金融與科技

交流矽穀叢林裏的金融與科技方麵心得和技巧
正文

2014-08-08 AM

(2014-08-07 16:00:34) 下一個
Tick price pctChge avgVol Vol_Ratio sector marketCp float STScore LTScore ShtRatio ShtScor _PE_ _PEG_ _FA_ institution insider MFI Range index
BECN 28.35 1.21% 450400 1.13 Industrial Goods 1398 48.97 0.33 4.68 15.20 -5.02 14.84 0.39 7.98 116.40% 0.98% 4.48 12.29% IWM
BID 40.40 -0.49% 1035300 0.94 Services 2785 56.54 1.07 3.70 7.60 3.01 14.43 0.66 5.37 96.50% 6.01% -1.54 10.43% IWM,MDY
TTI 10.92 0.09% 418172 1.01 Basic Materials 862 75.54 2.01 3.56 9.50 4.37 10.81 0.20 8.28 96.80% 3.24% -0.03 8.85% IWM
ESNT 18.15 2.48% 337564 0.91 Financial 1570 62.75 -0.77 3.42 5.00 -1.29 13.06 0.24 8.13 60.76% 0.00% 1.71 12.02%  
DRH 12.45 0.65% 1352440 0.87 Financial 2436 193.48 2.86 2.74 3.50 0.77 12.45 0.76 3.93 104.60% 1.41% 0.25 7.03% IWM
PDCE 56.87 -0.59% 862603 0.95 Basic Materials 1995 34.44 0.52 2.69 5.10 -3.66 20.53 0.20 8.01 103.80% 12.14% -1.91 13.71% IWM
PBR 16.59 3.17% 19680400 1.35   108200 3522.86 -0.27 2.12 1.70 -0.50 6.88 0.36 8.47 12.99% 0.00% 0.00 11.71% week
SIRO 79.02 0.10% 423337 0.67 Healthcare 4555 57.30 3.08 2.04 8.10 4.32 19.27 1.60 0.44 99.90% 0.17% 1.56 6.31% MDY
ERF 22.31 1.46% 589609 0.72 Basic Materials 4555 203.78 -0.74 2.02 7.70 -0.93 15.94 0.54 7.15 27.89% 0.00% 0.00 10.40%  
HMSY 18.83 -0.26% 902305 1.09 Services 1651 86.38 1.55 1.91 11.50 7.18 21.64 0.35 7.86 108.40% 1.49% -7.53 15.24% IWM,MDY
MGA 107.10 -0.95% 437958 0.85 Services 23331 205.43 0.61 1.58 1.50 -1.60 11.17 0.73 4.44 62.38% 4.90% 0.00 8.46%  
TGP 41.56 -0.93% 189617 3.60 Services 3084 48.87 -0.54 1.03 22.50 3.49 18.23 -3.38 0.28 42.38% 0.00% 0.13 5.30% mlp
DE 85.41 0.14% 2748770 1.14 Industrial Goods 31071 333.33 -0.53 0.70 6.90 0.45 11.19 -1.17 1.00 62.32% 7.18% -0.37 4.19% SPY,week
EBIX 13.34 7.15% 575558 1.06 Technology 512 34.16 -0.41 0.64 40.10 -5.46 7.94 1.25 2.31 69.67% 27.15% 1.11 18.90% IWM
MHR 6.01 -0.83% 3720700 0.69 Basic Materials 1060 150.29 -0.04 0.25 7.10 -6.38 -9.69 -6.11 -7.94 62.89% 4.95% 20.29 19.71% IWM
BAM 44.51 0.95% 592263 0.75 Financial 27413 559.55 1.16 -0.29 5.50 -2.55 27.48 -3.98 -0.19 54.42% 0.00% 0.00 6.33%  
PGNX 4.79 -0.42% 1395550 0.98 Healthcare 333 54.47 1.29 -0.38 9.00 -1.96 -9.58 0.06 -9.60 74.86% 3.84% 6.16 22.70% IWM
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goldengate 回複 悄悄話 係統不斷改進中,從7-28到8-8的回測分析: 1859 個記錄, Lscore 中位值 1.2, 平均值1.32, 標準偏差1.67, 但Lscore-1.2的絕對值大於2.6後, ER後一天的價格變化和 Lscore 正相關;

從8-4 到8-8的的數據分析是 946 個記錄, 中位值1.22, 標準偏差1.7, 全部數據取樣正相關,係統進步可觀。
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