For the Conservative Investor: 25% in small and mid-cap stocks;75% in large cap stocks.For the more Aggressive investor: 35% in small and mid-cap stocks;50% in large-cap value stocks; ...
谢谢你的资料，能打包发一下吗？ 原帖由 rollcat 于 2007-4-20 13:24 发表 http://bbs.macd.cn/static/image/common/back.gif
好的，我试试再贴一下。
另外我用dzh L2算的数据我跟依然老大贴的比较了一下，差距比较大
比如老大贴的大买量 SH600001 2007-04-17 541067
我的是 SH600001 2007-04-17 414099
还能用吗？那位大虾说下？
如果你的L2中间断过，收盘后补一下分笔，再做收盘就可以了，注意一下：服务器最好选陆家嘴和珠海等的，这样与老大数据基本一致。你上面的数据好像差的大了些，最好不用。 请问一下：主营收入 主营利润率 资产负债率每股收益净利润增长率股东人数这几项数据那里能找到最新的。我现在用的是06年3季度的。现在都4月20号了，想更新一下。那位能传一下，或告诉我怎么找。十分感谢。
忘了说一下，我用的是DZH2，万国数据
[ 本帖最后由 handongwx 于 2007-4-20 16:21 编辑 ] 请问一下：主营收入 主营利润率 资产负债率每股收益净利润增长率股东人数这几项数据那里能找到最新的。我现在用的是06年3季度的。现在都4月20号了，想更新一下。那位能传一下，或告诉我怎么找。十分感谢。
忘了说一下，我用的是DZH2，万国数据。
奇怪，刚才发了一次贴，刷了一下什么也没有，再发一下，希望没发重
[ 本帖最后由 handongwx 于 2007-4-20 16:20 编辑 ] 依然老大.有没有各行业的主要财务指标平均值啊?在编沃尔比重评分法,给股票打分排名. webyw兄，你也开始用L2了吗？小泰坦选股的财务数据你是怎么解决的？
O'Shaughnessy 系列（一）
那我就开贴了。我作下简单的介绍吧。首先你要看一下《what works on wall street》，这个是基础，光看网上的结论是一个简单的办法，但是如果你不知道他背后的理论基础的话使用和进行修改的话就可能偏离轨道。可以先看下《what works on wall street》的中文版（修订版，应该是第二版）。如果有时间再看2005的英文版，这个是没有中文版的（第三版），基本和第二版可以对应上的，理论基础没有什么变化，但是更细了些，对比的策略更多，周期更短，加了章中小市场的选股，应该是tiny titans的前身。
James O'Shaughnessy is recognized as a leading expert and pioneer in quantitative equity analysis, he is the author of the 1996 book "What Works on Wall Street." O'Shaughnessy researched the returns produced by a variety of stock-selection schemes from 1951 through 1994. He tried picking stocks based on market capitalization, a variety of valuation ratios, dividend yields, earnings growth, profitability ratios and well, just about anything. He tried high and low values of each parameter separately, and in combination with each other. O'Shaughnessy found that the best-performing strategy was a blend of two seemingly conflicting investing styles: value and momentum. As a result of the research presented in this book and revised in 1997, O'Shaughnessy began the Cornerstone Growth fund.
The Cornerstone approach looks for stocks with low price/sales ratios (P/S), a criterion usually used to pinpoint value-priced stocks, and high relative strength, a hallmark of momentum investing. Those two factors, along with a modest earnings growth requirement, formed the selection strategy he dubbed Cornerstone Growth. Cornerstone Growth returned 18% on average, annually, compared with 13% for the S&P 500 index. What does that mean in real dollars? If you start with $1,000, after 20 years compounded at 13%, you would end up with $11,500. Nice return however nothing like the $27,400 you'd have it if your money earned 18% compounded annually.
As an exercise this week I will use a combination of the parameters mentioned below and what is available on the Prudent Trader site. This is just the highlights of this approach, if you wish more detail include "What Works on Wall Street" in your library.
Relative Strength:
Relative strength plays a large role in a stock's price momentum. Relative strength measures how well a stock has performed versus a benchmark over a certain time frame. O'Shaughnessy picks the top 10 stocks with the greatest 12-month relative strength (of those that fit all his criteria), for his final portfolio. He found that stocks with the highest relative strength over the past year tend to produce the highest returns the following year. Although this can be a very effective filter, he warns that it is a highly volatile approach. Stocks with high relative strength may be at or close to their peaks meaning they may have smaller upside and larger downside potential. NOTE: O'Shaughnessy later sold the funds to Neil Hennessy who tweaked the relative strength component to a combination of 3, 6, and 12 month relative strength. O'Shaughnessy became Senior Managing Director of Systematic Equity Investments for Bear Stearns Asset Management Inc., sub-advisor to the RBC O'Shaughnessy Funds.
Cash Flow Per Share:
O'Shaughnessy's Market Leaders stocks also have higher cash flow per share than the average stock. This ratio is calculated by adding depreciation and amortization to income before extraordinary items, then dividing by the fully diluted average number of common shares outstanding. Cash flow measures the actual inflows and outflows of cash by taking out non-cash items that can boost net income (a number that is then used in earnings per share calculations). This is a harder number to manipulate and can be a more truthful measure of financial strength.
Sales:
The final Market Leading criterion is stocks with overall sales that are 1.5 times greater than the average stock. O'Shaughnessy places emphasis on strong sales and a low price-to-sales ratio-the current stock price divided by the sales per share for the last four fiscal quarters (trailing 12 months). Unlike earnings, sales are less subject to management assumptions, therefore more difficult to manipulate, and are often less volatile.
