Category Archives: Uncategorized

Protected: Earnings dates

Category : Uncategorized

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Protected: Income to risk ratios (credit put spread)

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Protected: Data: Analyst recommendations

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Protected: Download analyst data

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Protected: Data: Institutional ownership

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Protected: Institutional ownership

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Protected: Data: IPO activity

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Protected: Download IPO activity

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Protected: Data: Insider activity

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Protected: Download insider activity

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Protected: Data: EPS, dividends and revenue

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Protected: Download EPS, revenues and dividends

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Protected: Data: Short interest for NASDAQ stocks

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Protected: Server-side data collection procedure

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Protected: Short interest (Nasdaq)

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Data: S&P-500 components

Category : Uncategorized

Data: S&P-500 components

Components of S&P-500 via CNN Money

*
use "http://researchforprofit.com/data_public/components/_20170708_components_GSPC.dta", clear
use "http://researchforprofit.com/data_public/components/_20161114_components_GSPC.dta", clear
*


*
clear all
cd "/users/mfd/desktop/"
fetchcomponents, symbol(^GSPC)
sort Symbol
save _20161114_components_GSPC.dta, replace

foreach aa in "^" "&" "-" "_" "." "," "#" {
	drop if strpos(Symbol,"`aa'") > 0
}
*




Protected: Data: All option prices at S&P-500

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Protected: Data: Intraday prices

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Data: All option prices for ETFs

Category : Uncategorized

All option prices for ETFs

List manually prepared from Yahoo! Finance
Option prices from Yahoo! FInance

*
clear all
cd "/users/mfd/desktop/"
use "http://researchforprofit.com/data_private/140206_worthy_intraday_etf_list_profiles.dta", clear
sort symbol
 foreach aa in "^" "&" "-" "_" "." "," "#" {
	drop if strpos(symbol,"`aa'") > 0
}
levelsof symbol, local(tickers) clean
 
foreach ticker in `tickers' {
	clear
	capture: fetchyahoooptions `ticker', m(2016-12-16)
	di "`ticker' => " _N
	if (_N >= 2) {
		qui: {
			capture: append using _20161111_options_ETF.dta
			save _20161111_options_ETF.dta, replace
		}
	}
}
*




Data: All option prices at NYA and IXIC

Category : Uncategorized

All option prices at NYA and IXIC

Components list from NASDAQ
Option prices from Yahoo! FInance

*
clear all
cd "/users/mfd/desktop/"
fetchcomponents, symbol(^NYA)
save temp.dta, replace
fetchcomponents, symbol(^IXIC)
append using temp.dta
erase temp.dta
sort Symbol
 
foreach aa in "^" "&" "-" "_" "." "," "#" {
	drop if strpos(Symbol,"`aa'") > 0
}
 
levelsof Symbol, local(tickers) clean
 
foreach ticker in `tickers' {
	clear
	capture: fetchyahoooptions `ticker', m(2016-12-16)
	di "`ticker' => " _N
	if (_N >= 2) {
		qui: {
			capture: append using _20161111_options_NYA_IXIC.dta
			save _20161111_options_NYA_IXIC.dta, replace
		}
	}
}
*