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| 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 |
| Hi Sam, for Gartner's report I got the information from: http://r4stats.com/2019/02/25/gartner-2019-take-on-data-science-software Regarding Forrester's paper, you can read it here: ... |
| Dear community members, according to FinancialData, the monthly return for Google in January 2006 was 0.00392246: FinancialData["NASDAQ:GOOGL", "Return", {{2006, 1,1}, {2006, 1, 31}, "Month"}] {{{2006, 1, 31}, 0.00392246}} However,... |
| 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... |
| Hi Alan, thanks for the offer. I'd love to see those sample chapter preprints. My email address is ruben dot garcia at jic dot ac dot id |
| Hi b3m2a1, how about [packagedata.net][1]? They even have a link to the latest version of your development tools. Regards, Ruben [1]: http://packagedata.net |
| Excellent post Jonathan. Looking forward to similar ones in the near future. I have a question regarding the calculation of the returns. For example, the S&P 500 on February 1, 2010 was 1089.19 and on the next day it increased to 1103.32 but when... |
| With Quandl API 3, the command for FOREX has slightly changed: AUDvsUSDRates = QuandlFinancialData["datasets/CURRFX/AUDUSD", startDate -> "1995-01-01", endDate -> "2015-02-01"]; |
| Dear Igor, thanks a lot for the code. I understand how it works now. |