Windows applications using C++ and the Microsoft Foundation Class (MFC) library. The text builds from the ground up, first describing the Windows architecture and showing how MFC works with that architecture next covering the document/view framework that simplifies the creation of industrial-strength programs and finally illustrating advanced concepts like the usage of dynamic link libraries (DLL), creating Internet clients, and building form-based applications.
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.
