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Example3 1.m

This document contains Matlab code to retrieve historical stock price data for IBM from Yahoo Finance and extract the date, open, high, low, close, volume, and adjusted close fields into numeric arrays. It first defines the stock symbol, retrieves the historical price webpage, and uses regular expressions to extract the date and numeric fields into cell arrays. It then converts these to numeric arrays for later analysis.

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Lars Borre
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© © All Rights Reserved
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Download as TXT, PDF, TXT or read online on Scribd
56 views

Example3 1.m

This document contains Matlab code to retrieve historical stock price data for IBM from Yahoo Finance and extract the date, open, high, low, close, volume, and adjusted close fields into numeric arrays. It first defines the stock symbol, retrieves the historical price webpage, and uses regular expressions to extract the date and numeric fields into cell arrays. It then converts these to numeric arrays for later analysis.

Uploaded by

Lars Borre
Copyright
© © All Rights Reserved
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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%

% written by:
% Ernest Chan
%
% Author of Quantitative Trading:
% How to Start Your Own Algorithmic Trading Business
%
% [email protected]
% www.epchan.com

clear; % make sure previously defined variables are erased.

symbol='IBM'; % the stock of interest

historicalPriceFile =urlread(['http://finance.yahoo.com/q/hp?s=', symbol]); %


retrieving a webpage

dateField=regexp(historicalPriceFile, '<td class="yfnc_tabledata1" nowrap


align="right">([\d\w-]+)</td>', 'tokens'); % extracting the date field to a cell
array of cells

numField=regexp(historicalPriceFile, '<td class="yfnc_tabledata1"


align="right">([\d\.,]+)</td>', 'tokens'); % extracting the numbers field to a cell
array of cells

dates=[dateField{:}]'; % convert to cell array of strings

numField=[numField{:}]'; % convert to cell array of strings

% convert to doubles array


op=str2double(numField (1:6:end)); % open
hi=str2double(numField (2:6:end)); % high
lo=str2double(numField (3:6:end)); % low
cl=str2double(numField (4:6:end)); % close
vol=str2double(numField (5:6:end)); % volume
adjCl=str2double(numField (6:6:end)); % adjusted close

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