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Strategies & Market Trends : Bankruptcy Predictor Model -- Ignore unavailable to you. Want to Upgrade?


To: Razorbak who wrote (44)3/15/1999 10:12:00 PM
From: Sword  Read Replies (2) | Respond to of 477
 
Ok, thanks. That is easy to forget. I need to work it into my data extraction program as well. I'll have to implement a 12 month sliding window to annualize the figures from quarter to quarter to get the best current data.

If any of you have an alternative formulation (John G?) that you would like me to run against the historical performance, I'll try to implement it and publish the results right here on the channel. It'll be a few weeks before everything is in place. The program will read the 10K's and Q's and extract all of the information and compare it to a price history. It will plot trends in stock price as a function of Z as well as other combinations such as rate of change of Z.