Engineering Commons^™

An Automation Algorithm For Harvesting Capital Market Information From The Web, Pankaj Agrrawal

Finance Faculty Scholarship

The purpose of this paper is to develop an algorithm to harvest user specified information on finance portals and compile it into machine‐readable datasets for quantitative analysis. The Visual Basic macro language in Microsoft Excel is applied to develop code that is not constrained by the single‐query function of Excel. The core of the algorithm is built around the splitting of the URL connector line and the placement of a continuously updating variable into which are looped as many tickers as there are in the input list. The output is then written to non‐overlapping cells. Numerical information placed on major …