Questions tagged [financial]

Anything related to financial calculations and processing of financial data. For example, this tag can be used for questions about interest rates calculations, stock exchange data processing, market data analysis, etc.

Anything related to financial calculations and processing of financial data. For example, this tag can be used for questions about interest rates calculations, stock exchange data processing, market data analysis, etc.

346 questions
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How to treat missing data for forecast package in r

I want to forecast closing prices of indices I download from Yahoo finance using quantmod package. The result is that the data don't include weekends, bank holidays and whenever markets were not open. I use all available techniques from forecast…
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Financial Year in SSRS from date

I'm trying to get SSRS to show the financial year an issue date was placed As an example A date showing 01/04/2018. The financial year column would return 2018 A date showing 31/03/2018. The financial year column would return…
MusicMan
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How generate SWIFT messages?

I'am building module to generate SWIFT messages , are there any Java APIs to generate 20022 SWIFT messages, i don't create them manually mainly I am interested in: • pain.008 • pacs.003
user9680851
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Mysql - Recursively balance calculation

I have following table for my financial system (php/mysql), with more than 5000 records. All balance fields are empty. +---------+------+---------------------+---------+ | amount | done | date | balance…
Rolland
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Computing sum of progressively-increasing values in Excel

I am trying to solve an iterative problem in Excel. I want to be able to calculate the sum of rent for x years. The rent is increasing at a rate of 10 percent every year. I quickly came up with this python code on a REPL for clarity: year = 6 rent =…
Count
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matplotlib: candlestick2_ochl 'width' parameter automatically resize

i am developing a financial graph using candlesticks. i face two different problems with the candels width: — they are too large — they are too small depending on the amount of data in the interval i have. i attach two examples: i know i can…
91DarioDev
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Effective Spread Calculation in bond market by python

I want to calculate effective spread rate in bond market.And have two data frame first trade data that is executed price and second is quote that contains buy and sell quotes for bonds. Effective Spread Rate is calculated like below: Effective…
ary
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RapidMiner - Time Series Segmentation

As I am fairly new to RapidMiner, I have a Historical Financial Data Set (with attributes Date, Open, Close, High, Low, Volume Traded) from Yahoo Finance and I am trying to find a way to segment it such as in the image below: I am also planning on…
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How to merge two data frame to calculate effective spread in bond market in python

I want to compute Effective spread on bond market.(It is a little bit complex) I have 2 data frame first is Trade and the Second is quote: Trade(Transaction) is look like this: Id Date Index Time Volume Price 0 …
ary
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implement financial microservice using node.js | python | R

I'm developing a tourist web app with node.js and microservics. I need to develop a pricing service which will do all the calculation for the guest (price for night, taxes, VAT, discounts etc). Moreover, I need those calculation will be easy to…
wizard
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301 Moved Permanently Error Quandl API

I am trying to use this Quandl API for C++, https://github.com/zafuer/QuandlAPI_C, however every time I try to get data to download the excel sheet just fills with: 301 Moved Permanently
Kyle
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Layers for predicting financial data using Tensorflow/tflearn

I'd like to predict the interest rate and I've got some relevant factors like stock index and money supply number, something like that. The number of factors may be up to 200. For example,the training data like, X contains factors and y is the…
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Listing number sequence for financial periods

In SQL 2016, I need to create a list using financial periods but only have the from/to available - it's formatted similar to dates but are 0mmyyyy, so the first 3 numbers are the month/period and the last 4 digits the year. e.g. period_from is…
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Average subset of time series in real time

Suppose there is a real time feed of stock prices, how do you calculate the average of a subset of it (say over the past week)? This was an interview question. I can come up with an algorithm to do it in O(n^2), but the interviewer wanted an…
user84405
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Amortisation schedule using package financial

How do I read the amortisation schedule produced by tvm() in package financial into a dataframe? Sample code y=tvm(pv=10000,i=10,n=10,pmt=NA) summary.tvm(y) Results > summary.tvm(y) Amortization Table Bal Int Prin PMT 1 9037 …
ashleych
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