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  • Currency exchange rates for paypal

    - by Jacco
    Does anyone know a way to get the currency exchange rates for paypal? We have custom shopping cart and use Paypal (Website Payments Standard) to handle payments. Our 'home' currency is Euro, but we would like to present our customers the option to pay in different currencies (USD, CAD, AUD and GBP). PayPal offers the option to:     a) automatically convert our Euro quoted prices to, for example, USD upon checkout     b) checkout in USD directly With option a): We get paid in Euro, the customer pays for the currency exchange (good). The customer does not know what he/she is going to be charged in USD until checkout. (bad) With option b) The customer pays in USD, then the currency is converted into EUR and we pay the the currency exchange. The customer never has to worry about the different currencies (excellent) We do not know the exchange rate PayPal is going to use so we cannot quote the correct prices to our customer (showstopper) So my question is:   Does anybody know a way to get the PayPal exchange rates? or   Does anybody know how to make a good estimate? Update: PayPal updates it's exchange rate 2 times a day. (at least, that is what they state). They use the Interbank Exchange Rate provided by ??? and add a 2.5% spread above this rate to determine their retail foreign exchange rates. Unforunately, there the Interbank Exchange Rates vary from source to source and from minute to minute. We have been monitoring the PayPal exchange rates and cross referenced them with the Official reference rates provides by the European Central Bank. the results vary widely, somewhere from 1 to 6 ! percent...

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  • online MBA or MASTER studying

    - by Hussein Belal
    Hi all, would you please advice me to the best universities for online studying, I have graduated form Economic college and I really want to complete my high studying but the problem I can't since I am already working and there is no possibility to stop working for studying. thanks in advance.

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  • Best/Most Comprehensive API for Stocks/Financial Data

    - by Wilco
    What is the most recommended free/public API for accessing financial market stats and stock quotes (preferrably real-time quotes)? I'm not too picky about how it's exposed (SOAP, REST, some proprietary XML setup, etc.), as long as it's got some decent documentation. I'm planning to build a simple web dashboard in PHP with some basic data (basically a quick-n-dirty homepage), but may want to grow it into a full blown web app eventually. Any thoughts? As I find some, I'll post a list here (feel free to comment if you've used any of them before): Free opentick (soprano) Not Free XigniteRealTime

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  • How to get the quickfix timestamp?

    - by yves Baumes
    I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream(), it calls then m_pSession->next( msg, UtcTimeStamp() ); I would like to get that timestamp, because I need it to screen network and QuickFix lib latencies. I didn't find a way to get it from FixApplication::fromApp() callback or 'Log::onIncoming()' callback. As I am newbie with quickfix I would like to know if I missed something in the Quickfix documentation. Did anybody ever done that before? Of course there is other solutions, but for homogeneity with others market acces applications I maintain, I would prefer to avoid them. For instance, I would prefer not to modify QuickFix code source. And I would like to avoid re-write the application logic that quickfix provide me, quickfix helpping me only for message decoding.

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  • Silverlight vs ASP.NET for Business?

    - by Sahat
    Which of these two technologies has bigger demand today? I have plenty of free time this summer so I was thinking of learning either ASP.NET or Silverlight 4, and get an internship this coming Fall. If you've read my other question here on SO "Financial Market Developer Dilemma" then you already know that I am planning to work in the financial industry a few years from now. So my questions are: Which technology would benefit me more in the long term: Silverlight or ASP.NET? Which one pays more $$$? Which one has higher demand? What is the learning curve like for ASP.NET and Silverlight? Thanks in advance!

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  • source of historical stock data

    - by rmeador
    I'm trying to make a stock market simulator (perhaps eventually growing into a predicting AI), but I'm having trouble finding data to use. I'm looking for a (hopefully free) source of historical stock market data. Ideally, it would be a very fine-grained (second or minute interval) data set with price and volume of every symbol on NASDAQ and NYSE (and perhaps others if I get adventurous). Does anyone know of a source for such info? I found this question which indicates Yahoo offers historical data in CSV format, but I've been unable to find out how to get it in a cursory examination of the site linked. I also don't like the idea of downloading the data piecemeal in CSV files... I imagine Yahoo would get upset and shut me off after the first few thousand requests. I also discovered another question that made me think I'd hit the jackpot, but unfortunately that OpenTick site seems to have closed its doors... too bad, since I think they were exactly what I wanted. I'd also be able to use data that's just open/close price and volume of every symbol every day, but I'd prefer all the data if I can get it. Any other suggestions?

