New earnings release post

This commit is contained in:
Bradlee Speice
2016-06-09 19:27:36 -04:00
parent 0ba3723cd2
commit f9e8c08491
26 changed files with 17371 additions and 1256 deletions

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@ -153,7 +153,7 @@ d_n &> \frac{o_n}{c_n - o_n} \sum_{i=1}^{n-1} d_i(1 - \frac{1}{o_i})
<div class="prompt input_prompt">In&nbsp;[1]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-julia"><pre><span></span><span class="k">using</span> <span class="n">Quandl</span>
<div class=" highlight hl-julia"><pre><span class="k">using</span> <span class="n">Quandl</span>
<span class="n">api_key</span> <span class="o">=</span> <span class="s">&quot;&quot;</span>
<span class="n">daily_investment</span> <span class="o">=</span> <span class="n">function</span><span class="p">(</span><span class="n">current_open</span><span class="p">,</span> <span class="n">current_close</span><span class="p">,</span> <span class="n">purchase_history</span><span class="p">,</span> <span class="n">open_history</span><span class="p">)</span>
<span class="c"># We&#39;re not going to safeguard against divide by 0 - that&#39;s the user&#39;s responsibility</span>
@ -183,7 +183,7 @@ d_n &> \frac{o_n}{c_n - o_n} \sum_{i=1}^{n-1} d_i(1 - \frac{1}{o_i})
<div class="prompt input_prompt">In&nbsp;[2]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-julia"><pre><span></span><span class="n">is_profitable</span> <span class="o">=</span> <span class="n">function</span><span class="p">(</span><span class="n">current_price</span><span class="p">,</span> <span class="n">purchase_history</span><span class="p">,</span> <span class="n">open_history</span><span class="p">)</span>
<div class=" highlight hl-julia"><pre><span class="n">is_profitable</span> <span class="o">=</span> <span class="n">function</span><span class="p">(</span><span class="n">current_price</span><span class="p">,</span> <span class="n">purchase_history</span><span class="p">,</span> <span class="n">open_history</span><span class="p">)</span>
<span class="n">shares</span> <span class="o">=</span> <span class="n">sum</span><span class="p">(</span><span class="n">purchase_history</span> <span class="o">./</span> <span class="n">open_history</span><span class="p">)</span>
<span class="k">return</span> <span class="n">current_price</span><span class="o">*</span><span class="n">shares</span> <span class="o">&gt;</span> <span class="n">sum</span><span class="p">(</span><span class="n">purchase_history</span><span class="p">)</span>
<span class="k">end</span>
@ -218,8 +218,8 @@ d_n &> \frac{o_n}{c_n - o_n} \sum_{i=1}^{n-1} d_i(1 - \frac{1}{o_i})
<span class="n">leverages</span> <span class="o">=</span> <span class="p">[</span><span class="n">sum</span><span class="p">(</span><span class="n">investments</span><span class="p">[</span><span class="mi">1</span><span class="p">:</span><span class="n">i</span><span class="p">])</span> <span class="k">for</span> <span class="n">i</span><span class="o">=</span><span class="mi">1</span><span class="p">:</span><span class="n">length</span><span class="p">(</span><span class="n">investments</span><span class="p">)]</span>
<span class="n">max_leverage</span> <span class="o">=</span> <span class="n">maximum</span><span class="p">(</span><span class="n">leverages</span><span class="p">)</span> <span class="o">/</span> <span class="n">investments</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span>
<span class="n">println</span><span class="p">(</span><span class="s">&quot;Max leverage: </span><span class="si">$(max_leverage)</span><span class="s">&quot;</span><span class="p">)</span>
<span class="n">println</span><span class="p">(</span><span class="s">&quot;Days invested: </span><span class="si">$(length(investments))</span><span class="s">&quot;</span><span class="p">)</span>
<span class="n">println</span><span class="p">(</span><span class="s">&quot;Profit: </span><span class="si">$profit</span><span class="s">&quot;</span><span class="p">)</span>
<span class="n">println</span><span class="p">(</span><span class="s">&quot;Days invested: </span><span class="si">$</span><span class="s">(length(investments))&quot;</span><span class="p">)</span>
<span class="n">println</span><span class="p">(</span><span class="s">&quot;Profit: </span><span class="si">$</span><span class="s">profit&quot;</span><span class="p">)</span>
<span class="k">end</span><span class="p">;</span>
</pre></div>
@ -246,7 +246,7 @@ d_n &> \frac{o_n}{c_n - o_n} \sum_{i=1}^{n-1} d_i(1 - \frac{1}{o_i})
<div class="prompt input_prompt">In&nbsp;[3]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-julia"><pre><span></span><span class="n">investments</span><span class="p">,</span> <span class="n">profit</span> <span class="o">=</span> <span class="n">simulate</span><span class="p">(</span><span class="s">&quot;YAHOO/LMT&quot;</span><span class="p">,</span> <span class="n">Date</span><span class="p">(</span><span class="mi">2015</span><span class="p">,</span> <span class="mi">11</span><span class="p">,</span> <span class="mi">29</span><span class="p">),</span> <span class="mi">100</span><span class="p">,</span> <span class="mf">1.01</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
<div class=" highlight hl-julia"><pre><span class="n">investments</span><span class="p">,</span> <span class="n">profit</span> <span class="o">=</span> <span class="n">simulate</span><span class="p">(</span><span class="s">&quot;YAHOO/LMT&quot;</span><span class="p">,</span> <span class="n">Date</span><span class="p">(</span><span class="mi">2015</span><span class="p">,</span> <span class="mi">11</span><span class="p">,</span> <span class="mi">29</span><span class="p">),</span> <span class="mi">100</span><span class="p">,</span> <span class="mf">1.01</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
<span class="n">sim_summary</span><span class="p">(</span><span class="n">investments</span><span class="p">,</span> <span class="n">profit</span><span class="p">)</span>
</pre></div>
@ -289,7 +289,7 @@ Profit: 0.6894803101560001
<div class="prompt input_prompt">In&nbsp;[4]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-julia"><pre><span></span><span class="n">investments</span><span class="p">,</span> <span class="n">profit</span> <span class="o">=</span> <span class="n">simulate</span><span class="p">(</span><span class="s">&quot;YAHOO/LMT&quot;</span><span class="p">,</span> <span class="n">Date</span><span class="p">(</span><span class="mi">2015</span><span class="p">,</span> <span class="mi">11</span><span class="p">,</span> <span class="mi">29</span><span class="p">),</span> <span class="mi">100</span><span class="p">,</span> <span class="mf">1.02</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
<div class=" highlight hl-julia"><pre><span class="n">investments</span><span class="p">,</span> <span class="n">profit</span> <span class="o">=</span> <span class="n">simulate</span><span class="p">(</span><span class="s">&quot;YAHOO/LMT&quot;</span><span class="p">,</span> <span class="n">Date</span><span class="p">(</span><span class="mi">2015</span><span class="p">,</span> <span class="mi">11</span><span class="p">,</span> <span class="mi">29</span><span class="p">),</span> <span class="mi">100</span><span class="p">,</span> <span class="mf">1.02</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span>
<span class="n">sim_summary</span><span class="p">(</span><span class="n">investments</span><span class="p">,</span> <span class="n">profit</span><span class="p">)</span>
</pre></div>