MATLAB/SAS learning notes

2006/11/22

I started to learn MATLAB 7.0, mainly focusing on financial applications.

DataFeed toolbox is used to obtain stock prices and other information from the Internet. It is obtained successfully from Yahoo and fails from the other three websites. The error message is as follows:

Unable to load Mex file: C:/MATLAB 7/toolbox/DataFeed/bbdatafeed. dll.
The specified mode cannot be found.

??? Invalid Mex-file 'C:/MATLAB 7/toolbox/DataFeed/bbdatafeed. dll ': the specified mode cannot be found.

Error in ==> Bloomberg. Bloomberg at 32

This is because the client software needs to be installed on the other three websites.

Macd (Financial Time Series Toolbox) was successfully tested with the sample stock price data collected from the Internet)

The database toolbox is used to operate databases. There is a problem with extracting data from SQL Server because of the data type. I don't know if this problem persists in the new version.

Gui usage is not very convenient. For example, you need to enter querybuilder in the Command window to bring up the query window, enter guide to bring up the graphical user interface development environment, and enter dftool to bring up the DataFeed graphical user interface.

The following website has a lot of code

Http://www.mathworks.com/matlabcentral/fileexchange/loadCategory.do

2006/11/27 SAS Time Series Analysis

• Create a SAS program file: timeser1.sas, as follows:

Options nodate nonumber;
Data timeser1;
Input date yyq4. + 1 y 5.2;
Format date yyq4 .;
Cards;
94q1 6.8
94q2 5.1
94q3 11.0
94q4 13.1
95q1 6.6
95q2 4.9
95q3 10.2
95q4 14.3
96q1 7.1
96q2 5.6
96q3 11.8
96q4 13.9
97q1 6.9
97q2 5.2
97q3 10.9
97q4 13.2
98q1 7.1
98q2 6.2
98q3 11.6
98q4 14.6
99q1 7.2
99q2 6.5
99q3 12.4
99q4 15.4
;
Run; % this line is added by me

Proc print data = timeser1;
Run;

• Click Run-submit
• Choose solutions-assist-data analysis-time series.

The operating environment is SAS 9.0, which is a little different from the previous version. The above example is from the "SAS for Windows statistical analysis system tutorial" compiled by hongnan and others"

How to enter the assist window: Click the menu solutions-assist

On the lab window, click solutions-analysis-guided data analysis.

2007/09/20 MATLAB 7.0 DataFeed toolbox

Software downloaded from Bloomberg (http://www.bloomberg.com) requires a serial number to run after installation. When connecting to the server in MATLAB, the prompt is as follows:

> Connect = Bloomberg (8080, '10. 0.0.5 ')
??? Remote connection failed.

Error in => Bloomberg. Bloomberg at 35

 

2008/02/11

The code for calculating macd is as follows:

IBM = ascii2fts ('ibm9599. dat ', 1, 3, 2);/* this is what I added */
Part_ibm = fillts (IBM ('1970/95: 10/01/95 '));
Macd_ibm = macd (part_ibm);/* the error "??? Attempt to execute script macd as a function ."*/
Plot (macd_ibm );
Title ('macd of IBM close stock prices, 10/01/95-12/31/95 ');
Datetick ('x', 'Mm/DD/yy ');
Subplot (2, 1, 2 );
Highlow (part_ibm );
Title ('ibm stock prices, 10/01/95-12/31/9 ');
Datetick ('x', 'Mm/DD/yy ')

The Calculation of Williams % R, relative strength index (RSI), and on-balance volume (OBV) is normal.

2008/02/25

The above problem was finally found, caused by the file name. I named the test file macd. M, but this is a system file. Avoid having the same name as the system file.