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Hello
I came across an old discussion in the archives. The topic was the YROC
system.
YROC Formula.
1. TB < TB (24 weeks ago)
2. GB < GB (24 weeks ago)
3. C_CPI < C_CPI (24 weeks ago)
Where:
TB = 90 day Treasury Bill
GB = 30 year Treasury Bond
C_CPI = Change in the Consumer Price Index from the previous month.
Buy if two or more of 1-3 above are true.
Sell otherwise.
I am wondering if anyone can tell me where I can get the CPI data in a
format which I can easily import into AB. I say easily because I am no
expert and although I found the data at this site
http://www.bls.gov/cpi/#data
I couldn't manage to get it into Excel in a format which I could then import
into AB. I am sure that this is elementary for some of you but...
I wouldn't mind charting this little system just for practice, and I know I
will have to figure out the whole GetForeign function in AB, but I want to
start using it anyway. Can anyone help me with getting the monthly CPI data
into a chart form, or in a form which I can call in AB?
Thanks, Nik
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