fBot - Project in progress

DESCRIPTION 

This project grew out of a spreadsheet where I kept track of my personal investments. In early 2008, I started working on C++ code to replace the spreadsheet. Today, the program provides me with an automatic daily analysis of my investments along with several macroeconomic indicators. Yet, the program is still very much a project in progress. Every week, I implement new features, fix bugs, optimize the output charts.

The project consists of three integrated units. First, a webbot which collects data from the internet. This data can be any piece of information that can be found on the internet, from the daily temperature in Santa Barbara, over the current price of a plane ticket Brussels - New York, to stock quotes. The webbot writes this data into an xml database.

The second part of the project consists of code that processes this information. This part of the program is geared towards financial data, though it can deal with any kind of quantitative data. The main reason I tried to keep the design open, is that I want to be able, later on, to correlate financial information against a diverse number of other (macroeconomic) parameters.

The third component is a back-end that creates charts which it posts on the web, as in the examples below.

SAMPLES 

1. Most Recent Examples 

For examples that are currently online (in various stages of development) please click here.

2. Interest Rates Example

Here is an example of data I started collecting when only the webbot was functional. The graph shows the interest rates as set by the European Central Bank and the Federal Reserve. In addition, the interest rates of CDs of a major Belgian bank on 1, 5 and 10 year were plotted.

3. Portfolio Example

This example also relies on the component of the project that processes information. To demonstrate this, I constructed a fake portfolio containing a fund from each of the major Belgian banks:

This portfolio (including the data needed for the interest rates plot above) is defined in an xml control file. Taxes and fees on the individual assets and portfolio can be specified in this control file. Note that the control file also logs the exchange rate of the Hungarian forint versus the euro since the value of KBC Renta Florinrenta Acc is read off from the web by the webbot in HUF.

The evolution of the currently held assets which do not have a fixed interest can be followed on this chart. The total value of the portfolio from January 1, 2007 until December 15, 2008, is sketched below.

The daily return over the last two weeks until December 15, 2008, is sketched below.

The chart below plots the yearly interest rate a hypothetical zero-coupon bond without fees or taxes would need to have, to obtain the same performance over a specified period. In the chart these periods are 3 months, 6 months and 1 year respectively.

4. More Examples 

For examples that are currently online (in various stages of development) please click here.