# Tagged Questions

Questions related to quantifying risk and the allocation of assets and liabilities over time under conditions varying uncertainty--including questions on the use of the built-in financial functions of Mathematica.

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### Which data tabulation concept is best suited for discrete dynamic programming problems (e.g. for optimum series of account withdrawals)?

A bank account has starting balance, which shall be completely withdrawn in n steps, such that the sum of benefits of withdrawals is maximum. Remaining balance yield interest between steps such that ...
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### Why FinancialDerivative fails for the Spread case?

According to the documentation center for FinancialDerivative in version 10.4, when there are multi assets, we still may use ...
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### Obtaining Historical Financial Data

I'm trying to get the historical P/E ratio for a number of securities. WolframAlpha makes this seem easy: However, when I try to obtain a subset (or even just a single value) of this information in ...
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### How to speed up this code with NMaximize?

I want to maximize the expected exponential growth rate of the portfolio, which contains 3 stocks. I get the adjusted stock price for General Electric, Du Pont, and IBM. ...
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### CVaR Portfolio Optimization

I am looking for help on CVaR Portfolio Optimization based on the article . I have to solve the following problem: CVaR cannot be negative by design. Therefore, (a)+ is defined as max(a, 0). Withe ...
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### List all financial Assets data conditionally

I would like to get all the Financial Data that Mathematica respecting those constraints : The assets for which there are at least 20 years of daily price quotations. Or that have s price for each ...
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### How can I find the Quandl codes for metals?

Probably not the right site to ask this, but how can I find out the Quandl codes for different commodities? For example, gold against USD? Tried "CURRFX/XAUUSD", ...
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### Getting FTSE indices in Mathematica

I'm not sure if this is the best StackExchange to post this question, but I figured it had more to do with the specifics of Mathematica than Quantitative Analysis so I've posted it here. Basically, I ...
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I want to download historical S&P 500 stock prices and combined them into one big file, having only one column of date referencing all stocks. Here is what I have do so far. ...
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### Creating a custom distribution with specified skew and kurtosis

Let's say I want to create a simulated sample of returns for a given investing/trading strategy. I know that my strategy is profitable on 64% of trades, that the ratio of mean win / mean loss is 0.72, ...
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### How to retrieve the remaining cashflows from a FinancialBond object

I would like to get the cash flows and dates for the remaining coupons and principal repayment for a FinancialBond object. These must be calculated internally by ...
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### Determining FinancialData for Countries

How do I determine the FinancialData for Australia. For instance the one for USA follows as: FinancialData["NYSE", "Members"] ...
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### Should we invest in Apple?

Ticker[comp_String] := Interpreter["Company"][comp] /. Entity[_, x_] :> x ticks = Ticker /@ {"Apple", "Google"} {"NASDAQ:AAPL", "NASDAQ:GOOGL"} ...
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### “Part specification is longer than depth” warning in Position function [duplicate]

I'm working on a project which analyzes financial data. I download the price and dividend information for the SPY ETF which tracks the S&P 500: ...
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### Use of Ito's lemma in ItosLemma.m (or any other method in Mathematica)

This is a follow-up question on this question: Use of Ito's lemma in ItoProcess My problem is to find some method how to use Ito's lemma in Mathematica. As an example: How can I apply Ito's ...
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### How can I connect the Interactive Brokers TWS API to Mathematica using RLink for automated trading?

I do know there is documentation for the IB TWS Java API. However, instead of Java, I would like to establish a connection between Mathematica and the IBrokers API module using RLink as a 'proxy' to ...
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I want plot a similar candlestick chart as on the picture below with blue down-candles and white up-candles with blue edges. With TrendStyle -> {White, Blue} I don't see shadows on up-candles ...