west Posted February 5, 2014 Share Posted February 5, 2014 Hey all. Over the last year or so, I’ve been working on a program to help me screen for undervalued companies in more nuanced ways than just your basic valuation ratios. Recently I started using it to analyze historic data sets. My goal in doing this was/is to write a paper about different quantitative value strategies and how well they’ve worked in recent years in Japan. Unfortunately, I’ve hit a bit of a snag. I scrape most of the financial data I use off of various free websites. While this works great for getting recent financial data, it’s not so great for historic data, especially price data. The data on these websites has a lot of flaws in it, and adjusting for all of these issues... well, let’s just say I’ve started to think that it won’t be a great return for all the time I’d need to invest in it to do it right. Before I give up though, I was wondering if I could persuade someone to help me get access to a more professional source of financial data, like Compustat, FactSet or a Bloomberg terminal. In exchange, I can show you what my screener can do (it does waaay more than just your basic comp/value ratios, like I said) and maybe do some custom historic analysis of your choice for you as well. In addition, I can point you to some pretty sweet Japanese companies I’ve found with it (a net-net trading at less than 4x normalized FCF anyone?), as well as send you photos from the most recent Japan Company Handbook (Winter 2014 Edition) about those specific companies, or any Japanese companies you’d like for that matter. I really appreciate any help I can get on this. Especially since I don’t want to see all the software I’ve written so far or the back-testing analysis work I’ve done go to waste. Thanks in advance. west Link to comment Share on other sites More sharing options...
Create an account or sign in to comment
You need to be a member in order to leave a comment
Create an account
Sign up for a new account in our community. It's easy!Register a new account
Already have an account? Sign in here.Sign In Now