2016 hedge fund contest

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ockham
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Re: 2016 hedge fund contest

Post by ockham »

Let's close my short position in VRX, please. Down >40% at the moment from Friday's close.
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Re: 2016 hedge fund contest

Post by Koogie »

People have some pretty great swings on their hands...

Peter TCK-B.TO 5.05 9.96 +97.2
jonforest KEG 0.48 0.22 -54.2
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Re: 2016 hedge fund contest

Post by peter »

Unfortunately ABX is on the wrong side of the line :)
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Re: 2016 hedge fund contest

Post by LadyGeek »

The first quarter results are in. ockham is in first place.

I'm somewhat close to the bottom of the pack.
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Re: 2016 hedge fund contest

Post by LadyGeek »

A day late but the mid-year results are in: FWF 2016 Hedge Fund Contest :: Fund List

Rolling it all on Bombardier Inc, I'm in first place. :shock:

The current Russell 3000 membership list is here: Russell Reconstitution, click on "2016 Index membership lists (PDFs)" then Russell 3000 for the PDF.
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Re: 2016 hedge fund contest

Post by peter »

Norbert, could I sell TCK.B?
Thanks!
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Norbert Schlenker
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Re: 2016 hedge fund contest

Post by Norbert Schlenker »

It will be done at today's close.
Nothing can protect people who want to buy the Brooklyn Bridge.
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LadyGeek
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Re: 2016 hedge fund contest

Post by LadyGeek »

The website is broken.
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Norbert Schlenker
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Re: 2016 hedge fund contest

Post by Norbert Schlenker »

Fixed (for now).
Nothing can protect people who want to buy the Brooklyn Bridge.
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Re: 2016 hedge fund contest

Post by peter »

There's sand in the SQL again. Of course for now the only stock that matters is BBD.B :)
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Re: 2016 hedge fund contest

Post by Norbert Schlenker »

Sly buggers at yahoo. They completely changed the format of the pages they vend AND the "field numbers" vary every time the page is fetched. Finding the closing price is now a bit of a challenge.

With luck, this edit of the parser will hold until year end. Because this is getting to be quite a pain in the arse (this is the third or fourth format and parsing change in 2016), I will not be doing this again next year.

The usual results page should be available around 6 Eastern this evening.
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Re: 2016 hedge fund contest

Post by Peculiar_Investor »

Have you ever investigated the use of the Perl module Finance::YahooQuote rather than rolling your own solution? I've used the author's BeanCounter portfolio performance toolkit for years on a CentOS 5 box to collect end-of-day stock and currency quotes. To the best of my knowledge it has faithfully worked through whatever changes Yahoo! Finance has made.

And no, I don't want to take over running the contest going forward. :lol:
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Shakespeare
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Re: 2016 hedge fund contest

Post by Shakespeare »

I use 123 to fetch quotes from Yahoo with my own call. Works fine. You just have to build the string.

Code: Select all

String1:	http://download.finance.yahoo.com/d/quotes.csv?s=
String2:	^GSPTSE,CADUSD=X,AQN.TO,BCE.TO,BEP-UN.TO,BIP-UN.TO,BMO.TO,BNS.TO,CM.TO,CU.TO,EMA.TO,ENB.TO,FTS.TO,PWF.TO,REF-UN.TO,RY.TO,TD.TO,TRP.TO,T.TO,VT,CAR-UN.TO,SJR-B.TO,RCI-B.TO,HR-UN.TO,ENF.TO
String3:	&f=sl1d1t1c1ohgv

Fullurl:	http://download.finance.yahoo.com/d/quotes.csv?s=^GSPTSE,CADUSD=X,AQN.TO,BCE.TO,BEP-UN.TO,BIP-UN.TO,BMO.TO,BNS.TO,CM.TO,CU.TO,EMA.TO,ENB.TO,FTS.TO,PWF.TO,REF-UN.TO,RY.TO,TD.TO,TRP.TO,T.TO,VT,CAR-UN.TO,SJR-B.TO,RCI-B.TO,HR-UN.TO,ENF.TO&f=sl1d1t1c1ohgv
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Re: 2016 hedge fund contest

Post by LadyGeek »

The web page is broken again. FWF 2016 Hedge Fund Contest :: Fund List results in a blank page.

FWIW, the Bogleheads contest is still displaying content, but the quotes are all 0.00. Bogleheads 2016 Hedge Fund Contest :: Fund List
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Re: 2016 hedge fund contest

Post by LadyGeek »

Shakespeare wrote:I use 123 to fetch quotes from Yahoo with my own call. Works fine. You just have to build the string.

Code: Select all

String1:	http://download.finance.yahoo.com/d/quotes.csv?s=
String2:	^GSPTSE,CADUSD=X,AQN.TO,BCE.TO,BEP-UN.TO,BIP-UN.TO,BMO.TO,BNS.TO,CM.TO,CU.TO,EMA.TO,ENB.TO,FTS.TO,PWF.TO,REF-UN.TO,RY.TO,TD.TO,TRP.TO,T.TO,VT,CAR-UN.TO,SJR-B.TO,RCI-B.TO,HR-UN.TO,ENF.TO
String3:	&f=sl1d1t1c1ohgv

Fullurl:	http://download.finance.yahoo.com/d/quotes.csv?s=^GSPTSE,CADUSD=X,AQN.TO,BCE.TO,BEP-UN.TO,BIP-UN.TO,BMO.TO,BNS.TO,CM.TO,CU.TO,EMA.TO,ENB.TO,FTS.TO,PWF.TO,REF-UN.TO,RY.TO,TD.TO,TRP.TO,T.TO,VT,CAR-UN.TO,SJR-B.TO,RCI-B.TO,HR-UN.TO,ENF.TO&f=sl1d1t1c1ohgv
Is there a way to get historical data, such as the price on January 1?

