9

1973 was the first year of the oil crisis. Inflation increased radically, so inflation adjusted rates went negative. Mortgage rates adjusted once they realized that the new inflation wasn't a temporary change. The early 1980s were when the Federal Reserve increased interest rates to end the stagflation of the 1970s. The interest rate increase pushed ...


6

Your items The Income Statement The Balance Sheet The Cash Flow Statement are presumably available to any analyst, but some of the items in GDP growth rates Inflation Interest rates Exchange rates Productivity Energy prices, etc... might not be assessed in the same way by different analysts. For example, should general measures of inflation be used (and ...


5

Trending indicators work well in strong trending markets. They're late in and late out. They're not effective in sideways markets because they will generate many false signals and whipsaws. Oscillating indicators generate more signals and they are best used in trading markets. However, more signals means more false signals and whipsaws. The problem ...


4

The caption at the source page says it's inflation adjusted mortgage rates. The two periods in question were ones where the inflation rate changed abruptly. The mid '70s saw a huge spike in inflation, while the mid 80s saw it come crashing down. The events you're asking about would fit with changes in mortgage rates lagging changes in inflation by a ...


4

My answer is Microsoft Excel. Google "VBA for dummies" (seriously) and find out if your brokerage offers an 'API'. With a brief understanding of coding you can get a spreadsheet that is live connected to your brokers data stream. Say you have a spreadsheet with the 1990 value of each in the first two columns (cells a1 and b1). Maybe this formula could ...


4

6%? The S&P should be 10.6% average, and a CAGR of 8.92%. I'm guessing the data you are studying doesn't include dividends, which, in my opinion, is what makes using the index number for certain purposes a bad starting point. See the Money Chimp site (bad name, great site) for the real numbers between any two years. MC uses the Shiller data as well, ...


3

You said the decision will be made by EOD. If you've made the decision prior to the market close, I'd execute on the closing price. If you are trading stocks with any decent volume, I'd not worry about the liquidity. If your strategy's profits are so small that your gains are significantly impacted by say, the bid/ask spread (a penny or less for liquid ...


3

Center for Research in Security Prices would be my suggestion for where to go for US stock price history. Major Asset Classes 1926 - 2011 - JVL Associates, LLC has a PDF with some of the classes you list from the data dating back as far as 1926. There is also the averages stated on a Bogleheads article that has some reference links that may also be useful. ...


3

There are no free reliable tick by tick data providers. The best data you will have access to for free is maybe 1 minute intervals. -I was a professional trader for a few years.


3

Sorry to say, the process you've described seems to have little to no value at all. If you want to track spending, you should track the items you buy. Not 'apple','banana', etc, but by category. Utilities, Food, Rent, Entertainment, etc. You can choose the categories to have the level of granularity that makes the most sense. Do all grocery purchases get ...


3

It's pretty frequent for historical data of mutual funds to be a little wonkey, Google's data is pretty notorious for missing dividends and/or capital distributions. PIMCO Real Estate Real Return (PRRSX) had a 1:2 split on 8/7/2015. So it looks like MarketWatch and PIMCO itself are adjusting only for the reverse split not dividends or other distributions....


2

The best tool for advanced plotting of data is Mathematica, assuming that you have the time to learn how to use it. Mathematica has a basic tutorial on plotting financial data. You can hook Mathematica up to dynamic feeds of financial data. The basic function for plotting time-series values, like NAV, in Mathematica is the DateListPlot function, but there ...


2

and welcome. I hope no one flags this as too broad or primarily opinion-based, even though that's exactly what it is... :) Tracking the balance in your checking account is IMO a waste, since it's so dynamic. Instead, you should form a budget and live by it. In that budget, save for: unexpected expenses that are predictable (auto repairs, medical ...


2

I think you're on the wrong track. Getting more and more samples from the real world does not make your backtest more accurate, it just confirms that your strategy can withstand one particular sample path of a stochastic process. The reason why you find it simple to incorporate fees, commissions, taxes, etc. is because they're a static and constant process ...


1

I guess you need a "chart of home prices": https://dqydj.com/historical-home-prices/ https://www.homelight.com/blog/house-price-history/ You can also quite easily google for the city you are interested in. (Glancing at this, I see "no effect at all" in the period you mention, but, you have the data so conclude as you wish!)


1

Here is a very good and detailed research paper from the Federal Reserve on housing prices. It covers 1984 to 2004, and it might be a good start for your research. https://www.federalreserve.gov/pubs/feds/2006/200625/200625pap.pdf


1

You have defined net profit to include all income and, presumably, expenses. Specifically, you are including income from other sources and are including finance costs and tax expense. For the quarter ended June 30, 2015, the net profit, by your definition, is 12.58. This is given on line 9 of the PDF. You ask how you can review this information. You cannot,...


1

You could use any of various financial APIs (e.g., Yahoo finance) to get prices of some reference stock and bond index funds. That would be a reasonable approximation to market performance over a given time span. As for inflation data, just googling "monthly inflation data" gave me two pages with numbers that seem to agree and go back to 1914. If you want ...


1

To calculate a sector (or index) P/E ratio you need to sum the market caps of the constituent stocks and divide it by the sum of the total earnings of the constituent stocks (including stocks that have negative earnings). There are no "per share" figures used in the calculation. Beware when you include an individual stock that there may be multiple issues ...


1

You can likely use bollinger band values to programmatically recognize sideways trending stocks. Bollinger band averages expand during periods of volatility and then converge on the matched prices the longer there is little volatility in the asset prices. Also, look at the bollinger band formula to see if you can glean how that indicator does it, so that ...


1

Based on my experience with OpenQuant, which is a development platform for automated trading strategies (and therefore can be easily be used for backtesting your personal strategy), I can give a little insight into what you might look for in such a platform. OpenQuant is a coding environment, which reads data feeds from a variety of sources (more on that ...


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