>> Matlab program to read stock price data and run live algorithm.

We have developed a financial algorithm that we tested using historical stock price data(read from a text file). Next we want to run the algorithm as a real life simulation.

My idea is to write an additional Perl script that gets stock price from yahoo finance and updates a file X. Then it calls the matlab program, which reads the file X and outputs the data in a file Y(csv,text ... format). I can then use excel or other application to read and plot the output file.

Question: What do you think about my strategy? Is this the best strategy? Can I call the Matlab program directly from Perl? Can the whole program be written in Matlab itself without reverting to Perl? Please advise.

Answer 1

[Thomas]

You can read the stock price directly from the yahoo website

doc urlread

Also MATLAB Trendy does something similar..

http://www.mathworks.com/matlabcentral/trendy/about

http://www.mathworks.com/matlabcentral/trendy/Tutorial/urlfilter.html

[Sinan Islam]

These links now refer to Internet of Things technology.

Answer 2

[Sean de Wolski]

Datafeed Toolbox

[Sinan Islam]

It would be great if Matlab adds an example to show how to stream data from the Datafeed toolbox in real time to a live intraday price chart.