getSymbols.AAIISentiment: American Association of Individual Investors (AAII) Weekly...

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

Data represents what direction members feel the stock market will be in next 6 months.

The sentiment survey measures the percentage of individual investors who are bullish, bearish, and neutral on the stock market short term; individuals are polled from the AAII Web site on a weekly basis. Only one vote per member is accepted in each weekly voting period.

The AAII Sentiment Survey is conducted each week from Thursday 12:01 a.m. until Wednesday at 11:59 p.m. The latest published data seems to be delivered every Friday.

Internally, this reads a (downloaded) Microsoft Excel spreadsheet and collects just the one latest published item by scraping the one new (the latest) observation from the AAII web site.

Usage

getSymbols.AAIISentiment(Symbols, env, return.class = "xts", ...)

Arguments

Symbols	A character vector specifying the names of each symbol to be loaded. Possible Symbols are the following: "AAIISentimentSurveyData" (means get all of the columns) xor one specific column name. e.g. "Bullish", "Neutral", or "Bearish", (or Others).
env	where to create objects. (.GlobalEnv)
return.class	desired class of returned object. Can be xts, zoo, data.frame, or xts (default)
...	Dots passed.

Value

A call to getSymbols.AAIISentiment will load into the specified environment one object for each Symbol specified, with class defined by return.class.

Author(s)

Andre Mikulec (adapted original code to work with AAII sentiment data)

Jeffrey A. Ryan

References

AAII Investor Sentiment Survey https://www.aaii.com/sentimentsurvey

Sentiment Survey Past Results https://www.aaii.com/sentimentsurvey/sent_results

Charles Rotblut, Analyzing the AAII Sentiment Survey Without Hindsight, AAII Journal / June 2014 https://www.aaii.com/journal/article/analyzing-the-aaii-sentiment-survey-without-hindsight

Charles Rotblut, Is the AAII Sentiment Survey a Contrarian Indicator?, AAII Journal / June 2013 https://www.aaii.com/journal/article/is-the-aaii-sentiment-survey-a-contrarian-indicator

Examples

## Not run: 
# common usage
getSymbols("BullBearSpread", src = "AAIISentiment")

# The dates are as of Thursday each week.
getSymbols(c("Bullish", "Neutral", "Bearish"), src = "AAIISentiment")

# all columns in one xts object
getSymbols("AAIISentimentSurveyData", src = "AAIISentiment")

## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.