According to Gummy, the data will have to be loaded and saved on that date. Yahoo data download

FYI - Google finance does not support the TSX.
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Shakespeare
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Re: 2016 hedge fund contest

Post by Shakespeare »

I developed the call string from Gummy's tutorial on Yahoo. If the info isn't in the tutorial, I don't know where it is. Sorry. :?
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Re: 2016 hedge fund contest

Post by Peculiar_Investor »

LadyGeek wrote:FYI - Google finance does not support the TSX.
Yes it does, or at least http://www.google.ca/finance does. The prefixes are different. For Royal Bank, symbol RY on the TSX, try entering TSE:RY in Google finance.
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Insomniac
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Re: 2016 hedge fund contest

Post by Insomniac »

Apparently, you can get historical data from Yahoo:
For historical data you can use something like:

//*http://ichart.finance.yahoo.com/table.c ... re=.csv*//

where the FROM date is: &a=11&b=15&c=2016 and the TO date is: &d=11&e=19&f=2016 Be careful, fields a and d use index of month and not number, then for December use 11, and for January use 00.

This API does not provide quote of current day.
http://meumobi.github.io/stocks%20apis/ ... e-api.html
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Re: 2016 hedge fund contest

Post by DenisD »

You can put historical quotes in a Google spreadsheet. The following will retrieve the close for the Canadian symbol at A2 as of 10 days ago: =INDEX(GOOGLEFINANCE(ʺTSE:ʺ & A2,ʺcloseʺ,today()-10),2,2)

Not sure how many quotes you can have in one worksheet.
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Re: 2016 hedge fund contest

Post by LadyGeek »

Unfortunately, my questions had an ulterior motive. Norbert has been missing in action for a while, and the Bogleheads have decided to take-on the 2017 hedge fund contest themselves. See my post here: Re: 2016 hedge fund contest

I've replicated the FWF info into a google spreadsheet: 2016 Hedge Fund Contest Financial Wisdom Forum - Google Sheets

This is a direct copy of the spreadsheet now in use in the Bogleheads contest: 2016 Hedge Fund Contest Bogleheads

I was able to get quotes for everyone's picks except KEG, which is certainly valid: NYSE:KEG Key Energy Services, Inc.

Norbert's website for reference, which is working today: FWF 2016 Hedge Fund Contest :: Fund List

In any case, it looks like the contest won't be decided until the close of business today.

Would someone (other than me) be willing to take this on for 2017? The Bogleheads 2017 contest is up and running here: 2017 hedge fund contest - Bogleheads.org, note the 6 January 2017 start date.
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Re: 2016 hedge fund contest

Post by Spudd »

I can do it. KEG isn't working because it seems according to Google, the symbol only came into existence on Dec 19, don't know why.
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Re: 2016 hedge fund contest

Post by LadyGeek »

^^^ Thanks!!! All you need to do is copy the spreadsheet and modify it as you wish.

I've incorporated the freezes noted above:

- KEG for Double Hedged Sword (jonforest))
- VRX for Prairie Fire Fund (ockham)

As for KEG, I used the opening and closing values from Norbert's website.

See: 2016 Hedge Fund Contest - Financial Wisdom Forum
Last edited by LadyGeek on 30 Dec 2016 16:05, edited 1 time in total.
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Re: 2016 hedge fund contest

Post by Spudd »

I think KEG went bankrupt/was delisted, so if jonforest hadn't sold it he would have made infinity money!

Here's the link to the 2016 contest, I believe I added in the relevant sells appropriately.
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Re: 2016 hedge fund contest

Post by LadyGeek »

Thanks, I missed peter's sell of TECH.B. If he hadn't sold, he would be in 1st place. Our spreadsheets now match.

Heads up: The spreadsheet will show "#REF" if Google finance does not return a value. Just keep refreshing the web page until the value is filled in.
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Re: 2016 hedge fund contest

Post by LadyGeek »

The final standings are in. Based on 2016 Hedge Fund Contest Financial Wisdom Forum - Google Sheets:

Code: Select all

Rank	Fund (Manager)	Return %
1	Ladies First (LadyGeek)	61.19%
2	BBB+ Fund (peter)	53.03%
3	Double Hedged Sword (jonforest)	47.14%
4	The Six Chimps Fund (ghariton)	26.49%
5	"This Time It's Not Nortel Technology Fund V 2.0 (jsbarnby)	"	25.14%
6	I Don't Know and I Don't Care (Benchmark)	18.18%
7	Prairie Fire Fund (ockham)	12.25%
8	Bono and the Hedge (Koogie)	7.92%
9	Longing for Trouble and Short on Good Times (bindexit)	5.46%
10	Out With The New And In With The Old (ig17)	4.11%
11	EMH Hedge Fund (Park)	-7.69%
12	The Pseudo-Random geHde nuFd (MALDI_ToF)	-9.83%
13	Better Than Bre-X Fund (northbynorthwest)	-82.93%
The rankings differ significantly from Norbert's website, which is no longer maintained. jonforest and ghariton are moved into 3rd and 4th place, respectively.

Spudd - When you post the 2017 hedge fund contest, please provide a link here. Thanks again for doing this.
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