Software for historical performance/correlations

Discussion in 'Strategy Building' started by DXBee, Jun 7, 2021.

  1. DXBee


    I'm trying to find historical performance based on certain [changeable] parameters.

    For example:

    If [VIX] is down [5]% over [3]days and [US10Y] is down [5]% over [3]days

    What is the performance of [AAPL] over the following [3]days (compared to [GOOG])


    What are the best performing stocks in the [SP500]

    Is there any software av that can do this (aside from a Bloomberg terminal) or is there a way to run this in Python?
  2. It's trivial to do this in python (or almost any language for that matter), but the hard thing is getting the data - unless you've already got it?

  3. El Trado

    El Trado

    Yes. This could be accomplished in just a few lines of Python. And all the data should be able to be obtained for free from Yahoo Financials? He does ask about daily data. There is even a Python library to get the data:
    globalarbtrader likes this.
  4. DXBee


    That sounds promising.

    Considering my (lack of) Python skills, "trivial" is what I need.

    Thanks for pointing me in the right direction!

    I wouldn't mind paying for an application if that made the task a bit more "clickable".

    Signed up for MultiCharts to see if that could do it, but didn't realize it only runs on Windows. (I'm on Mac and ideally don't want to bother with Parallels etc)

    I have access to a few APIs that should cover it, but I'll have a look at the link you posted as well.
  5. El Trado

    El Trado

    Give some guy $5 to program it for you at or a site like that if you cannot do it. It will take someone with skills less than 15 minutes. Those 15 minutes should include testing and writing the "documentation"...
  6. lindq


    InvestorRT at runs on Mac.
  7. DXBee


    If it's that simple to do, you would think there would be someone selling software with that functionality and a basic GUI? I understand access to the data is a separate issue, but still.

    I'll look into getting someone to do that as you suggested. Then I can learn Python at my own pace.
  8. DXBee


    Thanks, but that seems to be more for TA?

    I guess I'm more looking for an "advanced" market scanner program.
  9. 2rosy


    now a GUI as well? feature creep. If there was software that does what you want it is a lot more involved than some think. ad hoc scripts are a different thing
  10. Garbage in, garbage out

    #10     Jun 7, 2021