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  • How to use a DHT for a social trading environment

    - by Lirik
    I'm trying to understand if a DHT can be used to solve a problem I'm working on: I have a trading environment where professional option traders can get an increase in their risk limit by requesting that fellow traders lend them some of their risk limit. The lending trader will can either search for traders with certain risk parameters which are part of every trader's profile, i.e. Greeks, or the lending trader can subscribe to requests from certain traders. I want this environment to be scalable and decentralized, but I don't know how traders can search for specific profile parameters when the data is contained in a DHT. Could anybody explain how this can be done?

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  • Perl Math::Business::EMA help

    - by Dustin
    Script pulls data from mysql: $DBI::result = $db->prepare(qq{ SELECT close FROM $table WHERE day <= '$DATE' ORDER BY day DESC LIMIT $EMA }); $DBI::result->execute(); while($row = $DBI::result->fetchrow) { print "$row\n"; }; with the following example results: 1.560 1.560 1.550... But I need to work out the EMA using Math::Business::EMA; and I'm not sure how to calculate this while maintaining the accuracy. EMA is weighted and My lack of Perl knowledge is not helping.

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  • Algorithmic trading software safety guards

    - by Adal
    I'm working on an automatic trading system. What sorts of safe-guards should I have in place? The main idea I have is to have multiple pieces checking each other. I will have a second independent little process which will also connect to the same trading account and monitor simple things, like ensuring the total net position does not go over a certain limit, or that there are no more than N orders in 10 minutes for example, or more than M positions open simultaneously. You can also check that the actual open positions correspond to what the strategy process thinks it actually holds. As a bonus I could run this checker process on a different machine/network provider. Besides the checks in the main strategy, this will ensure that whatever weird bug occurs, nothing really bad can happen. Any other things I should monitor and be aware of?

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  • Mathematica Plot3D does not produce a plot when graphing a user-defined function?

    - by pythonscript
    I'm writing a simple Mathematica implementation of the black-scholes model and using Plot3D to plot the pricing surface. However, when I run this code, no plot is produced. My call and put functions to produce correct values when run separately, but no plot is produced. Code: Clear[d1, d2, call, put, stockPrice, strikePrice, riskFreeRate, timeToExp, volatility] d1[stockPrice_, strikePrice_, riskFreeRate_, timeToExp_, volatility_] := (Log[stockPrice / strikePrice] + (riskFreeRate + 0.5*volatility^2)*timeToExp) / (volatility * Sqrt[timeToExp]) d2[stockPrice_, strikePrice_, riskFreeRate_, timeToExp_, volatility_] := d1[stockPrice, strikePrice, riskFreeRate, timeToExp, volatility] - volatility*Sqrt[timeToExp] call[stockPrice_, strikePrice_, riskFreeRate_, timeToExp_, volatility_] := stockPrice * CDF[NormalDistribution[0, 1], d1[stockPrice, strikePrice, riskFreeRate, timeToExp, volatility]] - strikePrice * Exp[-riskFreeRate*timeToExp] *CDF[NormalDistribution[0, 1], d2[stockPrice, strikePrice, riskFreeRate, timeToExp, volatility]] Plot3D[call[stockPrice, 500, 0.0030, timeToExp, 0.39], {stockPrice, 10, 1000}, {timetoExp, 0.0833333, 5}] Other plots, like this sample from the reference, do work. Plot3D[{x^2 + y^2, -x^2 - y^2}, {x, -2, 2}, {y, -2, 2}, RegionFunction -> Function[{x, y, z}, x^2 + y^2 <= 4], BoxRatios -> Automatic]

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  • How to reuse results with a schema for end of day stock-data

    - by Vishalrix
    I am creating a database schema to be used for technical analysis like top-volume gainers, top-price gainers etc.I have checked answers to questions here, like the design question. Having taken the hint from boe100 's answer there I have a schema modeled pretty much on it, thusly: Symbol - char 6 //primary Date - date //primary Open - decimal 18, 4 High - decimal 18, 4 Low - decimal 18, 4 Close - decimal 18, 4 Volume - int Right now this table containing End Of Day( EOD) data will be about 3 million rows for 3 years. Later when I get/need more data it could be 20 million rows. The front end will be asking requests like "give me the top price gainers on date X over Y days". That request is one of the simpler ones, and as such is not too costly, time wise, I assume. But a request like " give me top volume gainers for the last 10 days, with the previous 100 days acting as baseline", could prove 10-100 times costlier. The result of such a request would be a float which signifies how many times the volume as grown etc. One option I have is adding a column for each such result. And if the user asks for volume gain in 10 days over 20 days, that would require another table. The total such tables could easily cross 100, specially if I start using other results as tables, like MACD-10, MACD-100. each of which will require its own column. Is this a feasible solution? Another option being that I keep the result in cached html files and present them to the user. I dont have much experience in web-development, so to me it looks messy; but I could be wrong ( ofc!) . Is that a option too? Let me add that I am/will be using mod_perl to present the response to the user. With much of the work on mysql database being done using perl. I would like to have a response time of 1-2 seconds.

