Matlab Finance Code


This function aids in analysis of multi-year time series by reshaping daily data sets from 1D to 3D or from 3D to 1D. 3D time series coordinates correspond to DAYSxMONTHSxYEARS and will always be 31x12xNUMBEROFYEARS. Missing data values and non-real days (e.g. April 31) are replaced by NaNs.


[s,t] = reshape_daily(s,t)

[s,t,year,month,day] = reshape_daily(s,t)


[s,t] = reshape_daily(s,t) returns reshaped time series arrays corresponding to time t and the signal S. If input arrays are Nx1 or 1xN, 3D arrays s and T are returned. If input arrays are 3D, Nx1 arrays are returned. Time array t must be in datenum format.

[s,t,year,month,day] = reshape_daily(s,t) also returns year, month, and day arrays corresponding to t.

Yahoo Finance Time Series Analysis Tool

- Tool that downloads financial time series data from finance.yahoo.com and performs various time series analysis operations

- Documentation of functions to follow with the next release

- Further functions will be added over time. Suggestions either in the comments or cpass82 (at) gmail.com

- Code needs to be shortened and optimized, error management is in very early stages of development, so carefully check your inputs

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