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.

Filter by
Sorted by
Tagged with
1 vote
0 answers
45 views

How To Fit Heston Model To Stock Data Stochastic Volatility Model

The stochastic volatility model known as the Heston model can be expressed in Mathematica in the following way https://reference.wolfram.com/language/example/HestonModel.html Define the Ito process of ...
user avatar
1 vote
1 answer
50 views

Federal Reserve Interest Rate Data has years with differing number of weeks

I need to compute annual mean interest rates from public data. FRED mortgage rate data (available here: https://fred.stlouisfed.org/series/MORTGAGE30US) when downloaded as an Excel file, Imports as ...
user avatar
  • 591
1 vote
0 answers
32 views

`FinancialData` anomaly

As I learned from this quantitative finance question, 1981-04-17 was a trading holiday. This is in agreement with the 0 volume in that day ...
user avatar
  • 1,028
0 votes
0 answers
33 views

How do I find the interest earned during a specific period for an investment using the builtin financial functions?

Suppose I invest $2000 into an investment that pays an annualized/nominal rate of 8% compounded quarterly. Then I am interested ...
user avatar
  • 8,217
3 votes
1 answer
74 views

How To Compile The Computation Of Cumulative Returns

I'm trying to compile this function, specifically the second line which computes the cumulative return of 100 daily returns. ...
user avatar
3 votes
1 answer
86 views

How to apply color function to my financial indicator?

My goal is to make a figure like this picture in a financial indicator, I want to plot “a colored” financial indicator below a trading chart. I prepared financial data and data of my indicator: ...
user avatar
1 vote
0 answers
43 views

Irregular interval Internal Rate of Return [closed]

Does anyone know of a function that has been written that takes a list of cash flows and a list of associated dates and returns the internal rate of return? In other words a function similar to ...
user avatar
3 votes
2 answers
126 views

Log of time series evaluated

I'm new to Mathematica and am trying to plot log-returns of a stock as a timeseries object. However, the following code gives me back elements of the form "Log[151.23$]" unevaluated. What am ...
user avatar
0 votes
1 answer
62 views

About Internal mechanics in FinancialDerivative

I want to find the price of a call option,using mathematica. However, I found a question when using Financial Derivative. The following two codes are to get the price of the call. ...
user avatar
  • 1
2 votes
1 answer
74 views

select the right numbers based on a condition

I want to optimize my stock portfolio based on three components: the price of the different stocks the number to buy of each of the stocks the expected return of each stock (after 12 months) For ...
user avatar
1 vote
2 answers
72 views

Rearrange a matrix with new Table Headings-List

I have used a procedure to rearrange my data in a more appropriate way for data analysis such that more similar elements lie next to each other and dissimilar ones far apart. Let's say I have a 5x5 ...
user avatar
  • 53
0 votes
0 answers
69 views

Customize FinancialIndicator

I have a set of financial data in a 5-minutes (download here) and 1-day timeframe (download here) Since the ordering of my dataset is different than the ordering taken by ...
user avatar
  • 1,578
0 votes
2 answers
83 views

Antithetic Variates in Monte-Carlo simulations (code taking too long to execute)

I am trying to use the Antithetic Variates method to reduce error in stock price estimates. Essentially, I generate pairs of negatively correlated RV's and use them to simulate stock price. The ...
user avatar
  • 1
0 votes
1 answer
76 views

List industry segment members using FinancialData [closed]

I'm trying to select get price, div yield and PE ratios for a given Sector (Industrial Segment) from the LSE. At the moment I'm trying to just get a list of the companies Unfortunately my script is ...
user avatar
0 votes
1 answer
119 views

Portfolio optimization

Mathematica provides codes for a portfolio optimization https://www.wolframcloud.com/objects/summerschool/pages/2017/AndresLopezMartinez_TE that do not work anymore. Any reason why? I have been trying ...
user avatar
  • 1
1 vote
0 answers
63 views

How can I use TradingChart without volume data?

