I usually use a combination of Moving Average and Exponential Moving Average. It proved (empirically) to be well fitted for the task (enough for my needs, at least). The results are tuned with only two parameters. Here is a sample: Edit In case it is useful for somebody, here is my Mathematica code: f[sym_] := … Read more
We tried to find a proper database structure for storing large amount of data for a long time. The solution below is the result of more than 6 years of experience. It is now working flawlessly for our quantitative analysis. We have been able to store hundreds of gigabytes of intraday and daily data using … Read more
You can use yahoo’s symbol lookup like so: http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=yahoo&callback=YAHOO.Finance.SymbolSuggest.ssCallback Where query is the company name. You’ll get something like this in return: YAHOO.Finance.SymbolSuggest.ssCallback( { “ResultSet”: { “Query”: “ya”, “Result”: [ { “symbol”: “YHOO”, “name”: “Yahoo! Inc.”, “exch”: “NMS”, “type”: “S”, “exchDisp”: “NASDAQ” }, { “symbol”: “AUY”, “name”: “Yamana Gold, Inc.”, “exch”: “NYQ”, “type”: “S”, “exchDisp”: … Read more
i had a similar problem. yahoo doesn’t offer it, but you can get one by looking through the document.write statements on nyse.com’s list and finding the .js file where they just happen to store the list of companies starting with the given letter as a js array literal. you can also get nice tidy csv … Read more
Let me add my 2¢, it’s my job to get good and clean data for a hedge-fund, I’ve seen quite a lot of data feeds and historical data providers. This is mainly about US stock data. To start with, if you have some money don’t bother with downloading data from Yahoo, get the end of … Read more