Tuesday, August 30, 2011

Matlab - Yahoo Finance Interface (from Matlab File Exchange)

You can also find a code to capture Yahoo Finance data into Matlab at the Matlab File Exchange sute. The code requires Java and the Financial Toolbox.

The file description from the original link follows:
This is the example code for the News and Notes article entitled "Internet Enabled Data Analysis and Visualization with MATLAB." It demonstrates how to use Java to retrieve and plot data publically available on the Internet, using historical stock data from the Yahoo! servers as an example. Note that the Yahoo! historical stock price server is often very busy during the US business day -- you may have trouble connecting. Try again after 4:30pm Eastern (US) Time.

How to Download Historical Stock Data into Matlab | Luminous Logic

How to Download Historical Stock Data into Matlab | Luminous Logic

A very interesting blog and blog post for those of us who want to download free financial data into Matlab.
I haven´t looked into his code yet, but it´s always good to have a starting point. Another suggestion is Ernest Chan´s blog on Quantitative Trading.

Monday, August 29, 2011

Creative leading indicators

This is an interesting post from the Economist's site this week. In a nutshell, readers were asked to come up with interesting leading indicators for the US economic activity.

One of the most creative was based on the number of Google searches on the "gold price" string.

Check out the original article at the link below.

http://www.economist.com/node/21527043

US confidence indicators: Searching for a pot of gold | The Economist

Tuesday, August 23, 2011

Time Magazine´s List - the best 25 financial blogs

I got the list through a post on the Freakonomics blog (of course it is one of the top 25).

The link with the top blogs is:
http://www.time.com/time/specials/packages/article/0,28804,2057116_2057343,00.html

I haven't checked them out, but I´m sure I´ll have a lot to talk about once I dig into them.

Some of the top 25 are pretty well-known:

Freakonomics: http://www.freakonomics.com/blog/

Krugman's blog - The Conscience of a Liberal: http://krugman.blogs.nytimes.com/

CalculatedRisk - http://www.calculatedriskblog.com/

Below is a sample of my very own humble selection of favorites in the Econ/Finance section.....

The Economist magazine - definitely you can´t leave home without it .... www.economist.com

Project Syndicate - famous writers, wonderful articles, a must read! http://www.project-syndicate.org/

Nouriel Roubini´s page: http://www.roubini.com/

Prof. Brad DeLong's Website (Economics) : http://econ161.berkeley.edu/

Federal Reserve Economics Data (FRED) - Federal Reserve Bank of St. Louis - http://research.stlouisfed.org/fred2/

Carpe Diem - Prof. Mark J. Perry's Blog (Economics) - http://mjperry.blogspot.com/

Seeking Alpha (Investment ideas) - http://seekingalpha.com/

Alea Jacta Est (Economics blog) - http://www.aleablog.com/

Abnormal Returns (Investments) - http://abnormalreturns.com/





Monday, August 22, 2011

Excel substitute

I just came across a wonderful link at the Statistical Consultants group on Linkedin. I haven't tried yet but it´s definitely worth the shot. It is a free Excel substitute - you might say "useless", there are dozens out there. The catch is - it seems to do the hard stuff very well, that is, it seems to overcome all the known problems Excel has regarding random number generation and statistical procedures.

The product is called Gnumeric, it is free and you can get it at:
http://www.gnome.org/projects/gnumeric/
A report with Excel´s problems is at:
http://www.csdassn.org/reportdetail.cfm?ID=509

the first one....

What is this blog for?
The idea is to complement my site in a more dynamic (and I grant it, disorganized) format.

The primary objective is to share interesting links, posts and ideas.

Obviously, you may not agree with my definition of "interesting", but here you´ll probably see comments and links on Finance, Economics, Computers, Statistics and some things on the lighter and brighter side.

Hope you enjoy.