Time-series forecasting software

Getting End of Day Quotes From Yahoo to Your Excel

Yahoo is a great source of financial information. And right now it is free.

IPredict offers the ability to get historical End of Day financial quotes from Yahoo’s servers and put them inside your Excel workbooks. If you already have data in them then this utility simply updates the data you already have in your Excel. You need simply to name the worksheet as your preferred stock ticker and that’s even easier.

You can control the number of periods you are retrieving up to the maximum allowed by Yahoo and the granularity of the data you want, whether daily, weekly or monthly.

This utility gets the data as it is from the Yahoo servers that is it does not take into account splits or other information Yahoo servers are sending with the historical data request.

This is how you can configure it inside Excel:

Yahoo Downloader

The ticker is preset to the title of the current worksheet.

Forecasting Methods   Holt Winter’s, Series Decomposition and Wavelet Benchmarks
Time Series Forecasting   Use of the Moving Average in Time-series Forecasting
Forecasting Concepts   Denoising Techniques
Error Statistics   Computational Performance
Fast Fourier Transform   Moving Averages
Kernel Smoothing   Active Moving Average
Savitsky-Golay Smoothing   Fractal Projection
Downloading Financial Data from Yahoo   Multiple Regression
Digital Signal Processing   Principal Component Analysis
Curve Analysis   Options Pricing with Black-Scholes
Markowitz Optimal Portfolio   Time-series preprocessing