Comments on: How to Download Historical Stock Data into Matlab http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm Stock-picking is an art. I have sympathy for all who attempt it. Mon, 06 Feb 2012 12:09:36 +0000 hourly 1 http://wordpress.org/?v=3.3 By: Ana http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2962 Ana Tue, 06 Dec 2011 00:49:38 +0000 http://luminouslogic.com/?p=5#comment-2962 Hi, I need historical data from Brazil stock xchange. Yahoo and google doesnt have those datas for several stocks. The 'advfn' provide the historical data i need. How can i modify this script to read historial data from 'advfn' ? advfn: www.advfn.com.br thanks a lot. Hi,

I need historical data from Brazil stock xchange.

Yahoo and google doesnt have those datas for several stocks.

The ‘advfn’ provide the historical data i need.

How can i modify this script to read historial data from ‘advfn’ ?

advfn: http://www.advfn.com.br

thanks a lot.

]]> By: Nemo http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2905 Nemo Thu, 20 Oct 2011 11:51:04 +0000 http://luminouslogic.com/?p=5#comment-2905 Hey! Is it possible to tweak your MATLAB code always use the IPO date as start date? Your code gives an error if you set a start date prior to the IPO of a stock. I am currently trying to solve this problem, I will post a code fix if I manage to correct it myself. Cheers! P.S. great blog! /Nemo Hey!

Is it possible to tweak your MATLAB code always use the IPO date as start date? Your code gives an error if you set a start date prior to the IPO of a stock. I am currently trying to solve this problem, I will post a code fix if I manage to correct it myself.

Cheers!
P.S. great blog!

/Nemo

]]> By: ace http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2875 ace Sun, 04 Sep 2011 03:24:53 +0000 http://luminouslogic.com/?p=5#comment-2875 Guys give stookle.com a shot Guys give stookle.com a shot

]]> By: Bill http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2871 Bill Fri, 02 Sep 2011 13:42:52 +0000 http://luminouslogic.com/?p=5#comment-2871 I have read your blog from the start of your CFA trek since my post. I too came up with a pairs trading concept on my own. I started in with non linear models and at least 3 components--the stock price and commodity prices tied to the business. Why over complicate things, particularly if you have no idea what you are doing? For an oil stock, you could use oil price and something to tied to the dollar. Harmonic oscillators are fascinating! I'm contemplating the CFA exam. How old will I be in a few years if I don't do it? I'm Looking forward to reading about the rest of your journey. You have related some invaluable insights for me! On Matlab, I was wondering if it was worth it to learn it. The scripting language in JMP is like C (I never formally learned C). The Matlab scripts you posted look more like VB (I do a lot of VBA with excel). Code examples abound for VB; I feel I spend too much time trying to figure out how to script something in JMP that would easy to do in VB. For now I think I can use excel and internet queries and then dump the data into JMP. I think I can convert some of your scripts. I'll look into the paid options sites...recommendations? I have read your blog from the start of your CFA trek since my post. I too came up with a pairs trading concept on my own. I started in with non linear models and at least 3 components–the stock price and commodity prices tied to the business. Why over complicate things, particularly if you have no idea what you are doing? For an oil stock, you could use oil price and something to tied to the dollar. Harmonic oscillators are fascinating!

I’m contemplating the CFA exam. How old will I be in a few years if I don’t do it? I’m Looking forward to reading about the rest of your journey. You have related some invaluable insights for me!

On Matlab, I was wondering if it was worth it to learn it. The scripting language in JMP is like C (I never formally learned C). The Matlab scripts you posted look more like VB (I do a lot of VBA with excel). Code examples abound for VB; I feel I spend too much time trying to figure out how to script something in JMP that would easy to do in VB. For now I think I can use excel and internet queries and then dump the data into JMP. I think I can convert some of your scripts.

I’ll look into the paid options sites…recommendations?

