In the beginning, I've tried programming in C++ to try to download historical stock data from Yahoo Finance to no avail (no CS major here.) Needless to say, I've not had much luck and decided to move on.. I've found some other mathematical and statistical packages that have support for Yahoo Finance, either natively or through add-ons. Some even have designated data structures for stock time series data. The packages I've used so far are: Octave and GNU R. Does anyone have additional recommendations? Does SAS work? Stata? S-plus? What about some free packages? I don't need a full automated trading or execution platform.. Just a statistical package where I can enter some stock symbols, download the relevant historical data, and perform the technical and statistical analysis I like.