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
37
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5 answers

Rounding Standards - Financial Calculations

I am curious about the existence of any "rounding" standards" when it comes to the calculation of financial data. My initial thoughts are to perform rounding only when the data is being presented to the user (presentation layer). If "rounded" data…
Guamez
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35
votes
8 answers

Money data type for .NET?

Looking for a good Money data type for .NET that supports currencies and exchange rates (with related behaviour & operations). Note: I started searching for the source code seen in print in the book Test-Driven Development By Example by author…
John K
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34
votes
4 answers

Are there free realtime financial data feeds since the demise of OpenQuant?

Now that the oligopole of market data providers successfully killed OpenQuant, does any alternative to proprietary and expensive subscriptions for realtime market data subsist? Ideally I would like to be able to monitor tick by tick securities from…
Mel Cooper
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33
votes
9 answers

ArithmeticException thrown during BigDecimal.divide

I thought java.math.BigDecimal is supposed to be The Answer™ to the need of performing infinite precision arithmetic with decimal numbers. Consider the following snippet: import java.math.BigDecimal; //... final BigDecimal one =…
polygenelubricants
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30
votes
4 answers

Integrating with Sage Financial Software

I have recently been asked to develop an application that will have to integrate with Sage Line 50 financial software. I've done some googling and I am surprised at the lack of info on interfacing with Sage from Java or .Net. Is Sage such a black…
Paul
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25
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8 answers

How to skip empty dates (weekends) in a financial Matplotlib Python graph?

ax.plot_date((dates, dates), (highs, lows), '-') I'm currently using this command to plot financial highs and lows using Matplotlib. It works great, but how do I remove the blank spaces in the x-axis left by days without market data, such as…
Eric the Red
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24
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16 answers

How to calculate simple moving average faster in C#?

What is the fastest library/algorithm for calculating simple moving average? I wrote my own, but it takes too long on 330 000 items decimal dataset. period / time(ms) 20 / 300; 60 / 1500; 120 / 3500. Here is the code of my method: public…
zozed
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18
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8 answers

financial python library that has xirr and xnpv function?

numpy has irr and npv function, but I need xirr and xnpv function. this link points out that xirr and xnpv will be coming soon. http://www.projectdirigible.com/documentation/spreadsheet-functions.html#coming-soon Is there any python library that has…
Shuguang Yang
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18
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3 answers

Python pandas persistent cache

Is there an implementation for python pandas that cache the data on disk so I can avoid to reproduce it every time? In particular is there a caching method for get_yahoo_data for financial? A very plus would be: very few lines of code to…
Luca C.
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15
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6 answers

FigureCanvasAgg' object has no attribute 'invalidate' ? python plotting

I've been following 'python for data analysis'. On pg. 345, you get to this code to plot returns across a variety of stocks. However, the plotting function does not work for me. I get FigureCanvasAgg' object has no attribute 'invalidate' ? names =…
user3314418
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15
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2 answers

Design principles for designing database architecture of financial transaction system?

I want to design a database which will keep record for financial transaction.I want to design it as a product so that it can be used for any type of financial transaction.Are there some design principles specific to financial transaction database…
Maddy.Shik
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13
votes
6 answers

Programmatic access to detailed historical financial data

I know that Yahoo has a great API for accessing detailed financial metrics about a company documented at http://www.gummy-stuff.org/Yahoo-data.htm. Yahoo also provides historical pricing data, documented at…
Joshua Hartman
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12
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1 answer

Octave time series Moving average

I have a matrix with each column represents a feature over time. I need to find the moving average of these values with a given window size. Is there a function like the one in MATLAB? output = tsmovavg(vector, 's', lag, dim)
AlgoMan
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12
votes
8 answers

How to validate a International Securities Identification Number (ISIN) number

If I am not wrong, ISIN numbers last position is a verification digit. What is the mathematical function that determines its value in function of the first 11 digits?
12
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8 answers

Financial Charts / Graphs in Ruby or Python

What are my best options for creating a financial open-high-low-close (OHLC) chart in a high level language like Ruby or Python? While there seem to be a lot of options for graphing, I haven't seen any gems or eggs with this kind of…
Eric the Red
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