]]> By: Lumilog http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2870 Lumilog Wed, 31 Aug 2011 19:52:31 +0000 http://luminouslogic.com/?p=5#comment-2870 Jaime - de nada! Bill - the only other language I've used to do this is Java (via Netbeans). The one problem you might run into is I know of no free site to get historical option data from. But I've certainly done my share of correlation-style backtesting to try out things like pairs trading. Best of luck to you! Jaime – de nada!

Bill – the only other language I’ve used to do this is Java (via Netbeans). The one problem you might run into is I know of no free site to get historical option data from. But I’ve certainly done my share of correlation-style backtesting to try out things like pairs trading. Best of luck to you!

]]> By: Bill http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2864 Bill Sun, 28 Aug 2011 20:07:41 +0000 http://luminouslogic.com/?p=5#comment-2864 Do you have any experience with other software like jmp (it is a front end for SAS). I expect I could do the same thing as you are trying. I'm just starting. I have done regression with jmp and and done PCA/PCR with another program called unscrambler for spectral data. To start I think I would like to use the algorithms to write covered calls and or hedge a portfolio in a down market. I would think that it would be good to be able to run scripts on databases on thier sever and have subsets of data returned. Once you find specific coorelations and probabilities then you only need to access those data sets or use a service for that , correct? Do you have any experience with other software like jmp (it is a front end for SAS). I expect I could do the same thing as you are trying. I’m just starting. I have done regression with jmp and and done PCA/PCR with another program called unscrambler for spectral data.
To start I think I would like to use the algorithms to write covered calls and or hedge a portfolio in a down market.
I would think that it would be good to be able to run scripts on databases on thier sever and have subsets of data returned. Once you find specific coorelations and probabilities then you only need to access those data sets or use a service for that , correct?

]]> By: Jaime López http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2844 Jaime López Tue, 16 Aug 2011 17:55:23 +0000 http://luminouslogic.com/?p=5#comment-2844 Gracias por compartir un código excelente! Gracias por compartir un código excelente!

]]> By: Lumilog http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2820 Lumilog Mon, 04 Jul 2011 11:14:35 +0000 http://luminouslogic.com/?p=5#comment-2820 Hi Baixiao - I think your previous comment was left on a different post, because I remember responding to it. ?! Anyway, I don't know of any free source for historical options prices - I wish I did. Let me know if you come across any - and thanks for taking the time to write. Now get those wavelet transforms and FFT engines humming and make us proud! -lumi Hi Baixiao – I think your previous comment was left on a different post, because I remember responding to it. ?!

Anyway, I don’t know of any free source for historical options prices – I wish I did. Let me know if you come across any – and thanks for taking the time to write. Now get those wavelet transforms and FFT engines humming and make us proud!

-lumi

]]> By: Baixiao http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2818 Baixiao Sun, 03 Jul 2011 17:43:37 +0000 http://luminouslogic.com/?p=5#comment-2818 It worked this time, even though my original message was much nicer :D Anyway, it is a great tool works real well and I am thinking if I can use it to download option data. I have experience with Matlab and FFT before and want to do the same thing, financial freedom journey :D It worked this time, even though my original message was much nicer :D

Anyway, it is a great tool works real well and I am thinking if I can use it to download option data. I have experience with Matlab and FFT before and want to do the same thing, financial freedom journey :D

]]> By: Baixiao http://luminouslogic.com/how-to-download-historical-stock-data-into-matlab.htm/comment-page-1#comment-2817 Baixiao Sun, 03 Jul 2011 17:39:02 +0000 http://luminouslogic.com/?p=5#comment-2817 Lumi, I thought I left a comment here couple days ago, but it is not here somehow. So I will try again. I downloaded your matlab problem it works great I really like it. I am wondering if you tried to get option data as well? I am interested to download the daily option data and don't know where to start yet, can you share your experience if you have? Thanks a lot, great blog and Matlab program :D Lumi,

I thought I left a comment here couple days ago, but it is not here somehow. So I will try again. I downloaded your matlab problem it works great I really like it. I am wondering if you tried to get option data as well? I am interested to download the daily option data and don’t know where to start yet, can you share your experience if you have?

Thanks a lot, great blog and Matlab program :D

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