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Download Yahoo Finance Data For Trading and Backtesting

5.0 | 2 ratings Rate this file 20 Downloads (last 30 days) File Size: 1.88 KB File ID: #39858 Version: 1.1
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Download Yahoo Finance Data For Trading and Backtesting



15 Jan 2013 (Updated )

The script downloads 10 years of stock data from Yahoo Finance.

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File Information

Downloads 10 years worth of daily stock data from yahoo finance. The open, high, low prices are adjusted based on the adjClose field.
The output is saved in csv format in the directory specified by the DIRECTORY parameter.

Download the data of 5 technology stocks and save the result in the C:\StockData directory:

getyahoo10('AAPL,AMZN,GOOG,IBM,SAP', 'C:\StockData');


This file inspired Mean Variance Portfolio Optimization Of S&P 500 Stocks.

Required Products MATLAB
MATLAB release MATLAB 8.0 (R2012b)
Other requirements TA Developer Toolbox
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Comments and Ratings (2)
19 Aug 2013 Arty

Arty (view profile)

works great

18 Apr 2013 hjy009

hjy009 (view profile)

16 Jan 2013 1.1

Fixed Windows line breaks for downloaded data.

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