Many creative and interested MATLAB files are posted on MATLAB Central. This week, I knew one extremely useful for those who use MATLAB to handle mathematical models for analizing stock quotes behavior and forecasting: Historical Stock Data downloader posted by Josiah Renfree. It makes possible to download stock data from Yahoo! Finance website straight to MATLAB workspace by a simple command line.
stock = hist_stock_data(‘01012007′, ‘08022008’, ‘PBR’);
It’s also possible to retrieve multiple ticker information at once, and even to read a file with a list of symbols desired. Yahoo! Finance provides data from other Stock Exchanges than NYSE: NASDAQ, Bovespa, London Stock Exchange and others.
To make my own analysis – before using it – I used to go to financial websites, copy the historical data, paste in a spreadsheet and only than export to MATLAB variables. Because of this hard work, the mathematical models were only fed by a few selected tickers. But now, I can scan the whole spectrum of stocks and select the best ones based on my criteria. It really makes the analysis much easier and more comprehensive.