[amibroker] Re: Percentile Rank of P/S Ratio

Abbie, as far as I know yahoo doesn't provide historical fundamental data which you need for proper historical backtesting. Regarding the for cycle it looks fine. Paolo --- In amibroker@yahoogroups.com, sendfreetest sendfreet...@... wrote: Thank you for getting back to me with some

Re: [amibroker] Re: Percentile Rank of P/S Ratio

Hi Abbie -- I wrote a paper, Use of Fundamental Data in Active Investing, that discusses some the issues that arise when using fundamental data. You can download it for free from this site: http://www.blueowlpress.com/activities.html Thanks, Howard On Fri, Jun 18, 2010 at 1:44 AM, Paolo

[amibroker] Re: Percentile Rank of P/S Ratio

First of all you need P/S data (or Sales per share and calculate the ratio) with enough historical range and clean data. A rare combination especially when talking about fundamentals. Secondly you can use Rotational backtesting with PositionScore being equal to the inverse of the P/S (the

[amibroker] Re: Percentile Rank of P/S Ratio

Thank you for getting back to me with some information on how to tackle the Percentile Rank of P/S Ratio code. I was thinking of using Yahoo! historical data but your comments make me think their data may not be accurate enough? Any thoughts on good data? I will think over and try to implement