Recent Content by tyrian

  1. both yahoo financial and google intraday minute data suck

    InvestExcel has a free Excel spreadsheet that downloads intraday stock quotes from Google. The spreadsheet also transforms the Google Unix-based...
    Post by: tyrian, Jul 10, 2014 in forum: Data Sets and Feeds

  2. Yahoo Currently Active Stock Symbol List

    I've attached a complete list of Yahoo ticker symbols, correct as of November 2013 (from this page:...
    Post by: tyrian, Dec 8, 2013 in forum: Trading Software

  3. Historical Volatility

    I've put together a spreadsheet that 1. downloads financial data from Yahoo Finance (although you could modify it for any data provider). You...
    Post by: tyrian, Mar 18, 2012 in forum: Options

  4. Sharpe Ratio and other performance statistics

    The Sortino Ratio worksheet I pointed to in the last message has moved to http://investexcel.net/217/calculate-the-sortino-ratio-with-excel/
    Post by: tyrian, Aug 15, 2011 in forum: Professional Trading

  5. Sharpe Ratio and other performance statistics

    The Sortino Ratio Excel spreadsheet has moved here: http://investexcel.net/217/calculate-the-sortino-ratio-with-excel/
    Post by: tyrian, Aug 12, 2011 in forum: Professional Trading

  6. Sharpe Ratio and other performance statistics

    There are several methods to calculate the downside risk in the Sortino Ratio, so we have to be careful in using consistent definitions when...
    Post by: tyrian, May 28, 2011 in forum: Professional Trading

  7. How do I calculate sharpe ratio?

    There's a clear explanation (together with a spreadsheet) showing how you can calculate the Sharp Ratio here:...
    Post by: tyrian, May 20, 2011 in forum: Trading