finance

I'm creating a simple financial app where the user can input an income or expense. I cannot find anywhere how I can change the "total" amount by adding or subtracting numbers inside the database. The easiest way I can explain it is: user enters an income of $10 : So I would add that 10 into the database. user enters an expense of -$5 : so i would also add that into the database the end result should be $5 as the total, but how do I do this? I'm completely stuck as I've never use SQLite before. Thanks You can do that simply by firing 2 commands on SQL a) Use Select to get the value from the

I'm in need of some tips regarding a small project I'm doing. My goal is an implementation of a Fast Fourier Transform algorithm (FFT) which can be applied to the pricing of options. First concern: which FFT? There are a lot of different FFT algorithms, the most famous one being Cooley-Tukey. My thoughts on this: I prefer the most simple one, since this is no thesis or big project, just a course on Algorithms. But it has to be compatible with option pricing (in contrast with the most - well in our general literature- referenced application of images/sound processing). So it depends on the form

I am planning create a site that lets users in finance visualize the price of a foreign exchange option in 3d. x = price of underlying, y = price of option, z = days left to maturity. In other words, rather than a simple option payout diagram, this would allow you, on the Z axis, to view what the P&L scenarios would be if you sold before expiry of the option. In short, I want a visualizaion tool. But given that the surface of the P&L might be quite "curvy", it's going to be good for users to rotate around the space in real time. And it's going to be good to slice the surface up along any plane

I have a csv file and when i use this command SOLK<-read.table('Book1.csv',header=TRUE,sep=';') I get this output > SOLK Time Close Volume 1 10:27:03,6 0,99 1000 2 10:32:58,4 0,98 100 3 10:34:16,9 0,98 600 4 10:35:46,0 0,97 500 5 10:35:50,6 0,96 50 6 10:35:50,6 0,96 1000 7 10:36:10,3 0,95 40 8 10:36:10,3 0,95 100 9 10:36:10,4 0,95 500 10 10:36:10,4 0,95 100 . . . . . . . . . . . . 285 17:09:44,0 0,96 404 Here is the result of dput(SOLK[1:10,]) : > dput(SOLK[1:10,]) structure(list(Time = structure(c(1L, 2L, 3L, 4L, 5L, 5L, 6L, 6L, 7L, 7L), .Label = c("10:27:03,6", "10:32:58,4", "10:34:16,9",

I have the following xts object (representing long/short entries (column 1 and 2) and exit (columns 3 and 4) triggers with "aggregate" signal column which should be 1 (system is long), -1 (system is short) or 0 (system is flat). I can not make this work for "aggregate" signal column5... The data: LongEntrySignal ShortEntrySignal LongExitSignal ShortExitSignal Signal 18.02.93 0 0 1 0 0 19.02.93 0 0 0 1 0 22.02.93 1 0 0 0 1 23.02.93 0 0 0 0 0 24.02.93 0 0 0 0 0 25.02.93 0 0 0 0 0 26.02.93 0 0 1 0 0 01.03.93 0 0 1 0 0 04.03.93 0 1 0 0 -1 05.03.93 0 0 0 0 0 11.03.93 0 0 0 1 0 12.03.93 0 0 1 0 0 I

This might be an insignificant question but unfortunately I'm unable to solve it. I have a portfolio of stocks of 50 companies. I have the dates and the closing prices on that particular day for each of the companies. Data for each company varies with respect to the date from which the stock is being traded. I used this code for calculating the daily returns: return=matrix(NA,nrow(companies),ncol(companies)-1) for (j in 2:52){ k=0 for (i in 1:nrow(companies)){ if (!is.na(companies[i,j]) & k==0) { base= companies[i,j] k=k+1 } else {if ( k==1) {return[i,j-1] = ((companies[i,j]-base)/base)*100}