Questions tagged [finance]

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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25 views

How to filter by stock exchange in Financial EntityClass?

I have seen example of filtering the EntityClass. For example, to get the companies with the largest p/e ratios: ...
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36 views

Interest Only using TimeValue and Annuity

I'm wondering if there is a way to calculate the interest only payment on a mortgage using the TimeValue[] and Annuity[] ...
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0answers
63 views

How complete is the financial statement data?

Has anyone here looked at CompanyData or Entity["Company",All]? Are both of them the same data but just a different interface ...
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1answer
94 views

Very slow rendering of Quantity

I noticed since Mathematica v12 a very slow frontend when rendering the Units. Easy to show: Quantity[Range[1, 100], "Euros"] Takes (timed with a stopwatch) ...
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2answers
74 views

How to get company dataset in original currency?

I have obtained the financial data of a company using Entity["Company", ...]["Dataset"]: ...
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1answer
45 views

How to get time series data from Entity[“Company”,…]?

In my notebook, I have a cell that displays AT&T's revenue for one particular year (the year 2010): ...
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2answers
108 views

Can Mathematica plot this financial simulation?

I'd like to run a simple financial simulation with something like the following constraints: You start out with $S$ dollars. Let's say $S$ is $\$1M$ dollars You repeatedly make an investment that ...
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1answer
99 views

FinancialData[]: Version 11.3 versus 12

Something go wrong with FinancialData[] In version 11.3, when I import data like ...
4
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1answer
141 views

Decomposition of a time series into sinusoids

I've noticed this interesting study on metatrader 4; see the picture below: Where the financial timeseries is "decomposed" (deconvolved?) into a series of periodic sinusoidal functions. In the ...
4
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1answer
46 views

SlowStochastic definition changed in MM 11.3?

I'm a bit puzzled because it seems that with MM11.3 the output of SlowStochastic on trading data has changed regarding the previous MM10 version. I can't seem to find any documentation about this. ...
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44 views

Formula for “Return” in FinancialData

After I get the data for the return, divident, and price of a stock with e.g. ...
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3answers
92 views

EntityValue timeline

I try to use EntityValue to get the returns of a stock from January 1st 2019 to today. When I use ...
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1answer
52 views

How to change all stock prices to USD?

I want to create DateListPlot that compares prices of cellphone manufacturers' stocks over the last 13 years. Stocks include Nokia, Blackberry, Samsung, LG, Motorola, and Sony-Ericsson. The problem is ...
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1answer
106 views

Graphing the compound interest formula correctly

To preface, I'm very, very new to Mathematica. I've written a few functions to calculate compound dividends from stocks. ...
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1answer
52 views

Fast extraction of earliest NYSE listing date with FinancialData

I would like to know the fastest way to find the earliest listing date of a given symbol on the New York Stock Exchange - for example, ...
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1answer
102 views

Obtaining the data from a Renko chart

How can I obtain the data of the trace of a RenkoChart? Any code available? Something like obtaining the range of dates or the middle point of the box.
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1answer
57 views

How to add a line to a CandlestickChart

I seek to add a horizontal line to a CandlestickChart. This question is similar to this post Here's the code: ...
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0answers
100 views

Can FinancialData really get the data of options?

The "Wolfram reference" says that the function "FinancialData" can get the data of stocks, options and other financial derivatives. But till now, I can't use it to get the data of options such as AAPL ...
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1answer
47 views

Why does Mathematica stay on an endless evaluating loop with Manipulate?

I have built Manipulate to see the impact of a change in time and volatility to the profit of an option strategy, bull spread. To calculate the price of the option, I built the good old Black-Scholes: ...
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78 views

Is this a one-day value-at-risk?

Mathematica's help page for StableDistribution (ref/StableDistribution) gives a great way of calculating the value-at-risk using a few lines of code only: ...
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0answers
155 views

List of Financial Index in Mathematica

I have to work with different Financial Futures Index in Mathematica using the function "InteractiveTradingChart". But, I can't able to find a complete list of all the available Financial Futures ...
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1answer
117 views

Work with real time interactive trading chart with a different time frame

I would to work with real time interactive trading chart, for example: which is the daily chart of Dow Jones Industrial Index But, the problem is that Mathematica "InteractiveTradingChart" function ...
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53 views

How to find the block number of a transaction in a Wolfram Blockchain?

For example, in block 1004 of the Wolfram Blockchain, I can get the 4th transaction's ID by using the following code:- ...
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2answers
180 views

How can I plot the price of Bitcoin since last week?

