Backtesting Earnings

Discussion in 'Strategy Building' started by BrownianMotion, Aug 25, 2006.

  1. AdamCohen

    AdamCohen

    In regard to your question about backtesting a specific screening criteria at a specific date in the past, and using technical analysis criteria. Please email the specific buy rule, sell rule, rebalancing frequency, commissions, rebalancing weighting...and I will respond or sign up at the below link so we can get to you more detailed information or set up a call to speak further about it.

    http://www.zackspro.com/ZISReq.asp

    Adam
     
    #21     Sep 7, 2006
  2. check out Thompson financial ( ask for Baseline app). Revisions , estimates , analysts info...but very expensive. BTW , historical price performance after reporting is ... zero ( as in 0.00) , if one will sum up the universe/portfolio 1 day % change. You can take my word for it or you can spend a lot of time to check it.
    Good luck
     
    #22     Sep 7, 2006
  3. AdamCohen

    AdamCohen

    I just attempted to email you directly to provide you a personal trial account of our system. The Elite Trader system does not allow me to send it directly to you.

    Email me directly through Elite Trader with your email, so I can send you trial information for you for the trial that will allow you to test a strategy one day after earnings release:

    i.e buy all stocks that had a positive eps surprise, and hold on for one day...

    Adam
     
    #23     Sep 7, 2006

  4. EXACTLY! This is precisely what I need as well.

    Adam, in case you inadvertently missed my questions above...

    1. How would one test historical performance of a portfolio of stocks "after an earnings surprise 1 day after, 2 days after an earnings release," etc. with your product?

    Is this done in the backtesting program itself or does the user have to extract the raw data from your database, align it, and crunch the numbers themselves (in Excel for example).

    2. What do you charge for this data/capability?


    P.S. I'd like to know the above before I spend time getting another trial of the product. Appreciate your help.
     
    #24     Sep 8, 2006
  5. AdamCohen

    AdamCohen

    #25     Sep 8, 2006
  6. Adam,

    I tried submiting the form several times using the web site but I get an error. Also tried sending an e-mail to jamadams@zacks.com as instructed in the contacts section, but still no reply.

    Do you think you can arrange for me to have a trial to your product? I would like to check the historical backtesting features. Also interested in the Zacks Link.

    Thanks in advance.

    Jose
     
    #26     Sep 8, 2006
  7. WinDiff

    WinDiff

    Fellas, ever wondered why no mechanical trader wants to talk about real trading track record, not even supposedly elite traders!!!

    Most likely it is because it is working... However, as a starter, they are offering trading software, trading courses, trading seminars... Levy Strausss rings a belll.... How bout, early birds offers??? he he he
     
    #27     Sep 8, 2006


  8. Adam, I missed your answer to this question again:

    "2. What do you charge for this data/capability?"
     
    #28     Sep 8, 2006
  9. Adam, What is the price?
     
    #29     Sep 23, 2006
  10. taowave

    taowave

    and the answer is??
     
    #30     Oct 22, 2006