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Stock tracking

  • To: mathgroup at smc.vnet.net
  • Subject: [mg107772] Stock tracking
  • From: Chris Degnen <degnen at cwgsy.net>
  • Date: Thu, 25 Feb 2010 17:36:36 -0500 (EST)

Similar to examples I've posted earlier.  This one plots oil and gold
securities.
Some lines, probably the URLs, may break in the post and could need
rejoining.

(* Import crude oil security: tracks 1 month futures *)
rawCrud =
  Import["http://www.etfsecurities.com/en/aum/
Historical_NAV_Outstanding_AUM.zip", "*"];
crudPosition = Position[rawCrud[[1, 1, 3]], "CRUD"][[1, 1]];
crudDates = Drop[rawCrud[[1, 1, All, 1]], 3];
crud = Drop[rawCrud[[1, 1, All, crudPosition]], 3];
crudT = Transpose[{crudDates, crud}];
Export["crud.mx", crudT];

(* Import gold bullion security *)
gbss = Import[
   "http://www.exchangetradedgold.com/assets/dynamic/ETG/
GBS_UK_GBP_archive.csv"];
gbssData = Drop[gbss, 5];
gbssDates = gbssData[[All, 1]];
gbssPrice = gbssData[[All, 3]];
gbssPlot = Cases[Transpose[{gbssDates, gbssPrice}], {_, _?NumericQ}];
Export["gbss.mx", gbssPlot];

(* Optionally, import saved values *)
crudT = Import["crud.mx"];
gbssPlot = Import["gbss.mx"];

(* Plotting *)
gbssGBP = {#[[1]], #[[2]]/100} & /@ gbssPlot;
DateListPlot[{crudT, gbssGBP}, Joined -> True,
 PlotLabel -> Style["\nGold Bullion and Crude Oil Futures", Large],
 FrameLabel -> {{Style["=A3", Hue[106/117, 0.6, 0.6], Large],
    Style["$", Hue[0.67, 0.6, 0.6], Large]}, {Null, Null}},
 RotateLabel -> False, ImageSize -> 450,
 PlotRange -> {Automatic, {0, 100}},
 Epilog -> {Inset[Style["GBSS:LSE", 12, Bold, Hue[106/117, 0.6, 0.6]],
     Automatic, {-4.5, -6}],
   Inset[Style["CRUD:LSE", 12, Bold, Hue[0.67, 0.6, 0.6]],
    Automatic, {-4.5, 7}]}]


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