I am trying to use the Mathematica Function TradingChart to produce a chart. I am using data produced by me for the plot and I do not have the volume data. Here is ...
user avatar
  • 107
6 votes
2 answers
204 views

Is there a CryptocurrencyData alternative to FinancialData?

What's the easiest way to ingest time series data on cryptocurrencies into Mathematica? I'm looking for up-to-date price, volume, and other properties for both major coins and altcoins.
user avatar
  • 3,679
1 vote
2 answers
131 views

Calculating Average Price and P&L Efficiently Without Loops

A very common task is stock portfolio evaluation is to calculate the average price of stock holdings for a sequence of trades and from there to calculate the (realized) profit or loss. Obviously one ...
user avatar
4 votes
1 answer
94 views

How to show net income geographically of a company in a certain city

Let's say that I have a company, and I already extracted it's net profit with time series. ...
user avatar
  • 241
0 votes
2 answers
77 views

(rolling) n-weekly average

I have the data of the SPX index weekly ...
user avatar
  • 1,055
0 votes
1 answer
144 views

Exporting Stock Financial Data into Excel

I would like to pull 3 attributes (Open, Close, Volume) for a variety of stock symbols. I would like to pull the stock data within a specific range and export it to an excel spreadsheet. I would also ...
user avatar
  • 129
1 vote
1 answer
42 views

Index (SPX) weekly return with a condition

I am looking at statistics of the weekly returns of SPX. Taking all the weeks starting from 1st Jan 2010, the hisotgram of the returns is: ...
user avatar
  • 1,055
2 votes
2 answers
155 views

How to plot a new numerical FinancialIndicator in TradingChart

I plot a trading chart by using TradingChart for early December data: ...
user avatar
0 votes
0 answers
112 views

Getting the source code of the custom indicator MESA

I would like to ask how to get the source code of a custom indicator offered by the InteractiveTradingChart function, in particular the MESA indicator (Maximum ...
user avatar
2 votes
1 answer
65 views

InteractiveTradingChart with date and time displayed for selected data

It is possible to modify TradingChart such that instead of just the date, date and time are displayed for a selected data point. Is there a "trick" that ...
user avatar
3 votes
1 answer
79 views

Manipulate InteractiveTradingChart or lazy Manipulate

Back in 2012, it seems that something like Manipulate[InteractiveTradingChart[ticker], {ticker, {"AMZN", "GOOGL"}}] worked fine. Mathematica 12....
user avatar
1 vote
1 answer
104 views

The server returned the HTTP status code 406 + how to obtain stocks data

Any solution for this: Import["https://es.investing.com/indices/germany-30-futures-\ historical-data"] not successful. The server returned the HTTP ...
user avatar
  • 125
2 votes
1 answer
204 views

Overlay a line plot onto a candlestick chart?

With the command CandlestickChart one can create charts such as CandlestickChart[data] Let's say, we take the 20-period moving ...
user avatar
  • 11.5k
12 votes
2 answers
470 views

How can I plot my financial indicator below a trading chart (produced by TradingChart) with the same x-axis?

Since this question was not answered, I would like to ask again with some additional information. I have a trading chart saved as chart1 as follows. ...
user avatar
  • 215
4 votes
1 answer
191 views

Looking up Stock Symbols in Mathematica

It has been a few years since i had used Mathematica, and I know that after yahoo feed was discontinued there have been some changes to how mathematica handles financial data. Back in the day we would ...
user avatar
0 votes
1 answer
115 views

Is financial visualization broken? Can you run any of these examples or InteractiveTradingChart[] at all?

