DJIA components multipliers
You can create something like that by: You'll have to determine the PE ratio manually from the financial statements.  To get the PE ratio for each company, you can try the Edgar database, though I doubt it goes as far back as 1950. This blog has a graph of the DJIA PE ratio from 1929 - 2009.
"$36 dividend/900 DJIA = 4% 5.5% bond yield = ($36 dividend/660 DJIA) Graham wrote this at a very different time in financial markets- interest rates were much higher, and the DJIA much lower. In addition, bonds were yielding more than stocks, unlike today when the DJIA % the 10yr Treasury yield 2.63% and 2.13% respectively. In addition, his ""weigher of the odds"" suggests waiting to invest until equity prices are lower (usually dividends aren't reduced), and therefore the DJIA dividend yield would rise relative to bond yields." &gt; mostly-passive funds consisting of a sufficiently diverse array of holdings with historically* low volatility  &gt; 3.Market it with excessive jargon to impress laymen   A quantitative-based global strategy with a wide coverage of asset classes that exhibit returns robustness and high inverted-alpha*. Uses the cutting edge of artificial intelligence to synthetically replicate index portfolios that maximizes benchmark correlation.   ^^*Defined ^^as ^^1/alpha, ^^as ^^alpha ^^-&gt; ^^0 ^^then ^^inverted ^^alpha ^^-&gt; ^^infinity. Traditionally, the Dow Jones Industrial Average (DJIA) was only comprised of stocks that were traded on the New York Stock exchange.  Neither Apple (AAPL) nor Google (GOOG) are traded on the New York Stock Exchange but instead are traded on NASDAQ.  All NASDAQ tickers are four characters long and all NYSE tickers are only three or less characters long (e.g. IBM or T (AT&T)). However in 1999, MSFT became the first NASDAQ stock to be included in the DJIA.  Given that AAPL now has the largest market capitalization of any company in U.S. history, I think it is likely if they retain that position, that they would eventually be let into the DOW club too, perhaps, ironically, even supplanting Microsoft. "http://www.attaincapital.com/alternative-investment-education/managed-futures-newsletter/investment-research-analysis/423  http://www.cta-info.com/cta_stats.htm  I just googled ""managed futures stats"".    I'm not 100% sure what your goal is, but I wouldn't look to filter out trades.  You're better off grading returns and variance within the returns.  http://www.autumngold.com/  Poke around the ""top traders"" section and compare the returns with the drawdown of the traders.  You'll see the ""lucky"" traders, but you'll also see the high risk guys and low risk guys." "I don't know what angle you're trying to push or why, but are you also saying that Kenichi Ueda of the IMF and Beatrice Weder Di Mauro of the University of Mainz are similarly lacking the understanding of financial concepts when they published a [paper](http://www.imf.org/external/pubs/ft/wp/2012/wp12128.pdf) ""Quantifying Structural Subsidy Values for Systemically Important Financial Institutions""?  Are you suggesting a similar ""entire shaker of salt"" when they ""estimate[d] the structural subsidy values by exploiting expectations of state support embedded in credit ratings and by using long-run average value of rating bonus""?  Should we really be so skeptical when they conclude:  &gt;Section III has provided estimates of the value of the subsidy to SIFIs in terms of the overall ratings. Using the range of our estimates, we can summarize that a one-unit increase in government support for banks in advanced economies has an impact equivalent to 0.55 to 0.9 notches on the overall long-term credit rating at the end-2007. And, this effect increased to 0.8 to 1.23 notches by the end-2009 (Summary Table 8). At the end-2009, the effect of the government support is almost identical between the group of advanced countries and developing countries. Before the crisis, governments in advanced economies played a smaller role in boosting banks’ long-term ratings. These results are robust to a number of sample selection tests, such as testing for differential effects across developing and advanced countries, for both listed and non-listed banks, and also correcting for bank parental support and alternative estimations of an individual bank’s strength.  I ask because this article is founded on that study - linked to by Bloomberg which is then linked to in OP's Huffpo article.  While you can certainly claim that Mark Gongloff ""shows a basic lack of understanding"" of whatever, why don't you put some skin in the game and demonstrate how he somehow misses the entire point of that study, or better yet really wow us by de-bunking that study." Mostly some custom work i've done myself, bayesian and time series models, but there is some pattern matching. Most TA functions such as MA's, MACD's, BollingerBands, are simple ways of doing time series analysis.  