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2011-10-17Finally finish to debug getBloombergDataGuillaume Horel
2011-10-14More bug fixesGuillaume Horel
should be almost there!
2011-10-14small cleanupGuillaume Horel
2011-10-14Preliminary getBloombergData functionGuillaume Horel
not very robust yet, need to test more corner cases.
2011-10-14Load all the data from csv file into the databaseThibaut Horel
Change in the database schema, volume is now a float, update your database consequently
2011-10-13Basis of database buildingThibaut Horel
* database.sql contains de database schema * database.py populates the database
2011-10-12Add example of stock dataGuillaume Horel
2011-10-12Better fix for the "WAT" bugGuillaume Horel
2011-10-11Loaded bloomberg dataGuillaume Horel
- complete dataset from 2000-01-01 - adjusted and unadjusted data - still need to downlad split and dividend info - need to compare data with yahoo data
2011-10-09Small bug fixGuillaume Horel
2011-10-09Progress on getting the rolled back sp500 indexGuillaume Horel
2011-10-07Some code cleanupGuillaume Horel
2011-10-05Some basic computationsGuillaume Horel
the survivor bias is huge!
2011-10-05Trying to download the tickers from yahooGuillaume Horel
2011-10-04Added list of tickers as of 10-04-11Guillaume Horel
2011-10-05Add some papers related to the strategy.Thibaut Horel
The algorithm is described in file rapport.pdf on page 13.
2011-10-04First commitGuillaume Horel