finance

MySQL: Use CASE/ELSE value as join parameter

I'm trying to join the NAME and PHOTO from USERS table to the TRANSACTIONS table based on who is the payer or payee. It keeps telling me can't find the table this -- What am I doing wrong? SELECT `name`,`photo`,`amount`,`comment`, ( CASE `payer_id` WHEN 72823 THEN `payee_id` ELSE `payer_id` END ) AS `this` FROM `transact...

Financial applications on GPGPU

I want to know what sort of financial applications can be implemented using a GPGPU. I'm aware of Option pricing/ Stock price estimation using Monte Carlo simulation on GPGPU using CUDA. Can someone enumerate the various possibilities of utilizing GPGPU for any application in Finance domain, ...

Common strategies to deal with rounding errors in currency-intensive soft?

What is your advice on: compensation of accumulated error in bulk math operations on collections of Money objects. How is this implemented in your production code for your locale? theory behind rounding in accountancy. any literature on topic. I currently read Fowler. He mentions Money type, it's typcal structure (int, long, BigDecim...

What are your "must-have" Python Packages for Finance?

With the recent SEC proposal requiring that most Asset-Backed Securities issuers file a python computer program to document the flow of funds (or waterfall) provisions of the transaction, I thought it timely to ask what you thought the "Must-Have" Python Packages for Finance would be. PS: apart from answering here, please also consider ...

Algorithmic trading software safety guards

I'm working on an automatic trading system. What sorts of safe-guards should I have in place? The main idea I have is to have multiple pieces checking each other. I will have a second independent little process which will also connect to the same trading account and monitor simple things, like ensuring the total net position does not g...

Precise Financial Calculation in JavaScript. What Are the Gotchas?

In the interest of creating cross-platform code, I'd like to develop a simple financial application in JavaScript. The calculations required involve compound interest and relatively long decimal numbers. I'd like to know what mistakes to avoid when using JavaScript to do this type of math—if it is possible at all! ...

american express API

Is there an API that would let me access my AMEX transactions? How do Mint or any other finance websites export my data? If so, is it free? ...

How can I download options data from yahoo using Perl?

I am trying to get yahoo options data into mysql using perl. I found modules to download stock prices, but not options data. Anyone know what would be the easiest way to do that? If I have to roll my own, what modules should I use? Thanks, CP ...

Good tutorial about the FIX protocol?

Is anyone aware of a good tutorial/book which describes the FIX protocol? I need to connect to a FIX server. It supports a limited number of messages and I'd like to write my own FIX engine. ...

Development Platforms for Financial modeling (What do the Quants use?)

Quantitative Analysts or "Quants" predict the behavior of markets to maximize profits. I am interested in the software that they use to accomplish this. Are there development platforms, libraries, languages or Data Mining suites specifically tailored to Financial Modeling? ...

Silverlight vs ASP.NET for Business?

Which of these two technologies has bigger demand today? I have plenty of free time this summer so I was thinking of learning either ASP.NET or Silverlight 4, and get an internship this coming Fall. If you've read my other question here on SO "Financial Market Developer Dilemma" then you already know that I am planning to work in the f...

Inheritance vs specific types in Financial Modelling for cashflows

Hello, I have to program some financial applications where I have to represent a schedule of flows. The flows can be of 3 types: fee flow (just a lump payment at some date) floating rate flow (the flow is dependant of an interest rate to be determined at a later date) fixed rate flow (the flow is dependant of an interest rate determine...

API-based solutions for sending payments to people without bank accounts

I'm looking for inexpensive ways to send payments to hundreds or thousands of individual contractors, even if they do not have a bank account. Currently I only need to support payment in the USA, but may eventually be international. What solutions exist that expose an API that I can submit payment details to? Or at least submit a batch...

How can I calculate the historical volatility of a stock in MATLAB?

I would like to create some simulated historical options data, and need to calculate historical volatility from historical stock prices. Is there a built in function to do this? Any formulas? ...

How to speed-up python nested loop?

I'm performing a nested loop in python that is included below. This serves as a basic way of searching through existing financial time series and looking for periods in the time series that match certain characteristics. In this case there are two separate, equally sized, arrays representing the 'close' (i.e. the price of an asset) and...

What function does .NET NPV() use? Doesn't match manual calculations

I am using the NPV() function in VB.NET to get NPV for a set of cash flows. However, the result of NPV() is not consistent with my results performing the calculation manually (nor the Investopedia NPV calc... which matches my manual results) My correct manual results and the NPV() results are close, within 5%.. but not the same... Man...

Personal investment monitoring system java

As a minor project, I have undertaken Personal Investment Monitoring System. The functionalities I need to provide are: 1: User must be able to create portfolios. 2: Inform where he has bought shares from and at what price. 3: Display him the current stock price for the shares he owns. I thought about using Google Finance api for the sa...

How to calculate value of short options call with Black-Scholes formula?

Hello, I am trying to calculate the profit/loss of a short call at various times in the future, but it isn't coming out correct. Compared to the time of expiration, the ones with time left have less profit above the strike price, but at some point below the strike they don't lose value as fast as the t=0 line. Below is the formula in pse...

Any book that is not a "programmer to programmer" but "financier to a programmer?"

Hi, Are there any books in the market that you are aware which is written by a financier -or anyone from an industry which is not IT- to a programmer in terms of letting him briefly understand the market's business logic. Actually I am looking it for banking field to get familiar with the basic principles that I may need to know as a d...

Making a custom PHP form by using a custom API

I am trying to make a simple module for phpBMS. It is mostly straightforward, and it is quite easy to make a form and define a table to add, remove or modify records. Here is the sample provided by the project, which is what I have been following so far. Now, I have a more complex need than simplifying adding or modifying records. I ...