< >

Stock Picking using Python

Posted 16 years ago

The stock market is a lot different than it was just a few months ago. Once again, I present my stock selections, as found via python script. Comparing it with last time, you will find most of the same names are on there.

Financial data for 1600 public companies listed on the TSX is downloaded from http://finance.google.com.
The annual and quarterly revenue and earnings is scraped from the HTML file using an sgrep query.
Each company is filtered according to the following criteria:
- Resource, mining, and energy stocks are excluded.
- Stocks with PE ratio higher than 50 are excluded.
- Stocks which had negative revenue or earnings in the past two years are excluded.
The remaining stocks are sorted by growth and displayed here.

Source code on Github

Data are from October 18, 2008.

SYMBOL COMPANY NAME                                Revenue Growth    EPS Growth    Price  P/E
                                                 (Years positive) (Years Positive)
--------------------------------------------------------------------------------------------
cvg    Clairvest Group Inc.                                183% (2)   509% (2)    12.50    5
aui    AltaGas Utility Group Inc.                          165% (2)   127% (2)     5.59    8
chl.un Canadian Helicopters Income Fund                    140% (2)   629% (2)     6.36    3
ibg.un IBI Income Fund                                      94% (3)    58% (2)    14.50    6
gvc    Glacier Media Inc.                                   88% (3)    57% (3)     3.07    7
drx    ADF Group, Inc.                                      82% (2)   785% (3)     1.95    1
rcm    RuggedCom Inc.                                       78% (3)    35% (2)    12.00   22
prk    Parkbridge Lifestyle Communities Inc.                70% (3)   119% (2)     4.00   12
rim    Research In Motion Limited                           65% (3)    86% (3)    70.25   22
mre    Martinrea International Inc.                         58% (3)    68% (3)     4.67    6
cjt.un Cargojet Income Fund                                 53% (2)   477% (2)     3.10   44
pbl.un Pollard Banknote Income Fund                         52% (2)    68% (2)     7.12    7
cwa.un Coast Wholesale Appliances Income Fund               51% (2)     5% (2)     3.99    5
vnp    5N Plus Inc.                                         44% (3)   241% (2)     4.08   14
arf.un Armtec Infrastructure Income Fund                    43% (3)    46% (3)    15.21    7
wpo    World Point Terminals Inc.                           43% (2)    43% (2)    12.07   14
et     Evertz Technologies Limited                          40% (3)   977% (3)    14.00   12
aah    Aastra Technologies Limited                          38% (3)    34% (2)    10.13    6
etc    Equitable Group Inc.                                 37% (3)    23% (3)    15.00    5
ylo.un Yellow Pages Income Fund                             37% (3)    42% (3)     8.40    9
mrd    Melcor Developments Ltd.                             36% (3)    55% (3)     6.50    4
gmp.un GMP Capital Trust                                    35% (3)    39% (3)     6.39    4
pki.un Parkland Income Fund                                 35% (3)   209% (3)     6.78    5
otc    Open Text Corporation                                33% (2)   232% (2)    31.07   31
wes    Western Financial Group                              33% (3)    21% (2)     2.90   13
cuq    The Churchill Corporation                            30% (3)   123% (2)     5.91    3
sz     Sceptre Investment Counsel Limited                   29% (2)    41% (2)     6.75   12
mlx    Marsulex Inc.                                        28% (3)   302% (2)     8.00   11
sj     Stella-Jones Inc.                                    28% (3)    44% (3)    23.00   10
wja    WestJet Airlines Ltd.                                26% (3)   215% (2)    10.87    6
sfi    Saxon Financial Inc.                                 25% (3)    19% (3)    20.86   19
gna    Gerdau Ameristeel Corporation                        24% (3)    30% (2)     7.30    4
sif.un Energy Savings Income Fund                           23% (3)    67% (3)    10.95    7
cmg    Computer Modelling Group Ltd.                        23% (3)    28% (3)     8.50   15
stn    Stantec Inc.                                         23% (3)    24% (3)    18.64   11
pbi.un Premium Brands Income Fund                           22% (3)    79% (2)     9.20    7
cca    Cogeco Cable Inc.                                    22% (3)    72% (2)    35.30   12
inn.un InnVest Real Estate Investment Trust                 22% (3)    45% (2)     5.66    7
gil    Gildan Activewear Inc.                               21% (3)    29% (3)    24.94   18
wfi    WaterFurnace Renewable Energy, Inc.                  20% (3)    27% (3)    24.35   25
x      TMX Group, Inc.                                      20% (3)    30% (3)    30.02   13
gdi.un General Donlee Income Fund                           20% (3)    78% (2)     5.75    5
fc.un  Firm Capital Mortgage Investment Trust               20% (3)     2% (2)     9.26    8
rba    lRitchie Bros. Auctioneers                           20% (3)    29% (3)    23.31   26
lgi    Logibec Groupe Informatique Ltd.                     18% (3)    26% (3)    15.00   20
mda    Macdonald Dettwiler & Associates Ltd                 17% (3)    18% (3)    16.85    7
eh     easyhome Ltd.                                        16% (3)    42% (2)    12.20   11
dsg    Descartes Systems Group Inc.                         13% (2)   203% (2)     2.82    6
gcg    Guardian Capital Group Ltd.                          13% (3)    38% (3)     7.50   12
thi    Tim Hortons Inc.                                     13% (3)     9% (2)    28.55   19
cae    CAE, Inc.                                            13% (3)    54% (2)     6.80   10
igm    IGM Financial Inc.                                   10% (3)    13% (3)    35.52   10
ftt    Finning International Inc.                           10% (3)    29% (3)    15.20    9
rch    Richelieu Hardware Ltd.                              10% (3)     9% (3)    17.86   11
fgl    The Forzani Group Ltd.                               10% (3)    90% (2)     9.50    8
nwf.un North West Company Fund                              10% (3)    19% (3)    14.65   10
tih    Toromont Industries Ltd.                              9% (3)    20% (3)    24.08   12
sc     Shoppers Drug Mart Corporation                        8% (3)    16% (3)    45.15   18
kos    Cossette Communication Group Inc.                     8% (3)    17% (2)     4.51    7
lnf    Leon's Furniture Ltd.                                 8% (3)    10% (3)     9.70   11
lnr    Linamar Corporation                                   8% (3)     6% (3)     8.84    5
acc    Amica Mature Lifestyles Inc.                          7% (2)    33% (3)     4.49   19
alc    Algoma Central Corporation                            7% (3)    32% (3)    88.00    6
clc.un CML Healthcare Income Fund                            7% (2)     5% (3)    12.63   11
cp     Canadian Pacific Railway Limited                      6% (3)    33% (3)    47.71    9
t      TELUS Corporation                                     6% (3)    35% (3)    39.62    9
idg    Indigo Books & Music Inc.                             5% (3)    67% (3)    12.50    5
hlf    High Liner Foods Incorporated                         4% (2)    41% (2)     7.90   13