All viable companies have sales, so the majority of companies will have a meaningful price-to-sales ratio. A low price-to-sales ratio is a way to identify "cheap" stocks. In "What Works on Wall Street", O'Shaughnessy found that the price-to-sales ratio was a very effective screen for stocks of all market-cap sizes and that low ratios consistently produced higher returns.
Earnings:
Earnings per share growth (revenues minus cost of sales, operating expenses and taxes, over a given period of time) is a popular way to measure a company's growth potential. Earnings per share play a critical role in a stock's price mainly due to market expectations. Low or negative earnings are often signs of young companies; however, these start-ups attempt to grow earnings quickly and can be profitable investments. The earnings growth requirement is very modest and all stocks with positive earnings growth are considered.
For members unaware, one search you can easily perform at Prudent Trader is the top 100 stocks by relative strength over the last six months and over the last twelve months. 原帖由 webyw 于 2007-4-20 15:40 发表 http://bbs.macd.cn/static/image/common/back.gif
如果你的L2中间断过，收盘后补一下分笔，再做收盘就可以了，注意一下：服务器最好选陆家嘴和珠海等的，这样与老大数据基本一致。你上面的数据好像差的大了些，最好不用。
多写webyw兄：）
另外
1、问一下指标的主力持仓的公式现在最新的是什么啊？
2、还有其中指标计算的公式是什么（指大买额，大卖额的计算）？
3、为啥不直接用大买量，大卖量啊？
我看的头大啊，那位大虾给说说 原帖由 rollcat 于 2007-4-20 14:43 发表 http://bbs.macd.cn/static/image/common/back.gif
我发了半天还是发不上来，改天再发吧。太白兄，你要着急就留个邮箱吧，我先发mail给你
不急，不急！我的洋文极差，有那么一篇半篇的就够我啃半年的。
谢谢 rollcat 兄的热心！ 只能把数据发上来，还要忙上一两周可能才行，股票操作虽有监控，但可能不会太频繁换股，谢谢大家的支持，忙完后我会一如既往的与大家一起征战股市的，20分钟后奉上数据vv vv ，收益创新高了，经过大起伏后净值迅速窜高，我都没想到，哈哈哈哈。。。。，希望大家一路走好。。。。 大买量大卖量－大买额大卖额－BS－欧奈尔排名0420 原帖由 lymanqun 于 2007-4-20 17:22 发表 http://bbs.macd.cn/static/image/common/back.gif
只能把数据发上来，还要忙上一两周可能才行，股票操作虽有监控，但可能不会太频繁换股，谢谢大家的支持，忙完后我会一如既往的与大家一起征战股市的，20分钟后奉上数据vv vv ，收益创新高了，经过大起伏后净值迅 ...
恭喜发财vv 今日的奥肖内西小泰坦净值20070420
奥肖内西小泰坦实战模拟帐户（20061229~20070420）
投资管理 — 汇总表 （收益143.29%,同期沪深300上涨59.24%)---包括买卖手续费（千分之三）
[ 本帖最后由 lymanqun 于 2007-4-20 17:44 编辑 ] 原帖由 lymanqun 于 2007-4-20 17:42 发表 http://bbs.macd.cn/static/image/common/back.gif
今日的奥肖内小泰坦西净值20070420
奥肖内西小泰坦实战模拟帐户（20061229~20070420）
投资管理 — 汇总表 （收益143.29%,同期沪深300上涨59.24%)---包括买卖手续费（千分之三）
这个小泰坦看来是经受住考验了，上周是122%,一周２０％，我口水直留。年报之后，就来跟大哥的这个组合，轻松赚钱，盘都不用看了，能有大量时间做其它的事，真是太好了。vv 老大，我正在一页一页往前翻你的大买量大卖量－大买额大卖额－BS－欧奈尔排名。
我现在有3.28以前的全部数据了和后面的一部分数据。
我发现4.15号的你没发吧？？？
要不麻烦的话能把3.28到现在的给发个汇总的吗？
也方便一下其它的弟兄？ 我发现分析家在作大数据量的运算的时候非常慢，而且编程也很麻烦。我打算把所有的数据包括日数据，大买大卖，专业财务数据，F10都提取出来放到数据库里，后面分析就简单快速多了。
现在我已经把日数据、专业财务数据导出来了。
不过数据质量是个大问题，不知道那个数据质量更好一些？ 原帖由 rollcat 于 2007-4-20 17:48 发表 http://bbs.macd.cn/static/image/common/back.gif
老大，我正在一页一页往前翻你的大买量大卖量－大买额大卖额－BS－欧奈尔排名。
我现在有3.28以前的全部数据了和后面的一部分数据。
我发现4.15号的你没发吧？？？
要不麻烦的话能把3.28到现在的给发个汇总的 ...
4.15号是星期天
给你0326-0420的
回复 #13615 太白山人 的帖子
多谢太白兄！太白兄
我已经下了两个大智慧新一代传统行情服务器的分笔数据了，其中一个是陆家嘴的，奇怪就是和依然老大的对不上 原帖由 rollcat 于 2007-4-20 18:12 发表 http://bbs.macd.cn/static/image/common/back.gif我已经下了两个大智慧新一代传统行情服务器的分笔数据了，其中一个是陆家嘴的，奇怪就是和依然老大的对不上
大智慧新一代传统行情不行
应该是收费行情的数据