# 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 ...
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(...
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### 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 ...
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### 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 ...
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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. ...
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### Historical Exchange Rates via FinancialData

FinancialData["name"] and FinancialData["name", start] return respectively; the last known price, and the daily closing values ...
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### 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: ...
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### 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 ...
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### 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 ...
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### 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 ...
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 ...
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### Reinvention of TradingChart

Functions TradingChart and InteractiveTradingChart are slow even with few hundreds of candles. On ...
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### 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. ...
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### 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 ...
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### 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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### 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 ...
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. ...
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 ...
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 ...
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### Determining FinancialData for Countries

How do I determine the FinancialData for Australia. For instance the one for USA follows as: FinancialData["NYSE", "Members"] ...
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### 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 ...
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 ...
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### 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 ...
473 views

### Should we invest in Apple?

Ticker[comp_String] := Interpreter["Company"][comp] /. Entity[_, x_] :> x ticks = Ticker /@ {"Apple", "Google"} {"NASDAQ:AAPL", "NASDAQ:GOOGL"} ...
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### 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 ...
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### 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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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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: ...
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): ...
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### 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 ...
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### 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: ...
1 vote
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 ...
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1 vote
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### 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 ...
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1 vote
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 ...
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1 vote