Historical Volatility (HV)

[jackmanjls]

I want to calc the HV for several diff stock symbols.


I would like to download ticker symbol data via Yahoo (it's free) and then calc the HV. I either want to automate this or keep the user intervention to a min.


Any ideas?


Thanks.

 

[Hui]

Have a read of http://chandoo.org/wp/2008/04/18/mutual-fund-portfolio-tracker-using-ms-excel/

that will probably get you started in the right direction

 

[keymaster]

Also see this for a macro based example that connects to yahoo finance. http://chandoo.org/wp/2010/06/02/excel-stock-quotes/

 

[simulationconsultant]

Try this spreadsheet for an automated solution: http://investexcel.net/1979/calculate-historical-volatility-excel/