Questions tagged [finance]
Finance is for anything related to currency, payment systems, credit card number validation, etc.
265
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Calculating the total value of an invoice with precision
I have written some functions to calculate the total cost of an invoice, gives its line items. Could someone please tell me if there seems to be a problem with the code? Since it is something as ...
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A simple Python class designed to facilitate investment portfolio analysis
Background
In an attempt to learn a bit more about investing and economics, I've begun writing a simple historical portfolio analysis tool in Python.
The ...
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edgar: Programmatic access to SEC's Edgar API in Python / via command-line
As indicated in the title, this small project fetches content from the SEC's Edgar REST API. It was designed with the intention of automatically gathering/refreshing large datasets of public company ...
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OrderBook Implementation - Follow up
This is a follow up to my previous implementation:
The input is of the format
...
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Design decisions for an efficient OrderBook
I am designing code for OrderBook based in C++, based on STL library. Note that there is a related question here, however it is more simple - it does not support deletion of orders, and I intend to ...
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Aggregate transactions in slips
I wrote code to aggregate transactions in slips. I'm concerned with the performance of my code because it uses 3 loops that are nested so the time complexity will be cubic. This code won't scale well ...
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Fast OrderBook Implementation - Follow Up
Following up from: Fast OrderBook Implementation
Here is the updated version (I've also implemented some extra functionality)
==> Order.hpp <==
...
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Fast OrderBook Implementation
I'm creating a simple yet fast OrderBook, that only adds orders and matches them (no cancelling or modifications, etc.). I'm using partial template specialization to reduce branching in the hotpath, ...
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Fixing math library functions in Black-Scholes options pricing model
I've amended a code for the Black-Scholes formula for European pricing options found here at the bottom of the page and fixed the math functions accordingly. Unlike the code on the website, mine has ...
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Geektrust coding challenge: simulating a marketplace for loans
This is the my solution to a coding challenge in Geektrust. The question is linked here.
A shortened version would be as follows.
The aim is to simulate a marketplace for banks to lend money to ...
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Parse the weekly menus of a German delivery service
I am a C# beginner, and I wrote a program that parses the weekly menu of a German delivery service. It works fine and I think the code quality is okay. Can anyone with more experience than me review ...
user260153
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Heston model implementation in C++
I have implemented an option pricing algorithm following the Heston model. The simulation involves specifying the number of simulations, then generating a discretized path for each simulation (code ...
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Calculating Discount C++
The following question is from the book Problem Solving With C++. This is given as an exercise in the chapter "Functions for all subtasks":
Write a function that calculates a discount ...
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Refactoring legacy java banking code
Hey i have some legacy code i'm working on (It is open source so no problem in me sharing it!). I wanted to refactor some parts in the extractResult method since it ...
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470
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C++ bond mathematics calculator
I have written a program in C++ that processes financial bond mathematics, making extensive use of the valarray class, so that mathematical functions and operations ...
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Simple credit card validation with Luhn's Algorithm
Originally written in C (which was abysmal, you may check here if you want), I rewrote my simple credit card validation program using Python
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quant. code. to calculate trend, momentum, correlation and volatility in Pandas(Python)
I am new to quant. finance and trying to calculate trend, momentum, correlation and ...
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Compute a Working Capital Loan
This code takes a list of EBITDA amounts (for a hypothetical business), and computes a loan that would fund that business with working capital in periods of loss. When the business has positive EBITDA ...
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A Credit Payment Calculator
So I've attempted this project from hyperskills where you're asked to make a calculator script that can calculate annuity and differentiated payments given that 3 of 4 values are known. I think i went ...
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Model profit/loss of a time series of financial position state changes
I'm newly exploring time series databases, and trying to wrap my head around what data I'll store and how I'll query it. Also, I'm relatively new to TypeScript. This prototype exercises my current ...
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Analyze Stock Market Bottom Timing without Looping over Data Frame Rows
I am replicating this blog post in Python.
The blog post shows that even if you know future stock market bottoms, only buying stocks when the stock market is below future stock market bottoms provides ...
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Calculate quote volumes (for a financial instrument) within numeric constraints
The function below is part of a trading system. Its purpose is to assign a volume (order size) to a bid (buy) quote and and ask (sell) quote, depending on the value of the ...
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Get Asset Returns for multiple Tickers and Holding Periods
I've written some code that will take multiple stock tickers and calculate their returns over yearly, monthly, bi-weekly, and weekly holding periods. The results are written to an xlsx file.
I'm ...
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Calculating the necessary contribution to attain a savings goal with compound interest
This is a problem set from the MIT online course :
Suppose you want to set a particular goal, e.g. to be able to afford
the down payment in three years. How much should you save each month
to ...
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Pulling financial data via IEX Cloud API
I am pulling some financial data from the IEX Cloud API. Since it is a paid API w/ rate limits, I would like to do this as efficiently as possible (i.e., as few calls as possible). Given that the <...
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Income tax calculator [closed]
I've just started coding and have written a program to calculate your tax to be paid. Is there anywhere where I can improve this?
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Return timeframes relevant to just-elapsed time period (financial/trading context)
I am writing trading software, and have written this utility function. Its purpose is to return a list of timeframes relevant to the just-elapsed time period. "Timeframe" here means bar or candle ...
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Asynchronous IBAN API with validation
I am working on an iban api which is about saving the iban of some members after (iban validation) in a database. The code is split between Domain (entities, behaviour for iban validation), Database ...
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Simple income/expenses accounting program
I've decided to start working on a budget application for the purposes of getting started on Rust. In its current form this program takes given expenses and income and tells the user whether they have ...
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Python maintain precision for currency
Working with currencies I am aware it is not good to work with floating point values due to rounding and maintaining precision. Better is to work with integers. Would the following Currency class make ...
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