This 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.-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.