and would not address the dollar size of your portfolio. With the simulation feature of our advanced product, portfolio123, you’d specify the starting dollar amount of your portfolio, and from that point forward, it is presumed that all available cash would be allocated equally among however many stocks are to be purchased.

 

 

Also, here is a source for data (17 years):

Reuters DataLink | Real Time Data | Stock Analysis Software | Market Data | Reuters

 

Lead to from here:

Market Data Providers

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • ...hallucinates.... Student: “What if we gave the monkey LSD?” Guru: “The monkey already did LSD”
    • Question: To those that had/have cancer, what were the signs that made you think “something is not right here” to make you go see a doctor? Answer: So, 5/25/2018, I woke up, got ready for work, and as I walked to my car, I started gagging. Like something was stuck in my throat and I needed to clear it. And then it went away.   But 10 minutes after that, I was T-boned at 40mph on the driver side door. But what made me see a doctor was while my muscles felt better and bruises were going away, the gagging still continued, I started having fevers, my neck felt swollen, I was having such a hard time breathing, and I'd have random sharp pains in my chest, but not from where the seat belt saved me.   2 weeks after the accident, I finally see an urgent care doctor, who looks me over, tells me I'm fine, but luckily requests a neck X-ray. And I ask for a chest X-ray, which he rolls his eyes but let me have (most of my pain was in the neck, so I understand).   The very next day, he calls and says “So, that chest X-ray shows there's a 4 inch mass on your heart and lungs, and your lungs have been filling up with fluid, as well as in your pericardial (heart) wall. We need you to come in tomorrow.”   Turns out the big mass, due to the accident, caused my heart and lungs to tear and fill with fluid, the swollen neck and gagging was caused by 2 metastasized tumors, and the fevers and weight loss were symptoms. Stage 4b Hodgkin's Lymphoma.   But thankfully, we went very aggressive with chemo (and had a lot of bad side effects that don't normally happen to patients), and now I'm about 16 months cancer-free. Yay lucky X-rays! Rachel Jurina, Quora Source: https://www.quora.com/To-those-that-had-have-cancer-what-were-the-signs-that-made-you-think-something-is-not-right-here-to-make-you-go-see-a-doctor   Profits from free accurate cryptos signals: https://www.predictmag.com/  
    • As a man, the reality of life is the harshest part. I don’t mind looking older or becoming weaker over time; it’s nature.   Have you ever heard that the only people who will be loved unconditionally are women and children? Men will only be loved as long as they can provide until they are no longer needed. It doesn’t matter if you already did your best to get your kids to the best school or get the best things for them, if you stop before they’re done with it, there will be no thank you. The only thing they will remember is that they have to quit school at 15, ignoring all the previous 15 years of life you provided for them. The only people who will accept you, no matter what, are your parents. But in this situation, you might be that ungrateful child.   EDIT: Wow, I didn’t think this would get so much attention.   For those who disagree, I can only say that everyone has their problem. If you don’t get the chance to face such a thing, be grateful. Remember, sometimes what you throw in the garbage is something that someone wishes ever to have.” – ElZee, Quora   Profits from free accurate cryptos signals: https://www.predictmag.com/    
    • The good thing i had noticed so far is that the traderpot value is also on the rise..
    • yup its a gradual rollout the right way in my opinion, its really good and its exciting for the sto in 2027
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.