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This is a simple algorithm that downloads trading data from yahoo database. It is basically a large - 资源详细说明
This is a simple algorithm that downloads trading data from yahoo database. It is basically a large scale application of sqq.m which was originally submitted by Michael Boldin, link at acknowledgements.
Some of the functionalities of the package:
- User defined ticker list.
- Function for downloading most recent SP500 composition in ticker list.
- Control for bad data (e.g. a certain percentage of prices missing).
- Choice of frequency of data (e.g. weekly prices).
- Choice of starting and ending data.
- Function for saving the whole data in a pre-formatted excel file together with a full reports on missing data.
This is a simple algorithm that downloads trading data from yahoo database. It is basically a large - 源码文件列表
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