Stock time series, frequency distributions, options analysis, yield curve analysis, and quantitative portfolio analysis
It is no longer necessary to download historical price information from Yahoo! Finance for multiple stocks into separate spreadsheets then only to combine the series into one spreadsheet for analysis. The Bulk Stock Series Download tool allows the user to download data series on any number of tickers combined in one spreadsheet. This tool is particularly useful for identifying pairs trading opportunities, cointegration analysis, and correlation analysis in MATLAB but of course can be used in many other situations.
The first time you get burned pricing an option assuming a normal distribution of stock returns, you quickly learn stock returns don't follow a normal distribution. This tool provides a simple way (just enter a ticker or browse through sectors) to quantify that fact. The Statistical Analysis of Stock Returns tool provides some simple price charts, descriptive statistics for stock returns and prices, four frequency distributions, volatility statistics (coming soon), a scatter plot and regression line against any other stock or index, and correlation and cointegration measures (coming soon).
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