Nick Knight wrote: > Hi Bill, > > I have been looking at octave to perform backtesting on stock data. I am > completely new in octave for this type of thing. > > I stumbled across your financial toolkit, which should be a good starting > point - thanks. > > I have a question though if that is ok. You must have got stock data into > octave - how do you do it? > > I was hoping to download from yahoo finance or similar, but wouldn't know > where to start:) > > Kind Regards > > Nick > Hi Nick,
Getting historical data from Yahoo finance is pretty straight-forward (though manual at this point). Essentially, you just go to finance.yahoo.com, search for your stock of interest, click on historical prices (under quotes), then go to the bottom of the page and choose "download to spreadsheet". A few important notes about Yahoo data should be known, though: * The most important is that it will occasionally miss days. This is a known problem, and I don't know of any predictable way that it will miss days. * It suffers from survivorship bias (i.e. search for Enron). So, if you're trying to evaluate a portfolio strategy it will by definition give a rosier picture unless you're just trying to evaluate one stock or mutual fund. After all that said, I decided to implement the yahoo and fetch functions which are now in the financial toolbox (http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/main/financial/inst/). With those, you can get yahoo data automatically. For the list members, is there an easy way to use csv2cell or similar on a string so that I wouldn't have to write to a file and read the file to get the data out? Have a good day, Bill ------------------------------------------------------------------------- This SF.Net email is sponsored by the Moblin Your Move Developer's challenge Build the coolest Linux based applications with Moblin SDK & win great prizes Grand prize is a trip for two to an Open Source event anywhere in the world http://moblin-contest.org/redirect.php?banner_id=100&url=/ _______________________________________________ Octave-dev mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/octave-dev