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  • Particular Project Types & Job Responsibility in Financial Industry

    - by Rachel
    I want to gain knowledge about types of projects in Financial Industry and how it is like working for Back Office, Middle Office and Front Office of an Financial Firm. I have gone through How do I start programming in Financial Industry and it is really good but am question is mainly aim at: What typical types of Projects we have in Back Office, Middle Office, Front Office or in any other Financial Firms. I have heard about terms like Derivates Trading, Equity Trading, Banking, Money Market and so what are the types of projects in this areas and what would be a good read or resources to learn about different Financial Sectors and its related projects in each of this sectors. I would really appreciate if people who have worked in Financial Industry to share this knowledge.

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  • Python and a "time value of money" problem.

    - by jamieb
    (I asked this question earlier today, but I did a poor job of explaining myself. Let me try again) I have a client who is an industrial maintenance company. They sell service agreements that are prepaid 20 hour blocks of a technician's time. Some of their larger customers might burn through that agreement in two weeks while customers with fewer problems might go eight months on that same contract. I would like to use Python to help model projected sales revenue and determine how many billable hours per month that they'll be on the hook for. If each customer only ever bought a single service contract (never renewed) it would be easy to figure sales as monthly_revenue = contract_value * qty_contracts_sold. Billable hours would also be easy: billable_hrs = hrs_per_contract * qty_contracts_sold. However, how do I account for renewals? Assuming that 90% (or some other arbitrary amount) of customers renew, then their monthly revenue ought to grow geometrically. Another important variable is how long the average customer burns through a contract. How do I determine what the revenue and billable hours will be 3, 6, or 12 months from now, based on various renewal and burn rates? I assume that I'd use some type of recursive function but math was never one of my strong points. Any suggestions please? Edit: I'm thinking that the best way to approach this is to think of it as a "time value of money" problem. I've retitled the question as such. The problem is probably a lot more common if you think of "monthly sales" as something similar to annuity payments.

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  • How can I compare market data feed sources for quality and latency improvement?

    - by yves Baumes
    I am in the very first stages of implementing a tool to compare 2 market data feed sources in order to prove the quality of new developed sources to my boss ( meaning there are no regressions, no missed updates, or wrong ), and to prove latencies improvement. So the tool I need must be able to check updates differences as well as to tell which source is the best (in term of latency). Concrectly, reference source could be Reuters while the other one is a Feed handler we develop internally. People warned me that updates might not arrive in the same order as Reuters implementation could differs totally from ours. Therefore a simple algorithm based on the fact that updates could arrive in the same order is likely not to work. My very first idea would be to use fingerprint to compare feed sources, as Shazaam application does to find the title of the tube you are submitting. Google told me it is based on FFT. And I was wondering if signal processing theory could behaves well with market access applications. I wanted to know your own experience in that field, is that possible to develop a quite accurate algorithm to meet the needs? What was your own idea? What do you think about fingerprint based comparison?

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  • High Frequency Trading

    - by Hamza Yerlikaya
    Over the last couple of weeks i have come across lots of articles about high frequency trading. They all talk about how important computers and software is to this but since they are all written from a financial point of view there is no detail about what does software do? Can anyone explain from a programmers point of view what is high frequency trading? and why is computer/software so important in this field?

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  • Programmatically access currency exchange rates

    - by Adam Pierce
    I'm setting up an online ordering system but I'm in Australia and for international customers I'd like to show prices in US dollars or Euros so they don't have to make the mental effort to convert from Australian dollars. Does anyone know if I can pull up to date exchange rates off the net somewhere in an easy-to-parse format I can access from my PHP script ? UPDATE: I have now written a PHP class which implements this. You can get the code from my website.

