UPDATE 5th January 2014: I’ve just evaluated a financial data add-in for Excel MarketXLS. UPDATE 14th February 2013: Download historical quotes into Excel for multiple stock tickers here UPDATE 18th August 2011: Here’s a Mathcad worksheet to download stock quotes from Yahoo Finance UPDATE July 17th 2011: Here’s an Excel spreadsheet that downloads historical Forex rates for two currency pairs between two dates You’ll need to enable macros before you use the spreadsheet (Excel may warn you that you’re importing a macro-enabled worksheet). It can be modified to download other data found on the web. The VBA that retrieves the data from Yahoo was adapted from code found at mathfinance.cn. Sharpe, Sortino and Treynor Ratios), plot histograms of daily returns to check if they’re normally distributed, identified stocks with my desired risk characteristics, and calculate mean-variance optimal portfolios. For example, I’ve used this variations of this spreadsheet to calculate investment ratios (e.g. You could also perform far more advanced analyses (which I’ll discuss in future blog posts).
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