financial

I accumulated a quite a lot of data in a raw form (csv and binary) - 4GB per day for a few months to be precise. I decided to join the civilized world and use database to access the data and I wondered what would be the correct layout; the format is quite simple: a few rows for every time tick (bid, ask, timestamp, etc.) x up to 0.5Million/day x hundreds of financial instruments x monthes of data. There is a MySQL server with MYISAM (which I understood would be the correct engine for this type of usage) running on commodity harware (2 x 1GB RAID 0 SATA, core 2 @ 2.7GHz) What would be correct

I have a dataset for price of the ticker on the stock exchange: time - price. But intervals between data points are not equal - from 1 to 2 minutes. What is the best practice to calculate moving average for such case? How to make it in Matlab? I tend to think, that weights of the points should depend on the time interval that was last since previous point. Does we have function in Matlab to calculate moving average with custom weights of the points? Here is an example of the "naive" approach I mentioned in the comments above: % some data (unequally spaced in time, but monotonically non

I am using geom_boxplot to draw candlesticks using stock market data. The problem is that the individual boxplot's upper and lower edges as well as the upper whisker end point show up way higher on the y-axis than their corresponding values. The relative height (difference between upper and lower edges) and the end point of the lower whisker of each boxplot are fine though. Here's my code : candlestickPlot <- function(x){ library("ggplot2") # x is a data.frame with columns 'date','open','high','low','close' x$candleLower <- pmin(x$open, x$close) x$candleUpper <- pmax(x$open, x$close) x

Well, the rule " For money, always decimal " isn't applied inside the Microsoft development team, because if it was: Namespace: Microsoft.VisualBasic Assembly: Microsoft.VisualBasic (in Microsoft.VisualBasic.dll) Financial.IPmt and all the other methods would receive/return decimal and not double as it is. Now I wonder if I can use these methods without worry with round mistakes? Should I use some other libraries to work with finances? If yes, could you point me some good ones (for C# use) ? You can use this class: public class Financial { #region Methods public static decimal IPmt(decimal

As it currently stands, this question is not a good fit for our Q&A format. We expect answers to be supported by facts, references, or expertise, but this question will likely solicit debate, arguments, polling, or extended discussion. If you feel that this question can be improved and possibly reopened, visit the help center for guidance. i am writing a financial WPF desktop application and i am looking for a component that would allow me to display (and print) OHLC, candlestick, and possibly other types of financial charts. I need to be able to embed custom graphics into the chart, i mean

I'm looking for a simple javascript financial RATE function, and I found this one. But it seems too difficult to understand. I want to simplify this function, and I need your help. If anyone has a simplest function, please answer. (It's a excel RATE function equivalent.) var rate = function(nper, pmt, pv, fv, type, guess) { if (guess == null) guess = 0.01; if (fv == null) fv = 0; if (type == null) type = 0; var FINANCIAL_MAX_ITERATIONS = 128;//Bet accuracy with 128 var FINANCIAL_PRECISION = 0.0000001;//1.0e-8 var y, y0, y1, x0, x1 = 0, f = 0, i = 0; var rate = guess; if (Math.abs(rate) <