Recently I read a blogpost and someone was recommending the book "DIY Financial Advisor "by Wesley R. Gray, Jack Vogel and David Foulke. I believe it was the QuantStrat blog but I might be wrong.
The book is a good read and also suggest a couple of simple systems any investor can implement and follow.
One system requires fundamental data like P/E or EBITDA/TEV ratios and I could trace them on Yahoo.
I wrote a small function retrieving the fundamental data for a list of given securities (tickers)
At the end you get a fundis object, with all values per ticker.
library(XML)
library(RCurl)
fundi <-function(tickers)
{
my=NA
for(i in 1:NROW(tickers)) {
url=paste("https://de.finance.yahoo.com/q/ks?s=",tickers[[i]],sep = "")
s <- getURL(url) #rcurl package
t=readHTMLTable(s)
t=t[[8]] #fundamental price book
a=cbind(tickers[[i]],t[7,],t[9,],t[1,],t[3,])
my=rbind(my,a)
}
my = my[-1,]
fundis=my
rm(t)
rm(a)
rm(i)
rm(my)
rm(s)
return(fundis)
}
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