Wolfram U

Financial Time Series Processing

Estimated Time: 18 min

Course Level: Beginner


Financial value over time can be represented as time series objects in the Wolfram Language. This video class demonstrates how to import financial data as time series and how to inspect and specify its properties, such as temporal regularity, resampling method and window length. It explains how time series objects can be used as input to other built-in functions and also directly used for arithmetic calculations. Examples illustrate computing asset returns using log and ratios and visualizing stock trading data along with buy and sell signals.

Featured Products & Technologies: Wolfram Language, Wolfram Notebooks

You'll Learn To

  • Construct financial time series with ordered time-value pairs
  • Access financial data from the Wolfram Knowledgebase
  • Alter the sampling frequency and viewing window of a time series object
  • Resample data using interpolation
  • Calculate the relative value of investments
  • Visualize stock trading data with TradingChart and FinancialIndicator