The MKTSolution applet is used to download historical data for statistical analysis to calculate quantities such as the volatility and the drift of a security. Prices of shares are available for a majority of large public companies that are traded around the world.

Execute.
Start by using the symbol search utility from yahoo to identify the ticker of the security you want to analyze (e.g. CSCO for Cisco Systems). Choose a relatively short time interval (e.g. 1 year) in the format DD/MM/YYYY (e.g. from 31/12/2004 to 31/12/2005). A selector defines the output type either with a plot or a list of numbers to be imported into your own software (e.g. Excel or Matlab). An error occurs when the ticker either does not exist or when the time interval is not given in the right format. Make sure that the symbol and the time interval printed inside the applet window correspond to the one you want and click to select one (or more) datasets to plot by pressing the Draw button.

Selectors.

• Open First price payed when the market opened.
• High Highest price payed that day.
• Low Lowest price payed that day.
• Close Last price payed when the market closed.
• Volume Number of securities that have been exchanged that day.
• Adj.Close* Adjused closing price, i.e. a price accounting for the dilution / concentration resulting from splits / share buy-backs, e.g. when two new shares are given to the shareholders for every old share owned, so that the quoted price "artificially" drops by a factor 2.
• Drft UWMA5y[%] Annual drift (in per cent) obtained from a Uniform Weighted Moving Average over a time window of 5 years at most.
• Vol UWMA6m[%] Annual volatility (in per cent) obtained from a Uniform Weighted Moving Average over a time window of 6 months at most.
• Vol EWMA94[%] Annual volatility (in per cent) obtained from an Exponential Moving Average with a weighting factor l=0.94. .
• Vol EWMA1[%] Annual volatility (in per cent) obtained from a GARCH model with a maximum likelyhood estimation of 1 parameters.
• Vol GARCH3[%] Annual volatility (in per cent) obtained from a GARCH model with a maximum likelyhood estimation of 3 parameters.
• User kPlot01 1st dataset data[kPlot01][j] defined by the user in an assignment.
• User kPlot02 1st dataset data[kPlot02][j] defined by the user in an assignment.
• User kPlot03 1st dataset data[kPlot03][j] defined by the user in an assignment.

HTML TAG modifiers format.
The MKTSolution applet is insearted in an HTML document via the Tag window using a header of the form

<applet codebase="$user_dir/applet/" code=MKTSolution 
    align=center width=780 height=300>
    <param name=URL        value="http://www.lifelong-learners.com/opt/downld/quotes/csco-900501-040430.csv">
    <param name=symbol     value="CSCO">
    <param name=exercise   value="1.09">
    <param name=fromDay    value="01">
    <param name=toDay      value="30">
    <param name=fromMonth  value="05">
    <param name=toMonth    value="04">
    <param name=fromYear   value="1990">
    <param name=toYear     value="2004">
    <param name=output     value="1">
</applet>