Using Mathematica to create a daily list of Trade Weight Index data

Given the weakness (freefall?) of the US Dollar I decided to make another series of LME data, this one with Trade Weight Index corrected pricing. The Fed Trade Weight Index (TWI) is published weekly whereas the LME trades daily and is closed on certain holidays. So I wanted to create a list of the TWI [...]

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Mathematica work-flows. Retrieving, processing and presenting data. #1 Retrieving

Introduction The WWW is rich with sources of useful data, some of which are available directly, others require registration and subsequent login. I want to discuss how independent investors, without access to Bloomberg, Reuters and other expensive data sources, can streamline their work-flow by automating data access and processing. You’re busy—you want to analyse your [...]

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Creating “highlighting bands” in plots

I often see plots with vertical bands highlighting segments of the plot. Here’s how to make them in Mathematica. Starting with a data set of prices we want to highlight segments of the price plot where the correlation with stockpiles is strongly positive. The plot of the price data is made using DateListPlot with some [...]

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Making a Wildebeest Correlation plot

What I’ve set out to do with the Wildebeest Correlation Index is to create a rolling correlation of prices and stockpiles. The correlation data then gets plotted with the line changing colour depending on the correlation: green for negatively correlated data and red for positively correlated data. The input is a list with the form [...]

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