Financial Time Series Toolbox

Preface

About This Book

Organization of the Document

Typographical Conventions

Related Products

Required Software

Online Tutorials

Overview

Introduction

Creating Financial Time Series Objects

Using the Constructor

Transforming a Text File

Visualizing Financial Time Series Objects

Using chartfts

Zoom Tool

Combine Axes Tool

Using Financial Time Series

Introduction

Working with Financial Time Series Objects

Financial Time Series Object Structure

Data Extraction

Object to Matrix Conversion

Indexing a Financial Time Series Object

Operations

Data Transformation and Frequency Conversion

Demonstration Program

Load the Data

Create Financial Time Series Objects

Create Closing Prices Adjustment Series

Adjust Closing Prices and Make Them Spot Prices

Create Return Series

Regress Return Series Against Metric Data

Plot the Results

Calculate the Dividend Rate

Technical Analysis

Introduction

Examples

Moving Average Convergence/Divergence (MACD)

William's %R

Relative Strength Index (RSI)

On-Balance Volume (OBV)

Graphical User Interface

Financial Time Series Graphical User Interface (GUI)

Main Window

Using the Financial Time Series GUI

Getting Started

Data Menu

Analysis Menu

Graphs Menu

Saving Time Series Data

Function Reference

Functions - By Category

Financial Time Series Object and File Construction

Arithmetic Functions

Mathematical Functions

Utility Functions

Data Transformation Functions

Indicator Functions

Calendar Functions

Plotting Functions

Graphical User Interface Function

Information Retrieval Functions

Obsolete Function

Functions - Alphabetical List

Preface