Rank: 218 based on 352 downloads (last 30 days) and 5 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
Updated   File Tags Downloads
(last 30 days)
Comments Rating
26 Aug 2014 Distance calculation using Haversine formula Compute the distance between two locations using the Haversine formula Author: Josiah Renfree haversine, latitude, longitude, lat, long, distance 75 2
  • 4.0
4.0 | 2 ratings
15 Oct 2010 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree historical volatility, volatility, stocks, options, derivatives, finance 57 3
  • 4.0
4.0 | 1 rating
16 Apr 2008 RSI calculator Calculate the RSI for a stock over any time range for any given period Author: Josiah Renfree finance, modeling, analysis, technical indicator r... 27 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 finance, modeling, analysis, historical stock data, quote prices, open price 182 39
  • 4.82609
4.8 | 24 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, fun, january 1, 1601, windows nt time forma... 11 2
  • 1.0
1.0 | 1 rating
Comments and Ratings by Josiah View all
Updated File Comments Rating
08 Dec 2010 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree

@Matt: Unfortunately, daily is the highest frequency that the program can obtain. I'm simply pulling data off of the Yahoo! Finance Historical Price webpage, in which you'll see that your only options are Daily, Weekly, or Monthly.

@David: As I mentioned to Matt, I pull data off of the Historical Prices section of the Yahoo! Finance page. Unfortunately, you'll notice that for the symbol JPYUSD=X, there is no Historical Prices section. I'm not sure why Yahoo doesn't include that, though, as their charts include historical data.

15 Oct 2010 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree

Hi David,

Thanks for pointing out the bug. I've made changes to the code now which should handle dates with days < 10.

-Josiah

15 Dec 2009 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree

To answer Gary's question, the data to account for stock splits can be found in the returned structure array under the variable AdjClose.

Comments and Ratings on Josiah's Files View all
Updated File Comment by Comments Rating
27 May 2014 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree francesco

doesn't run varagin

20 Feb 2014 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree nizam

Good

09 May 2013 Distance calculation using Haversine formula Compute the distance between two locations using the Haversine formula Author: Josiah Renfree Doria, David

As Jamie mentioned, deg2rad is required (which can be found here: http://www.mathworks.com/matlabcentral/fileexchange/28503). Also, it is not explicit in the doc, but the input arguments are haversine([lat1 long1], [lat2, long2]).

22 Feb 2013 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Louise

31 Jan 2013 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Zhang, Zoe

love it!

Contact us