Rank: 334 based on 193 downloads (last 30 days) and 5 files submitted
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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
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  • 5
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
15 Oct 2010 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree historical volatility, derivatives, options, stocks, volatility, finance 25 3
  • 4.0
4.0 | 1 rating
27 May 2010 Distance calculation using Haversine formula Compute the distance between two locations using the Haversine formula Author: Josiah Renfree haversine, latitude, longitude, lat, long, distance 26 1
  • 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, analysis, modeling, technical indicator r... 15 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, analysis, quote prices, historical stock data, modeling, open price 126 31
  • 4.84211
4.8 | 20 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... 1 2
  • 1.0
1.0 | 1 rating
Comments and Ratings by Josiah View all
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  • 3
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
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Updated File Comment by Comments Rating
31 Jul 2011 Distance calculation using Haversine formula Compute the distance between two locations using the Haversine formula Author: Josiah Renfree Jamie

A very useful function.

Seems to require the function deg2rad

Would be great if it were vectorized so that it could be used with pdist.
08 Dec 2010 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Renfree, Josiah

@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.
28 Nov 2010 Historical Stock Data downloader Used to retrieve historical stock data for a user-specified date range Author: Josiah Renfree Wozabal, David

If I try to retrieve the exchange rate between JPY and USD by typing

hist_stock_data('01012005','28112010', 'JPYUSD=X', 'frequency', 'w')

I get back

ans =

0x0 struct array with no fields.

Other ticker symbols seem to work fine with me. What am I doing wrong?
15 Oct 2010 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree Renfree, Josiah

Hi David,

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

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

I think there is a bug in the code where the day has a leading zero. For instance, today, the "ddmmyyyy" is 07102010. When the for loop uses the str2double feature, I think the leading zero gets truncated such that when it is recast to a string, the data is of the form 7102010 instead of 07102010, and the hist_stock_data function does not handle this.
Top Tags Applied by Josiah
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finance, analysis, modeling, clock, close pric
Files Tagged by Josiah View all
  • 1 - 5 of
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
15 Oct 2010 Historical Volatility Calculates the annualized historical volatility for a stock over the previous N trading days. Author: Josiah Renfree historical volatility, derivatives, options, stocks, volatility, finance 25 3
  • 4.0
4.0 | 1 rating
27 May 2010 Distance calculation using Haversine formula Compute the distance between two locations using the Haversine formula Author: Josiah Renfree haversine, latitude, longitude, lat, long, distance 26 1
  • 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, analysis, modeling, technical indicator r... 15 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, analysis, quote prices, historical stock data, modeling, open price 126 31
  • 4.84211
4.8 | 20 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... 1 2
  • 1.0
1.0 | 1 rating

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