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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Problem with Financial Data

I'm following http://reference.wolfram.com/mathematica/ref/FinancialData.html I get the following: In[6]:= DateListLogPlot[FinancialData["^DJI", All]] During ...
user avatar
6 votes
1 answer
2k views

ItoProcess function

While looking in the help manual of Mathematica concerning the ItoProcess function I found the following: ItoProcess[{a,b,c},x,t]: represents an Ito Process y(t)=c(t,x(t)), where dx(t)=a(t,x(t))dt+b(...
Milan Ivica's user avatar
35 votes
3 answers
8k views

Optimization of a portfolio of stocks

I would like to use Mathematica to perform an optimization of a portfolio composed by 10 stocks. I did the first part to compute yields and expected yields, but I don't know how to finish the ...
Mari's user avatar
  • 419
16 votes
3 answers
9k views

How to request financial data from Yahoo's YQL and Quandl?

How can I download historical data from Yahoo ? Although Mathematica's FinancialData function uses Yahoo it could be useful to have more control on how to retrieve data from Yahoo's YQL. Edit ...
faysou's user avatar
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12 votes
2 answers
580 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. ...
DLT's user avatar
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22 votes
6 answers
2k views

Historical Exchange Rates via FinancialData

FinancialData["name"] and FinancialData["name", start] return respectively; the last known price, and the daily closing values ...
Ronald Monson's user avatar
14 votes
1 answer
765 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: ...
user13892's user avatar
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10 votes
1 answer
3k views

Making a Stock Options Database in Mathematica

I am trying to use Mathematica to create a stock options database of sorts. That is I wish to write a function that imports the option chain of a given stock. Unfortunately Wolfram has yet to put ...
John Smith's user avatar
5 votes
2 answers
3k views

Forecast Future Stock Prices - Brownian Motion - Again

excuse me, I think I have here a technical problem with Mathematica yesterday I posted the question with the title: Forecast Future Stock Prices - Brownian Motion I am still not very experienced but ...
Milan Ivica's user avatar
48 votes
6 answers
10k views

Learning Finance with Mathematica

Background My math background is strong by CS standards, probably normal by mathematica standards. (i.e. familiarity with real analysis, linear algebra, managed to read the proof of the prime number ...
user avatar
14 votes
2 answers
1k 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 ...
Jonathan Kinlay's user avatar
12 votes
2 answers
679 views

Reinvention of TradingChart

Functions TradingChart and InteractiveTradingChart are slow even with few hundreds of candles. On ...
Alexey Golyshev's user avatar
9 votes
2 answers
1k views

Extracting financial indicator data from trading chart

How can the data of the directional movement index below be extracted from this chart? It seems to be embedded in some kind of dynamic module. ...
Chris Degnen's user avatar
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9 votes
1 answer
515 views

I want to update a financial chart when I select a new stock from a popup menu

I have the following code: Read all the DOW jones financial instruments instruments = FinancialData["^DJI", "Members"] Then I create a dynamic variable called ...
Henrick's user avatar
  • 91
8 votes
1 answer
309 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: ...
James Stein's user avatar
8 votes
3 answers
1k views

Share experiences, preferably the surprising ones, with using ItoProcess

Can people please share their experiences, preferably the surprising ones, with using ItoProcess? I am a big fan of ItoProcess and have already used it for several finance-related tasks, though I ...
8 votes
2 answers
390 views

Intra day data with TradingChart

I am trying to use TradingChart to display some intra day data (60 s. resolution). Is there a way to modify the time displayed when moving the mouse over the data. ...
VanillaSpinIce's user avatar
7 votes
0 answers
312 views

How can I program my own financial indicator to be plotted in a TradingChart? [duplicate]

FinancialIndicator["ind", par1, par2, ...] represents a financial indicator "ind" with parameters $par1$, $par2$, etc. All available financial indicators can be ...
user19604's user avatar
7 votes
1 answer
560 views

Finding Distribution based on quantile data

I am trying to determine an approximate distribution based on quantile data. I have the following information regarding Profit/Loss from an investing strategy backtest, and I want to use the data to ...
pyrex's user avatar
  • 399
7 votes
1 answer
290 views

Determining FinancialData for Countries

How do I determine the FinancialData for Australia. For instance the one for USA follows as: FinancialData["NYSE", "Members"] ...
thils's user avatar
  • 3,228
6 votes
1 answer
438 views

Under what conditions does FinancialData return a ::notent message?

I tried retrieving FinancialData for a few companies but when I tried doing it for NTDOY, I couldn't. As of 25/12/2012, querying ...
Editortoise-Composerpent's user avatar
6 votes
2 answers
609 views

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 ...
vonjd's user avatar
  • 1,595
5 votes
2 answers
441 views

What is an elegant way to add two or more cash flows?

When modeling a swap contract a common operation is to sum up two cash flows producing a resulting cashflow with netted amounts in the highest granularity of the two initial cash flows. What is a ...
user3263870's user avatar
5 votes
2 answers
473 views

Should we invest in Apple?

Ticker[comp_String] := Interpreter["Company"][comp] /. Entity[_, x_] :> x ticks = Ticker /@ {"Apple", "Google"} {"NASDAQ:AAPL", "NASDAQ:GOOGL"} ...
eldo's user avatar
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4 votes
2 answers
396 views

Plotting a DateListPlot and a CandleStickChart together

I'm trying to plot a DateListPlot and a CandleStickChart together. Initially I was trying to add a FinancialIndicator by spelunking TradingChart, but it's quite complex, I think I could manage to do ...
faysou's user avatar
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4 votes
2 answers
270 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 (...
Jagra's user avatar
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4 votes
1 answer
1k views

Use of Ito's lemma in ItoProcess

In the documentation for the ItoProcess it says: Converting an ItoProcess to standard form automatically makes use of Ito's ...
vonjd's user avatar
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4 votes
1 answer
1k views

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 ...
wizlog's user avatar
  • 203
3 votes
2 answers
1k views

How do I use FinancialData to obtain company revenue and income?

I'd like to make a plot of a company's revenue and income over time. I can do this via Wolfram Alpha pretty easily, just by searching "Ford revenue and earnings from 2000 to 2012". As such I can, if ...
latkin's user avatar
  • 290
3 votes
2 answers
548 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 ...
Shb's user avatar
  • 701
3 votes
1 answer
101 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: ...
cheese.burger's user avatar
3 votes
1 answer
134 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): ...
Flux's user avatar
  • 366
2 votes
1 answer
673 views

Can Mathematica 10 do elliott wave calculations?

Seems like there are quite a few fibonacci / Golden Ratio type functions but nothing in the doc's or Financial implementations ...
Nothingtoseehere's user avatar
2 votes
2 answers
2k views

How do I remove the quotation marks from each element of a list containing dates that I have import from excel?

I've been stuck in this problem for 1 week. I just want to make a graph (Log-Return vs time (in year, month, day)). The code is: ...
Rodrigo Guinea's user avatar
1 vote
1 answer
416 views

Stopping- threshold and stopping- time of stochastic processes.

Rod Lm helped me to generate the following code, which I want to extend a little bit. So my intention is to use the threshold (the green line) as boundary in the following way: as soon as the process ...
Milan Ivica's user avatar
1 vote
2 answers
267 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 ...
dsmalenb's user avatar
  • 139
1 vote
2 answers
194 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 ...
George's user avatar
  • 3,145
1 vote
0 answers
80 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 "...
Nate's user avatar
  • 401