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Efficient Frontier

Goal: To calculate the Efficient Frontier for the ASX200 based on end-of-day data for each day.  Create a motion jpeg to see how it moves over time from 2001-01-01 => 2010-12-31.

(done) * Need to get the list of stocks that make up the ASX200.  Scrape this from Yahoo Finance.
            The above objective has been re-written in C++ and can be found here: http://github.com/andrewjessop/efficient-frontier
(done) * Download all historical information from Yahoo Finance. (Still in python).
* Write a daemon that will download the end-of-day data for each of the ASX200 stocks and store into a PostgreSQL database which has a separate table for each stock.

* Further, change the data input from Yahoo Finance to Interactive Brokers account (use the IB POSIX API + IBGateway on Linux with GCC).
* Move to intraday data, and use indexed (B-Tree) based binary files.  Have another daemon that will store selected data from binary data to PostgreSQL after cleaning.
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