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.
標簽：
algorithm
downloads
basically
database
上傳時間：
2017-06-03
上傳用戶：啊颯颯大師的