MA's are basic filters.  MACD is essentially a way of viewing acceleration, as its the informational difference between filters.  BB's are mean reverters based on standard deviation/  RSI is a ratio of filtered up to down moves basically generating an indicator based on how strong the market has moved. "As far as I can tell there are no ""out-of-the-box"" solutions for this.  Nor will Moneydance or GnuCash give you the full solution you are looking for.  I imaging people don't write a well-known, open-source, tool that will do this for fear of the negative uses it could have, and the resulting liability.  You can roll-you-own using the following obscure tools that approximate a solution: First download the bank's CSV information: http://baruch.ev-en.org/proj/gnucash.html That guy did it with a perl script that you can modify. Then convert the result to OFX for use elsewhere: http://allmybrain.com/2009/02/04/converting-financial-csv-data-to-ofx-or-qif-import-files/" I am also confused by what he says. The DJIA has not been at 900 for decades. However a $36 dividend is 4% per unit if you get $9 per unit per quarter. 2/3 of 4% is 6%,so that is inside his 7.5% to 5.5%. How much you have in dividend paying stocks vs. Bonds most often is a function of your age. For example, I have heard the advice of subtracting your age in years from 110 and that would be the percent you hold in dividend paying stocks. At age 30 you would have 80% in stocks. At age 60 you would be 50% in stocks. There are retirement funds that do this for you.  But the 'bottom line' all depends on your risk tolerance. I have a large tolerance for risk. So even though I am currently retired I only have 10% of my money in a 'safe' investment (ticker=PGF). It pays 5.5% per year.  The rest is in a leveraged junk bond fund (PHK) that pays 15.5% per year. See the FX section of the quantitative finance SE data wiki. 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An ongoing training of our employee(s) is a priority, to have good knowledge and to meet your needs.  Fx Pip Signal provides signals of major currency pairs as EUR/USD, GBP/USD, USD/JPY  USD/CHF. It provides signals which suits almost all the market around the world.It has four packages named Trial, Standard, Premium, Premium Plus. It has well organised support team to provide 24/7 live support and forex consultancy to gain meaningful profit. It believes in transperancy , relaibility and accuracy. All the signals are provided in a flexible way so that the subscribers can easily execute them and their desire profit. Fx Pip Signal is available in almost all the countries of the world. It provides signals via sms, email and updated in the website. "Some years ago, two ""academics,"" Ibbotson and Sinquefield did these calculations. (Roger) Ibbotson, is still around. So Google Roger Ibbotson, or Ibbotson Associates. There are a number of entries so I won't provide all the links." Yes that is the case for the public company approach, but I was referring to the transaction approach:   Firm A and Firm B both have $100 in EBITDA. Firm A has $50 in cash, Firm B has $100 in cash.  Firm A sells for $500, Firm B sells for $600.  If we didn't subtract cash before calculating the multiple: Firm A: 5x Firm B: 6x  If we DO subtract cash before calculating the multiple: Firm A: 4.5x Firm B: 5x  So yea, subtracting cash does skew the multiple. I don't know of any books, but there are a lot of good white papers on the subject if you take the time to look for them. For example, Moody's has a white paper on their LGD model (LossCalc) that explains their calibration methodology.   Searching for academic papers on the subject is really the only way to go, because credit risk is a field that really is just being explored. Really only since 2006 have banks started to actively try to use a risk rating model that incorporates PD and LGD. This is because of data insufficiency - banks just didn't keep active and centralized loan level data that is required to calibrate the models.  tl;dr: Use the internet - it is your friend. Ugh. Please don't use Damode's models. Guy is brilliant but his model are absolute shit and super annoying to audit. Much better to read the theory and build his shit from scratch in a way that effects the theory. Then use his models to check that your output is in the right ballpark. You will get a MUCH better grasp of modeling and of valuation this way. They're all in one place. The OCC provides: http://www.optionsclearing.com/webapps/flex-reports