Monday 26 September 2011

Creating "margin" graphics, custom dingbats, and docked cells

During a discussion on LinkedIn: "Anyone writing journal papers and theses using Mathematica?" one of the questions raised was how to have text floating around graphics. I don't have an easy answer for that but one of the other features you often see in textbooks is wide page margins that contain pocket graphics. You can implement this in Mathematica by placing the graphic in the CellFrameLabel. Here is an example:

The notebook describing how to do this can be downloaded here.

Saturday 17 September 2011

Interactive Plot Ranges in Mathematica

If you've used things like InteractiveTradingChart in Mathematica you may have wondered why that sort of dynamic interactivity isn't an option for other plot and chart types. I've made a function called interactiveDateListPlot to do this using sliders and locators.

The code for interactiveDateListPlot can be downloaded here. This code was for DateListPlot but interested Mathematica users will be able to extend this to other plot types.

Wednesday 14 September 2011

Test post

Test post to see if I can embed CDFs without any problems described here. I've found that this can sometimes take awhile to load even though the file is 4KB.

The CDF being displayed here is located at my Dropbox. Additional material on embedding CDFs can be found at Walking Randomly.

Thursday 21 July 2011

Example of an Enterprise Level Asset Pricing Tool

I recently made an enterprise level asset pricing tool or "dashboard" for a company, that allows users to price assets and obtain other financial metrics without having any Mathematica experience (or even realizing that Mathematica is what they are using). A brief summary of the dashboard:

GUI for asset pricing and analytics, database management, and workflow management built using a combination of Mathematica and SQL languages.

Dynamic Monte Carlo (random numbers sampled from a distribution customized for each asset) & probabilistic asset price modeling using data accessed from the MySQL database; Discounting via either fixed rates or spread to the treasuries rate curve.

Here are some screen grabs of the dashboard. Due to the nature of the project there are limits to what I can display so several tabs in the dashboard aren't displayed or are displayed in a limited way with some pixelation to conceal proprietary information.

Pricing and data retrieval and storage can be scheduled.

Bond yields are obtained from Bloomberg and stored in the company database and retrieved from within the dashboard.

Sunday 19 June 2011

Styling Tables in Mathematica

The video demonstrates some code I have written to make styling tables a little bit easier.

Code for styling tables can be downloaded here. This is "scaled down" code that is not as elegant IMO as that used in the video but probably more straight forward to follow. The video code is primarily based on TaggingRules.

Saturday 18 June 2011

Data processing with Mathematica and MySQL

Example of a small database driven application. Data, in the form of PDFs, are imported into Mathematica, scraped, and the data displayed. If the scrape was error free the data is saved to a MySQL database. Errors can be edited and then data saved.

The other part of the application is retrieving data from the database on the fly and displaying it.