example_script_1.m

This is a simple algorithm that downloads trading data from yahoo database. It is basically a large

% Example Script for Get_Tickers_Data
%
% This script will get the stock date based on the file example_tickers.txt
% You may change the strings at that txt file for your own assets.

clear;

%%%%%%%%%%%%%%%%%%%%%%% OPTIONS %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

firstDay='01/01/2000';  % First day in sample to be downloaded (format: dd/mm/yyyy)
lastDay ='01/01/2007';  % Last day in sample to be downloaded (format: dd/mm/yyyy)

n_stocks=10;         % Number of stocks to download data (according to tickers.txt)
Criteria=.05;       % Percent of missing prices for bad data event
Freq='d';           % Frequency ('d'-dailly ; 'w' - Weekly, 'm' - monthly)

ticker_fileName='example_tickers.txt';  % the name of the ticker txt file

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

addpath('m_Files');         % adding both paths to matlab's search path
addpath('m_Files\sqq_msp');

[SPData]=GetTickersData(firstDay, ...
                        lastDay , ...
                        n_stocks, ... 
                        ticker_fileName, ... 
                        Freq, ... 
                        Criteria);
                      
rmpath('m_Files');    
rmpath('m_Files\sqq_msp');