Rank: 353 based on 338 downloads (last 30 days) and 4 files submitted
photo

Josiah Renfree

E-mail
Company/University
SWFSC
Lat/Long
32.871082, -117.25232

Personal Profile:

I'm an acoustic engineer living in San Diego, CA. I work at the Southwest Fisheries Science Center, which is a part of NOAA, developing methods and techniques using sound to identify and enumerate fish populations.

Professional Interests:
signal processing, oceanography, finance, stocks, options

 

Watch this Author's files

 

Files Posted by Josiah View all
  • 1 - 4 of
  • 4
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
21 Jul 2009 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree derivatives, volatility, options, historical volatility, finance, stocks 89 0
16 Apr 2008 RSI calculator Calculate the RSI for a stock over any time range for any given period Author: Josiah Renfree analysis, modeling, technical indicator r..., finance 80 3
  • 4.5
4.5 | 4 ratings
29 Jan 2008 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree analysis, finance, historical stock data, quote prices, modeling, high 138 24
  • 4.82353
4.8 | 18 ratings
03 Apr 2007 Convert time to Windows NT format Used to convert a time vector into the time format used by Windows NT. This is the number of 100-ns Author: Josiah Renfree clock, january 1, 1601, fun, windows nt time forma... 31 1
  • 1.0
1.0 | 1 rating
Comments and Ratings on Josiah's Files View all
  • 1 - 5 of
  • 31
Updated File Comment by Comments Rating
14 Jul 2009 RSI calculator Calculate the RSI for a stock over any time range for any given period Author: Josiah Renfree Michele

A very nice, handy piece of code. All I'd add is an error check for short arrays.
17 Oct 2008 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Hawie, Janice

09 Oct 2008 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree brown, sean

I find this source http://blog.digvan.com/?p=6
it works great. try it.
28 Sep 2008 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Succaria, David

Hi Gents,

While I agree with you that there are some free charting as well as some historical data which can be downloaded sparingly, I would suggest that to do real trend analysis, modeling and systems development for algorithmic trading strategies, along with associative research and back testing. You need a complete local database of historical data to use with your charting and analysis package of choice. To see the dramatic difference involved between looking up symbol data online and havinga complete database try the free trial offered by these guys...
http://www.forextickdata.com

They have end of day data and intraday high frequency historical data, across multiple asset classes. Best of all they include all delisted issues for a survivorship free database.

Happy research.

David
24 Sep 2008 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree McJeff, Al

Yes very good.
Top Tags Applied by Josiah
  • 1 - 5 of
  • 18
finance, analysis, modeling, clock, close pric
Files Tagged by Josiah View all
  • 1 - 4 of
  • 4
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
21 Jul 2009 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree derivatives, volatility, options, historical volatility, finance, stocks 89 0
16 Apr 2008 RSI calculator Calculate the RSI for a stock over any time range for any given period Author: Josiah Renfree analysis, modeling, technical indicator r..., finance 80 3
  • 4.5
4.5 | 4 ratings
29 Jan 2008 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree analysis, finance, historical stock data, quote prices, modeling, high 138 24
  • 4.82353
4.8 | 18 ratings
03 Apr 2007 Convert time to Windows NT format Used to convert a time vector into the time format used by Windows NT. This is the number of 100-ns Author: Josiah Renfree clock, january 1, 1601, fun, windows nt time forma... 31 1
  • 1.0
1.0 | 1 rating
 

MATLAB Central Terms of Use

NOTICE: Any content you submit to MATLAB Central, including personal information, is not subject to the protections which may be afforded information collected under other sections of The MathWorks, Inc. Web site. You are entirely responsible for all content that you upload, post, e-mail, transmit or otherwise make available via MATLAB Central. The MathWorks does not control the content posted by visitors to MATLAB Central and, does not guarantee the accuracy, integrity, or quality of such content. Under no circumstances will The MathWorks be liable in any way for any content not authored by The MathWorks, or any loss or damage of any kind incurred as a result of the use of any content posted, e-mailed, transmitted or otherwise made available via MATLAB Central. Read the complete Terms prior to use.

Contact us at files@mathworks.com