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Using WolfLang to Dominate the Stock Market

Alec Graves
Posted 6 years ago

Hello Wolfram Community!

I have been working on a fun, mildly amusing project using Wolfram Language's FinancialData function with some FinancialIndicators and Machine Learning.

code

I would love to get some feedback from the Mathematica/WolfLang community and I would love to know if anyone has some advice or cool ideas. This is my first major WolfLang package, so I would also love to hear from you if you have any ideas for a better project file layout!

Thanks!

~ Your friendly software engineer, Alec

If you are interested, post a comment!
POSTED BY: Alec Graves
5 Replies
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POSTED BY: Michael Kelly
Rohit Namjoshi
Rohit Namjoshi
Posted 4 years ago
POSTED BY: Rohit Namjoshi

Hi Alec

This is a very interesting video, but it is impossible to assess and replicate it without the accompanying code. Is it possible that you could also provide the code by attaching it as a notebook to this webpage?

Thank You Michael Kelly
POSTED BY: Michael Kelly
Carlos Bahia
Carlos Bahia
Posted 4 years ago

Hi Mr Kelly,

I would like to thank you for the video about "Random Processes in Finance". I did try to reproduce the code you share on that video and I am getting some error, if could see the code I'd really appreciate it.

Thank you.

The code is:

data = temporaldata[FinancialData["EUR/USD",{{2021,5,1},{2021,9,30}}]] ["Part",All,{{2021,5,1},{2021,9,30}}];

eproc = EstimatedProcess[data, ARIMAProcess[40,2,0]]

forecast = timeseriesforecast[eproc,data,{20}]

DateListPlot[{data["Path"], Forecast["Path"]}, Joined -> True, Filling -> Axis, PlotLabel -> "EUR/USD", ImageSize -> 800]
POSTED BY: Carlos Bahia
Alec Graves
Alec Graves
Posted 6 years ago

My bad! I forgot to link the repository! (edited main post)
POSTED BY: Alec Graves
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