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Sunday, September 26, 2010

Yahoo historical data downloader

I've taken a look inside the get_hist_stock_data.m from Luminous Logic , the script that I was using for a looong time. The code seemed like it could use a little bit of cleaning up, but I've ended up rewriting it completely. The resulting code is just several lines long , accepts precise historical period and returns a struct.

Code:  download_hist_yahoo_data.m