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| There is a data science course, but it doesn't cover a ton of statistics. (https://www.wolfram.com/wolfram-u/multiparadigm-data-science/ . I'm sure your courses will be amazing. |
| Hi Martijn, thanks for the explanation. I assumed that the second argument was the variance. Regards, Ruben |
| Dear all, thank your for your answers. I followed Jim's initial suggestion and I got a result (0.00184) pretty close to Dave's figures ( 0.0017 & 0.0016). Regards, Ruben |
| Ruben - great question. There's a few different reasons we've uncovered, but we'd love to hear anyone else's input or thoughts... 1) . Analyst firms generally have clients. These clients work closely with the firm to provide detailed information... |
| You haven't done anything wrong. I made a mistake in handling "Return" in the function that summarizes daily values on a weekly, monthly and yearly basis. I will file a bug based on your comment and try to get a fix in ASAP. Thanks. |
| Great post! Looking forward to more like it. |
| Hi Frank, thanks for the reply. I'm actually interested in learning how to use Mathematica as a platform for creating and grading quizzes in general regardless of the topic. Actually, I think it would be great if Mathematica offered a template for... |
| Since it wasn't clear when WRI would get to this or even if they would do it well, I tried to roll my own version of a public repository. You can find it [here](https://paclets.github.io/PacletServer/) [![paclet... |
| http://jonathankinlay.com/2017/01/copulas-risk-management/ Copulas in Risk Management on Page 4 has: SP500returns = Log[Drop[SP500prices[[All, 2]], 1]] - Log[Drop[SP500prices[[All, 2]], -1]]; NASDAQreturns = ... |
| With Quandl API 3, the command for FOREX has slightly changed: AUDvsUSDRates = QuandlFinancialData["datasets/CURRFX/AUDUSD", startDate -> "1995-01-01", endDate -> "2015-02-01"]; |