Scripts for examining Filter Rule
Assumptions:
- project analyzes data from 2007-03-16,
- transaction cost is the percent of the whole amount of the transaction,
- included handicap while buying shares,
- currency: PLN.
ISINs of companies which were included in WIG20 index at any time are available in index_comapnies.Rda. They were obtained from www.gpw.pl/historical-index-portfolios and transformed to R-data with pdf-tables-to-R-data.R script from github.com/sebb7/portfolio-analyzer.
wse_listed_stocks_till_2017.csv includes all Polish stock companies till 2017 with ISINs and tickers.