# 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.

42 questions with no upvoted or accepted answers
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### Increasing recursion speed in Hull-White trinomial tree calculation

First timer here and have been finding these boards very useful in learning Mathematica. I'm trying to implement a numerical procedure for the Hull-White trinomial tree in Mathematica. Despite using ...
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101 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 ...
629 views

### Curated data sometimes delivered in undefined units

This question may better go to Wolfram, but as it came up on the weekend, I thought I'd try here first. Take a look at the following: ...
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62 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: ...
• 9,293
267 views

### Kolmogorov backward PDE with boundary conditions

I am trying to solve numerically Kolmogorov backward PDE with boundary conditions: ...
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### 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?
257 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 ...
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448 views

### What is the signature for a callback function for FinancialIndicators?

I'd like to write my own indicators to use with functions like TradingChart. From the context, it's clear that one needs to write a function whose parameters ...
59 views

### How to leave empty space on the right in tradingchart

The Tradingchart function is very useful, although tremendously graphics heavy. For better understanding of the image I would like to leave a white space on the right but it is ignored. For example. ...
34 views

### Is the way TimeValue[s, i, {t, t1}] works with s being a Cashflow using date expressions a bug or a feature?

The documentation for TimeValue tells us that in TimeValue[s,i,t] we can have s be a Cashflow...
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### 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 ...
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### 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 ...
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176 views

### FinancialData price adjustments no longer work?

TL;DR The following properties of FinancialData appear to no longer work: ...
86 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 ...
• 491
82 views

### How to find euro zone equivalent of treasury data in U.S. using FinancialData?

For example I use FinancialData["^TYX", "Price", {{2004}, {2014}, "Week"}]; to get data for U.S. treasury data, can I do the same for eurozone yield curve? I know I ...
97 views

### Possible bug in fetching price index data?

I seem only able to fetch price index data for the U.S. For example, the following fails (Mathematica 10.2): ...
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### "EventLabels" option no longer working for TradingChart in 11.3

I used EventLabelsoption with TradingChart and CandlestickChart functions in Ma 11.1. I ...
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69 views

I'm getting pinking on mouseover for this: ...
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1 vote
79 views

### Historical data of financial funds

I would like to obtain the historical data of some funds, of which I know the ISIN code. Is there any way to do this with mathematica? For example, this fund here: https://markets.ft.com/data/funds/...
1 vote
67 views

### How to Name a Path in TemporalData?

Preamble: I am working with stock prices and need to perform calculations on them. And then extract the information for further calculations. TimeSeries/...
1 vote
39 views

### CandlestickChart how to display a separate x-axis tick for every single second?

I use CandlestickChart to display some price data. The data is only 30 seconds long and contains one candle per second. I'd like the chart to display a separate ...
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1 vote
272 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 ...
1 vote
82 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 ...
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1 vote
62 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
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 "...
• 401
1 vote
395 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 ...
1 vote
331 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, ...
1 vote
104 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 ...
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1 vote
166 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 ...
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1 vote
66 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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1 vote
44 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 vote
97 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)\...
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1 vote
82 views

### Autocorrelation in Tail Events

I have a single time series of financial data (stock index returns) and would like to study the autocorrelation among (log-)returns that are classified as "extreme", for example via exceedance of a ...
• 229
56 views

### Can I use Timeseries of a Data to plot the ARCHProcess?

So, I have a list s={Timeseries1,Timeseries2,Timeseris3} I want to Plot a graph just like :Mathematica I tried to do this but I didn't understand some parts of the ...
89 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 ...
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177 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 ...
97 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 ...
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152 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: ...
43 views

### Bulk Exchange Rate Call

I have a function which gives me the exchange rate of GBP to USD as follows: ...
• 9,293
75 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 ...
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