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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1answer
36 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 ...
0
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1answer
59 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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3
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1answer
38 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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1
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1answer
82 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.
3
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1answer
51 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:
...
3
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0answers
63 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 ...
2
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1answer
38 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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0answers
63 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
85 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
73 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 ...
3
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0answers
45 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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3
votes
2answers
127 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? ...
3
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1answer
82 views
FindRoot with lists as input
I have to calculate different Internal Rates of Returns by using the FindRoot function.
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5
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1answer
127 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
216 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 ...
4
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2answers
147 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 (...
0
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1answer
45 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
116 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
87 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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3
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0answers
106 views
FinancialData price adjustments no longer work?
TL;DR
The following properties of FinancialData appear to no longer work:
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1answer
65 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?
2
votes
1answer
274 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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1
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0answers
77 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 ...
8
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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 ...
1
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2answers
219 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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0answers
36 views
Bulk Exchange Rate Call
I have a function which gives me the exchange rate of GBP to USD as follows:
...
1
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1answer
106 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
107 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 ...
7
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1answer
115 views
American option priced incorrectly by `FinancialDerivative`?
The following gives a price of 1.13:
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8
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1answer
244 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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3
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0answers
80 views
How to setup FrameTicks for TradingChart
I'm trying to setup FrameTicks for TradingChart, but it dosn't work.
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4
votes
1answer
90 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
48 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....
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2answers
401 views
Reinvention of TradingChart
Functions TradingChart and InteractiveTradingChart are slow even with few hundreds of candles. On ...
0
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0answers
55 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
votes
1answer
106 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
36 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 ...
1
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1answer
96 views
Transpose erroring
I am using the code from this answer, to optimize a portfolio of stocks. This is the code:
...
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0answers
55 views
2
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1answer
81 views
Suggestions for Buy/Sell signals overlaid on TradingChart
To visually evaluate a backtester, I would like to overlay "buy" and "sell" signals on TradingChart, while preserving the interactive functionality of ...
8
votes
2answers
483 views
Creating a Stock Dataset
I've been looking into how to create a stock database in Mathematica using Dataset. This may or may not be a sensible idea, depending on the quantity of data required, although the possibility of ...
1
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0answers
83 views
ItoProcess with log
I would like to use ItoProcess to simulate some paths of $r(t)$, a process that follows the sde
$$d\ln\left(r\left(t\right)\right)=\left(\theta-\ln\left(r(t)\right)\...
3
votes
1answer
518 views
Historical S&P500 prices using FinancialData[
After some poking around, I found how to get the price of the S&P500:
FinancialData["^SPX"]` and `FinancialData["^SPX", "Company"]
However, I am trying to ...
2
votes
1answer
131 views
Application of American Option Valuation
I am trying to work backwards from a binomial tree. To make it clear right away, here is a graph
The basic concept is that price of a financial asset (for ex. a stock) starting from t=0 (the initial ...
2
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1answer
189 views
Getting index member with FinancialData[]
How can I use FinancialData to get the ticker symbols for a given index? For example suppose I want the tickers for all 500 stocks currently listed on the S&P ...
4
votes
3answers
142 views
IRR Plot on Complex Plane
How do I plot the solutions of
Sum[cf1[[i, 2]] E^(-r cf1[[i, 1]]), {i, Length@cf1}] == 0
where
...
1
vote
1answer
221 views
How to plot cumulative stock return using Excel data?
I have an Excel file with daily prices and returns of a number of stocks.
I need to plot a cumulative return for each stock.
How can i do this, using Excel data, ...
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0answers
105 views
Finding Option Value in American Options
I want to find the Option Value in American Options. I basically want to replace this code if possible
...
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1answer
198 views
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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0answers
69 views
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 ...
