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.
216
questions
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 ...
- 489
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 ...
- 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
...
- 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 $2000 into an investment that pays an annualized/nominal rate of 8% compounded quarterly. Then I am interested ...
- 8,217
3
votes
1
answer
74
views
How To Compile The Computation Of Cumulative Returns
I'm trying to compile this function, specifically the second line which computes the cumulative return of 100 daily returns.
...
- 489
3
votes
1
answer
86
views
How to apply color function to my financial indicator?
My goal is to make a figure like this picture in a financial indicator,
I want to plot “a colored” financial indicator below a trading chart.
I prepared financial data and data of my indicator:
...
- 361
1
vote
0
answers
43
views
Irregular interval Internal Rate of Return [closed]
Does anyone know of a function that has been written that takes a list of cash flows and a list of associated dates and returns the internal rate of return? In other words a function similar to ...
- 41
3
votes
2
answers
126
views
Log of time series evaluated
I'm new to Mathematica and am trying to plot log-returns of a stock as a timeseries object. However, the following code gives me back elements of the form "Log[151.23$]" unevaluated. What am ...
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.
...
- 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 ...
- 2,371
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 ...
- 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 ...
- 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 ...
- 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 ...
- 1
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 ...
- 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 ...
- 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.
- 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 ...
- 1,164
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.
...
- 241
0
votes
2
answers
77
views
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 ...
- 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:
...
- 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:
...
- 361
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 ...
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 ...
- 389
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....
- 389
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 ...
- 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 ...
- 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.
...
- 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 ...
- 155
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 ...
- 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 ...
- 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 ...
- 1,164
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 ...
- 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:
...
- 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) ...
- 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:
...
- 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 "...
- 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 ...
- 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:
...
- 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 ...
- 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:
...
- 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:
...
- 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 ...
- 41
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 ...
- 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?
- 719
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[] ...
- 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 ...
- 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) ...
- 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"]:
...
- 336