Comments on: How to Download Historical Stock Data into Matlab

By: Euangelos

Euangelos — Wed, 23 May 2012 18:14:42 +0000

Hi again,

I just figured it out! The command is called ‘dataset’.
Thanks again! Keep the nice work!

Euangelos.

By: Euangelos

Euangelos — Wed, 23 May 2012 18:06:10 +0000

Hi Lumi,

Thank you very much for sharing this beautiful script with us! As a newbie on MATLAB, may I ask you how to merge one or more columns into one and only variable? I tried the ‘Result = [hist_high hist_close]‘ command. This works in the general case, but it doesn’t when date is involved as a argument (i.e. hist_date). In that case I just get an error message. Any hint?

Thank you very very much in advance,
Euangelos.

By: Michael

Michael — Fri, 13 Apr 2012 22:23:28 +0000

Hi Lumi,

Yep that was my problem. Sorry for such a trivial question. I am fairly new to anything past matrices in Matlab!

Thanks again,

-Michael

By: Lumilog

Lumilog — Fri, 13 Apr 2012 17:43:07 +0000

Hi Michael. Are you passing the stock_symbol as a char string too? For example, the argument should be passed as ‘AAPL’, not AAPL.

By: Michael

Michael — Fri, 13 Apr 2012 17:08:55 +0000

Hi Lumi,

I had a problem and was just wondering if I am using a different Matlab version than you.

I put in the link for the url_string. However the line right below that where it should gather the stock symbol after the s, it gives me an error.

url_string = strcat(url_string, ‘&s=’, upper(stock_symbol) );

It is this line of code. Should this line execute without a problem?

By: Sim Con

Sim Con — Tue, 27 Mar 2012 07:33:31 +0000

If I can be allowed a plug for my own website, there are Excel spreadsheets and Mathcad worksheets for downloading stock data and Forex rates at http://investexcel.net/financial-web-services-kb/

By: Lumilog

Lumilog — Sun, 19 Feb 2012 21:01:39 +0000

Hi Lefteris – I only barely speak Bayesian but sent you an email so will wait to hear back from you that way.

- lumi

By: Lefteris

Lefteris — Thu, 16 Feb 2012 18:43:48 +0000

Hi again Lumi. First of all thanks a lot for your instant response. Yes I understood exactly what happens. I am an undergraduate computer engineer and now researching the area of stock market and prediction using large datasets. I have some questions concerning the correlation metrics used in order to determine if two time series are correlated or not. As the first step of my essay I am trying to build a Dynamic Bayesian Network that will map those metrics as probabilities that Xt-1 can determine Xt. I am thinking to use auto correlation but I have other thoughts too.. As I see you are a software engineer with knowledge of finance..so just what I need
Is there any way you can spend some time chatting with me so I can ask you for your guidance? Do you have skype or another means to reach you?
Thanks once more for your will to help.
Yours,
L.

By: Lumilog

Lumilog — Wed, 15 Feb 2012 22:47:19 +0000

Thanks for stopping by Lefteris. The normalization accounts for 2 things: stock splits and dividends. If you don’t normalize then stock splits could be misinterpreted by any quant algorithm you develop as 50% overnight losses for example. Similarly, if you don’t include the effect of dividends any computation of rate of return will be price moves only – not total returns. Plus stocks (theoretically) drop in price by the amount of the dividend before it’s paid. Hope that helps!

lumi

By: Lefteris

Lefteris — Wed, 15 Feb 2012 22:43:25 +0000

Hello all,
first of all I’d like to thank Lumilog for this very interesting code he shared.
Also I wanted to ask if someone could explain a bit the part where he says that there must be a normalization between the the close and the adjusted close.. What is the relationship between them? And can you explain why?

Also does anyone have experience with time series correlations? Can you suggest any metrics to use??
Thanks a lot in advance..
Regards