Code covered by the BSD License  

5.0
5.0 | 1 rating Rate this file 44 Downloads (last 30 days) File Size: 65.1 KB File ID: #42292 Version: 1.0
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Yahoo Finance Time Series Analysis Tool

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Performs various time series analysis operations

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Description

- Tool that downloads financial time series data from finance.yahoo.com and performs various time series analysis operations

- Documentation of functions to follow with the next release

- Further functions will be added over time. Suggestions either in the comments or cpass82 (at) gmail.com

- Code needs to be shortened and optimized, error management is in very early stages of development, so carefully check your inputs

Required Products Econometrics Toolbox
Financial Toolbox
Optimization Toolbox
Statistics and Machine Learning Toolbox
MATLAB
MATLAB release MATLAB 8.1 (R2013a)
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Comments and Ratings (1)
25 Jan 2016 Anandasubramanian Pranatharthy

Brilliant tool and the number of options provided is large even for a Quant.
Also pls note that the variables it creates in the session are overwritten when you fetch new ticker data.
Pls. rename your variables before loading again.

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