tickets =
msBBGhistory["BOXOSOLD Index", "Px_Last", {1980, 1, 1}, "", "Day"];
DateListPlot[tickets, Joined -> True, PlotRange -> All,
Frame -> {True, True, False, False},
PlotLabel -> "Box office tickets sold,\nU.S. and Canada",
FrameTicks -> {{Table[{i,
AccountingForm[Floor[i], DigitBlock -> 3]}, {i, .9*10^6,
1.55*10^6, 2*10^5}], None}, Automatic}]
Observe the internet happening
pets = msBBGhistory["DOG KILL Index", "Px_Last", {2000, 1, 1}, "",
"Month"]; DateListPlot[pets, Frame -> {True, True, False, False},
PlotLabel ->
"Air Travel Consumer Report\nAnimals Killed During Air Travel"]
Bloomberg is weird
A new release of my code to move data from Bloomberg to Mathematica. The big changes here include
This interface, its source code, and compiled binaries are freely available at
https://github.com/MichaelSternNYC/
Example:
x1 = msBBGhistory["IBM US Equity", "Px_Close_1D", {2015, 1, 1}, "", "Day", "use DPDF" -> False];
x2 = msBBGhistory["IBM US Equity", "Px_Close_1D", {2015, 1, 1}, "", "Day", "use DPDF" -> True];
DateListPlot[{Callout[x1/x1["FirstValue"], "without dividends"], Callout[x2/x2["FirstValue"], "with dividends"]}, PlotStyle -> {Red, Blue}, PlotLabel -> "Historical IBM Returns", Frame -> {True, True, False, False}, ImageSize -> Large]
Graph of normalized IBM prices demonstrating dividend adjustment and Callouts.
Modern cycling trainers show a video and correlate resistance with what’s being shown on screen. You can “ride” a stage of the Tour de France and it will be tougher as you ride up steeper hills. Zwift has created virtual courses that cyclists from around the world can ride simultaneously, interacting with each other. It records detailed information about your virtual progress in a .FIT file, along with your heart rate, cadence, and other data from third party monitors you may be using.
Using fitparse, I created software that converts these into a format that Mathematica can understand, and using Mathematica, it is possible to break down the data a million ways. A few graphical examples are shown below.
The topography of an evening’s ride in Zwift’s Watopia as decoded by Mathematica
Velocity on the course, roughly the inverse of changes in elevation except where there are sprints
My heart rate as measured by a Wahoo heart rate monitor
Reference data requests made via the Bloomberg API can be simple (“current price of IBM Equity”) or complex (“trailing 12 month beta between AAPL US Equity and the Nasdaq index”). To send those more complex requests via external software requires overriding Blomberg’s default fields, something the Bloomberg-to-Mathematica interface did not allow. Until now.
moStarts = DateRange[{1990, 1, 1}, {2016, 4, 1}, "Month"];
moToInclude = 12;
corr1 = Table[{moStarts[[i + moToInclude - 1]], msGetBBG["SPX Index", "CORR_COEF", "noisy" -> False, "overrides" -> <|"BETA_OVERRIDE_REL_INDEX" -> "NDX Index", "BETA_OVERRIDE_START_DT" -> bbgifyDate[moStarts[[i]]], "BETA_OVERRIDE_END_DT" -> bbgifyDate[moStarts[[i + moToInclude - 1]]]|>]}, {i, 1, Length[moStarts] - moToInclude}];
corr2 = Table[{moStarts[[i + moToInclude - 1]], msGetBBG["SPX Index", "CORR_COEF", "noisy" -> False, "overrides" -> <|"BETA_OVERRIDE_REL_INDEX" -> "USGG10YR Index", "BETA_OVERRIDE_START_DT" -> bbgifyDate[moStarts[[i]]], "BETA_OVERRIDE_END_DT" -> bbgifyDate[moStarts[[i + moToInclude - 1]]]|>]}, {i, 1, Length[moStarts] - moToInclude}];
DateListPlot[{corr1, corr2}, PlotLabel -> "Trailing 12-Month Correlations", Frame -> {True, True, False, False}, PlotStyle -> {Blue, Purple}, Epilog -> {(Text[Style["SPX vs. NDX", FontSize -> 10, Blue], {{2010, 9, 2}, 1.01}]), (Text[Style["SPX vs. U.S. 10 Yr Rates", FontSize -> 10, Purple], {{2007, 3, 2}, .65}])}, ImageSize -> Large, Axes -> True]
—
The interface and source code can be found at GitHub