This is a simple algorithm that downloads trading data from yahoo database. It is basically a large

				% This Example script will first dowload today's composition of SP500 and
				% then download the data to you matlab desktop using yahoo server.
				%
				% Notes that the up to date tickers will be stored at the ticker_fileName
				% text file
				
				clear;
				
				%%%%%%%%%%%%%%%%%%%%%%% OPTIONS %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
				
				firstDay='01/01/2000';  % First day in sample to be downloaded (format: dd/mm/yyyy)
				lastDay ='01/01/2007';  % Last day in sample to be downloaded (format: dd/mm/yyyy)
				
				n_stocks=10;            % Number of stocks to download data (according to tickers.txt)
				Criteria=.05;           % Percent of missing prices for bad data event
				Freq='d';               % Frequency ('d'-dailly ; 'w' - Weekly, 'm' - monthly)
				
				ticker_fileName='SP500_comp.txt'; % the name of txt file where the updated composition will be saved
				
				%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
				
				addpath('m_Files');             % adding both paths to matlab's search path
				addpath('m_Files\sqq_msp');
				
				SP500_to_txt(500,ticker_fileName);  % function that saves the most updated SP 500 compositions in a txt file
				
				[SPData]=GetTickersData(firstDay, ...
				                        lastDay , ...
				                        n_stocks, ... 
				                        ticker_fileName, ... 
				                        Freq, ... 
				                        Criteria);
				                      
				                      
				rmpath('m_Files');                           
				rmpath('m_Files\sqq_msp');