I can't run anything relevant to financial visualization in my mathematica installation, i found these interesting example but anything that use the trading chart is kind of broken. EDIT: I'll add a ...
user avatar
  • 107
3 votes
2 answers
308 views

two tier compound interest problem

I am trying to make sense of how mortgage repayment figures are calculated for two tier mortgages, where you fix your interest rate for a certain period and after that period, you fall back to the SVR ...
user avatar
  • 701
3 votes
0 answers
88 views

Problems with CUDAFinancialDerivative in Mathematica 12.1

I am attempting to run some CUDA functions in MMA 12.1, specifically CUDAFinancialDerivative. As I recall, this function (and other CUDA functions) ran successfully on this machine with earlier ...
user avatar
4 votes
1 answer
95 views

Problem with StringPosition[] and slowness of Import[] in sentiment analysis

Using the post by J. Kinlay at Market Sentiment Analysis we can employ a simple yet effective Mathematica implementation for sentiment analysis in trading. Everything is very clear and useful in the ...
user avatar
  • 1,755
4 votes
0 answers
60 views

Why am I getting incorrect result from EntityClass?

Suppose I want get 6 largest companies by market capitalization. I try the class using the old syntax: ...
user avatar
  • 8,217
1 vote
0 answers
46 views

ROI and Earnings Yield within FinancialData

Can I calculate within FinancialData properties these as follows: Earnings Yield = EBIT/Enterprise value ..where Enterprise value is the sum of market value of equity (including preferred equity) ...
user avatar
  • 401
1 vote
1 answer
84 views

Sort Stocks by MarketCap

If I correctly understand, here I have all the existing companies listed in every market and identified by each real name: ...
user avatar
  • 401
1 vote
0 answers
63 views

Conditions on FinancialData

I would like to order (3) on a Dataset or Table all the Financial Data between all markets respecting those constraints: each asset has to be shown as "Name" and "StandardName"; I would like to show "...
user avatar
  • 401
2 votes
1 answer
127 views

Find market company names from FinancialData

Is there a way to get code names of publicly traded companies by any FinancialData option? I would like to identify for each market the company listed there and to associate it with the code name in ...
user avatar
  • 401
5 votes
1 answer
100 views

FinancialData missing data for April 7 and April 8 2020 for many if not all US Stocks

FinancialData["IBM", {2020, 4, 3}]["Dates"] The above command yields: ...
user avatar
  • 81
2 votes
0 answers
140 views

Using FinancialData to obtain historical data on NASDAQ closing prices

I have been struggling for over an hour, reading documentation, experimenting, google searching for information on how to ask for the closing price of the NASDAQ index. I don't want a stock on that ...
user avatar
  • 609
14 votes
1 answer
625 views

Is FinancialData about to be deprecated?

A support case with the identification [CASE:4387967] was created. FinancialData seems to be losing information. For example in the documentation it says: ...
user avatar
  • 8,217
3 votes
0 answers
191 views

Kolmogorov backward PDE with boundary conditions

I am trying to solve numerically Kolmogorov backward PDE with boundary conditions: ...
user avatar
  • 1,548
4 votes
0 answers
71 views

Accessing the Australian Stock Exchnage through FinancialData

This answer from 2015 suggests that data from the Australian Stock Exchange can be accessed using FinancialData["AX:CBA"]. However, when I run this I get ...
user avatar
0 votes
0 answers
85 views

What financial forecasting methods are available for evaluating the profitability of a cash flow?

I'm sorry for this question. I'm looking for forecasting methods for evaluating the profitability of a cash flow I'm not experienced with this branch of the economics, I've done some searches in the ...
user avatar
  • 518
4 votes
0 answers
97 views

Stocks & Finances

Are there any guides, examples, tutorials how to use finance related functions in Mathematica (except documentation)? Are there any packages for plotting Japan candles graphs in Mathematica?
user avatar
1 vote
1 answer
148 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[] ...
user avatar
  • 123
3 votes
0 answers
110 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 ...
user avatar
  • 8,217
6 votes
1 answer
178 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) ...
user avatar
  • 3,600
2 votes
2 answers
96 views

How to get company dataset in original currency?

I have obtained the financial data of a company using Entity["Company", ...]["Dataset"]: ...
user avatar
  • 336

1
2 3 4 5