How to construct financial time series. Learn to retrieve financial data and specify properties. Compute and compare simple, log and cumulative returns. Visualize stock trading data.
Summary
Financial value over time can be represented as time series objects in the Wolfram Language. This video class demonstrates how to import financial data as time series and how to inspect and specify its properties, such as temporal regularity, resampling method and window length. It explains how time series objects can be used as input to other built-in functions and also directly used for arithmetic calculations. Examples illustrate computing asset returns using log and ratios and visualizing stock trading data along with buy and sell signals.
Featured Products & Technologies: Wolfram Language, Wolfram Notebooks
You'll Learn To
Construct financial time series with ordered time-value pairs
Access financial data from the Wolfram Knowledgebase
Alter the sampling frequency and viewing window of a time series object
Resample data using interpolation
Calculate the relative value of investments
Visualize stock trading data with TradingChart and FinancialIndicator
Summary
Financial value over time can be represented as time series objects in the Wolfram Language. This video class demonstrates how to import financial data as time series and how to inspect and specify its properties, such as temporal regularity, resampling method and window length. It explains how time series objects can be used as input to other built-in functions and also directly used for arithmetic calculations. Examples illustrate computing asset returns using log and ratios and visualizing stock trading data along with buy and sell signals.
Featured Products & Technologies: Wolfram Language, Wolfram Notebooks
You'll Learn To
Construct financial time series with ordered time-value pairs
Access financial data from the Wolfram Knowledgebase
Alter the sampling frequency and viewing window of a time series object
Resample data using interpolation
Calculate the relative value of investments
Visualize stock trading data with TradingChart and FinancialIndicator