What is the best way to plot the price AND volume of Bitcoin (or any other currency) in USD for the past week/month/year? Is it a good idea to use CurrencyConvert? ...
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0answers
63 views

“EventLabels” option no longer working for TradingChart in 11.3

I used EventLabelsoption with TradingChart and CandlestickChart functions in Ma 11.1. I ...
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1answer
200 views

FindRoot with lists as input

I have to calculate different Internal Rates of Returns by using the FindRoot function. ...
5
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1answer
140 views

Current QuantLib implementation for Mac OS

Does anyone know of a current QuantLib implementation that can run on Mathematica version 10.3.0 (or higher) for Mac OS X x86 (64-bit)? About QuantLib: The QuantLib project is aimed at providing ...
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5answers
294 views

Find all the closest positive integer solutions within a bound for a simple linear equation

Suppose I have a linear equation/inequality like $$xA+yB \leq C,$$ with $x,y \in \mathbb{Z}^{+}_{\neq 0}$ and $A,B,C \in \{x | x = 0.01\mu, \forall \mu \in \mathbb{Z}^+_{\neq0}\}$. I want to find ...
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2answers
175 views

MATLAB to Mathematica CorrelationMatrix implementation

This question focuses on translating/adapting custom defined MATLAB code for creating a CorrelationMatrix to Mathematica. Software and hardware used: Mathematica Version 10.3.0.0 Computer: Mac Pro (...
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1answer
46 views

What are “Inception” and “AverageSoFar” parameters in the FinancialDerivative[{“AsianGeometric” … function?

I cannot find parameterisation manual anywhere for the FinancialDerivative function. Kind thanks! By experimentation, my guess is that ...
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0answers
169 views

What's the dataset site/provider from which Mathematica import Financial Data price?

I tried to download a lot of Financial Data Time series of different financial assets (Exchange, Commodity, Index, Stocks, etc etc...). In the most part of cases, I try to found, and download it, ...
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0answers
100 views

Plotting Time Series in the same currency value [closed]

I'm working with Financial Data and I'm using this code: ...
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0answers
120 views

FinancialData price adjustments no longer work?

TL;DR The following properties of FinancialData appear to no longer work: ...
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1answer
91 views

Portfolio Skewness and Kurtosis

I have 10 different stocks. I can easily calculate the skewness and kurtosis for each stock. But how to do it for the whole portfolio? Is there a specific function in Mathematica?
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1answer
309 views

Monte Carlo simulation of a financial market

I'm fairly new to Mathematica and i want to review the average prices of this model. In order to do that i need to perform a Monte Carlo simulation on my financial markets model: ...
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0answers
89 views

Historic Financial Data

The Mathematica line DateListPlot[FinancialData["L:ULVR", DatePlus[-1865]]] does not work now. It generates the output "DateListPlot::ntdt: The first argument to DateListPlot should be a list of ...
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2answers
4k views

Use Alpha Vantage as an alternative to Yahoo FinancialData, and how to use financial indicators on these data

Alpha Vantage Inc. is a leading provider of free APIs in JSON and CSV formats for real-time and historical stock market data. With the recent glitch of the Yahoo Finance API, and with ...
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2answers
238 views

Bug in “FinancialData” while downloading monthly stock price

I am not sure whether it a bug. Documentation on FinancialData states that we can choose possible frequency as "Day", "Week", "Month", "Year". However, when I choose "Month" as frequency to download ...
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36 views

Bulk Exchange Rate Call

I have a function which gives me the exchange rate of GBP to USD as follows: ...
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1answer
116 views

Quadratic optimisation problem

I'm trying to solve the optimisation problem $\mathbf x^\top\mathbf A\mathbf x$ such that $x_1 + \ldots + x_n = 1$, where $\mathbf x$ is the vector of variables to be optimised and $\mathbf A$ is some ...
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0answers
127 views

FinancialData — Yahoo problem or Wolfram problem?

Last May, problems surfaced with FinancialData (see FinancialData no longer fetches historical prices?). This week, FinancialData ignores mutual fund prices for the last day of May, although ...
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1answer
132 views

American option priced incorrectly by `FinancialDerivative`?

The following gives a price of 1.13: ...
8
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1answer
258 views

FinancialData no longer fetches historical prices?

Starting sometime after May 12, 2017, Historical Data from FinancialData seems to have stopped working. Has anyone else seen this? Here is some input: ...
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0answers
87 views

How to setup FrameTicks for TradingChart

I'm trying to setup FrameTicks for TradingChart, but it dosn't work. ...
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1answer
99 views

How does TimeValue calculate value of Cashflow?

The code below calculates the future value of a Cashflow. I intend that the cashflow adds 1 unit on each period for 10 periods, and specifies an effective interest rate of 1% per period. The table is ...
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0answers
51 views

FinancialData - differents results in time

I use FinancialData to get historical stock prices (see code below). I update them each year to get new data. I found out that stock price for particular month (e.g....
11
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2answers
453 views

Reinvention of TradingChart

Functions TradingChart and InteractiveTradingChart are slow even with few hundreds of candles. On ...
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0answers
63 views

FinancialData returns a Failure[] object

What is the recommended way to deal with this (basically, if I get "Failure", I would like to say that the data is missing, and I can obviously call the function inside another function, check if the ...
2
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1answer
118 views

Stock peer valuation

I can display various metrics for one stock and want to know if I can do it easily for many stocks. In my example, I used Microsoft and the code works. Is there a way of setting up another list like ...
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0answers
39 views

FinancialDerivative with a delayed start

Using the function FinancialDerivative with an Asian style option doesn't seem to have a parameter that allows for a contract that averages over a specific time period in the future rather than over ...