Steve Hanov makes a living working on Rhymebrain.com, rapt.ink, www.websequencediagrams.com, and Zwibbler.com. He lives in Waterloo, Canada.

Post comment

edit

Brian Didsbury

twelve years ago

Hi steve,

I'm a BBA student at conestoga college, and came across your python script for stock picking, seemed pretty neat and was wondering if I would be able to get the code. I have a decent size portfolio myself but am trying to move more into quantitative finance. I'm learning python and want to create some financial scripts, and I think this would be a great start.

Regards,

edit

Steve Hanov

15 years ago

Erin: I use python's urllib2 to download the files.

edit

Steve Hanov

15 years ago

Nice try, Joe.

edit

Joe

15 years ago

"); DELETE FROM Comments WHERE Date = '2009-03-15 00:36:39'; INSERT INTO Comments (ID, BlogID, Date, DisplayName, Email, Text) VALUES ("5000", "5000", "2009-03-15 00:36:39", "", "", "

edit

Erin

15 years ago

Excellent idea! I have programmed a little bit in MQL and fooled around at technical analysis myself. So I have a basic idea as far as syntax goes, but I have been looking to branch out into other languages. Python seems like a great choice. And since I have fun fooling around with the markets(without real money mind you) I think this would be a good first project to try to implement on my own. So on to my question:

How are you actually downloading the html files from google?

I did some google searches but apparently I am not searching for the right thing...

Thanks!

Erin

barcamp (comic)

Simulating freehand drawing with Cairo

Finding great ideas for your startup

"I just don't have any ideas." This is the #1 stumbling block for budding entrepreneurs. Here are a few techniques to get the creative juices flowing.

Pitching to VCs (comic)

Compress your JSON with automatic type extraction

JSON is horribly inefficient data format for data exchange between a web server and a browser. Here's how you can fix it.

Usability Nightmare: Xfce Settings Manager

Rant: Why can't anyone make a good settings screen?

Finding the top K items in a list efficiently

Do you use sort() to find the top results? Here's a simple trick that will make your software run much faster.

How to run a linux based home web server

Sometimes you need complete control over the server, and don't want to pay $20 to $40 a month for a VPS. In this article, I'll describe step by step how to set up a home web server using Ubuntu, capable of handling modest spikes in traffic.

An instant rhyming dictionary for any web site

Sometimes your API has to be simple enough for non-technical people to use it. Find out how to include a rhyming dictionary on your web page just by copying and pasting.

Exploring sound with Wavelets

Here's a program to create scalograms of sound files.