| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 2011-10-17 | Finally finish to debug getBloombergData | Guillaume Horel | |
| 2011-10-14 | More bug fixes | Guillaume Horel | |
| should be almost there! | |||
| 2011-10-14 | small cleanup | Guillaume Horel | |
| 2011-10-14 | Preliminary getBloombergData function | Guillaume Horel | |
| not very robust yet, need to test more corner cases. | |||
| 2011-10-14 | Load all the data from csv file into the database | Thibaut Horel | |
| Change in the database schema, volume is now a float, update your database consequently | |||
| 2011-10-13 | Basis of database building | Thibaut Horel | |
| * database.sql contains de database schema * database.py populates the database | |||
| 2011-10-12 | Add example of stock data | Guillaume Horel | |
| 2011-10-12 | Better fix for the "WAT" bug | Guillaume Horel | |
| 2011-10-11 | Loaded bloomberg data | Guillaume 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 | |||
| 2011-10-09 | Small bug fix | Guillaume Horel | |
| 2011-10-09 | Progress on getting the rolled back sp500 index | Guillaume Horel | |
| 2011-10-07 | Some code cleanup | Guillaume Horel | |
| 2011-10-05 | Some basic computations | Guillaume Horel | |
| the survivor bias is huge! | |||
| 2011-10-05 | Trying to download the tickers from yahoo | Guillaume Horel | |
| 2011-10-04 | Added list of tickers as of 10-04-11 | Guillaume Horel | |
| 2011-10-05 | Add some papers related to the strategy. | Thibaut Horel | |
| The algorithm is described in file rapport.pdf on page 13. | |||
| 2011-10-04 | First commit | Guillaume Horel | |