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  • What function does .NET NPV() use? Doesn't match manual calculations

    - by Matthew PK
    I am using the NPV() function in VB.NET to get NPV for a set of cash flows. However, the result of NPV() is not consistent with my results performing the calculation manually (nor the Investopedia NPV calc... which matches my manual results) My correct manual results and the NPV() results are close, within 5%.. but not the same... Manually, using the NPV formula: NPV = C0 + C1/(1+r)^1 + C2/(1+r)^2 + C3/(1+r)^3 + .... + Cn/(1+r)^n The manual result is stored in RunningTotal With rate r = 0.04 and period n = 10 Here is my relevant code: EDIT: Do I have OBOB somewhere? YearCashOutFlow = CDbl(TxtAnnualCashOut.Text) YearCashInFlow = CDbl(TxtTotalCostSave.Text) YearCount = 1 PAmount = -1 * (CDbl(TxtPartsCost.Text) + CDbl(TxtInstallCost.Text)) RunningTotal = PAmount YearNPValue = PAmount AnnualRateIncrease = CDbl(TxtUtilRateInc.Text) While AnnualRateIncrease > 1 AnnualRateIncrease = AnnualRateIncrease / 100 End While AnnualRateIncrease = 1 + AnnualRateIncrease ' ZERO YEAR ENTRIES ListBoxNPV.Items.Add(Format(PAmount, "currency")) ListBoxCostSave.Items.Add("$0.00") ListBoxIRR.Items.Add("-100") ListBoxNPVCum.Items.Add(Format(PAmount, "currency")) CashFlows(0) = PAmount '''' Do While YearCount <= CInt(TxtLifeOfProject.Text) ReDim Preserve CashFlows(YearCount) CashFlows(YearCount) = Math.Round(YearCashInFlow - YearCashOutFlow, 2) If CashFlows(YearCount) > 0 Then OnePos = True YearNPValue = CashFlows(YearCount) / (1 + DiscountRate) ^ YearCount RunningTotal = RunningTotal + YearNPValue ListBoxNPVCum.Items.Add(Format(Math.Round(RunningTotal, 2), "currency")) ListBoxCostSave.Items.Add(Format(YearCashInFlow, "currency")) If OnePos Then ListBoxIRR.Items.Add((IRR(CashFlows, 0.1)).ToString) ListBoxNPV.Items.Add(Format(NPV(DiscountRate, CashFlows), "currency")) Else ListBoxIRR.Items.Add("-100") ListBoxNPV.Items.Add(Format(RunningTotal, "currency")) End If YearCount = YearCount + 1 YearCashInFlow = AnnualRateIncrease * YearCashInFlow Loop

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  • Programmatically pushing data to Quickbooks Online?

    - by QuickbooksUser
    Our company uses Quickbooks Online to track our books. When our application bills a customer, it would be nice to have that information recorded automatically in QB rather than logging in to QB Online to fill in the info. Is there a way to accomplish this using Quickbook's APIs? The Intuit developer information is very confusing; it is mainly oriented towards extending the desktop version of Quickbooks or developing apps to publish in Intuit's app store. Have you successfully created a web or other service-side app that was able to pull data to or from QB Online?

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  • How to speed-up python nested loop?

    - by erich
    I'm performing a nested loop in python that is included below. This serves as a basic way of searching through existing financial time series and looking for periods in the time series that match certain characteristics. In this case there are two separate, equally sized, arrays representing the 'close' (i.e. the price of an asset) and the 'volume' (i.e. the amount of the asset that was exchanged over the period). For each period in time I would like to look forward at all future intervals with lengths between 1 and INTERVAL_LENGTH and see if any of those intervals have characteristics that match my search (in this case the ratio of the close values is greater than 1.0001 and less than 1.5 and the summed volume is greater than 100). My understanding is that one of the major reasons for the speedup when using NumPy is that the interpreter doesn't need to type-check the operands each time it evaluates something so long as you're operating on the array as a whole (e.g. numpy_array * 2), but obviously the code below is not taking advantage of that. Is there a way to replace the internal loop with some kind of window function which could result in a speedup, or any other way using numpy/scipy to speed this up substantially in native python? Alternatively, is there a better way to do this in general (e.g. will it be much faster to write this loop in C++ and use weave)? ARRAY_LENGTH = 500000 INTERVAL_LENGTH = 15 close = np.array( xrange(ARRAY_LENGTH) ) volume = np.array( xrange(ARRAY_LENGTH) ) close, volume = close.astype('float64'), volume.astype('float64') results = [] for i in xrange(len(close) - INTERVAL_LENGTH): for j in xrange(i+1, i+INTERVAL_LENGTH): ret = close[j] / close[i] vol = sum( volume[i+1:j+1] ) if ret > 1.0001 and ret < 1.5 and vol > 100: results.append( [i, j, ret, vol] ) print results

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  • API-based solutions for sending payments to people without bank accounts

    - by Tauren
    I'm looking for inexpensive ways to send payments to hundreds or thousands of individual contractors, even if they do not have a bank account. Currently I only need to support payment in the USA, but may eventually be international. Here's the scenario: I offer a service that allows an organization or manager-type person to coordinate contractors for very short term jobs. These jobs are typically only an hour or two in length. A contractor may get only one job over an entire month, several jobs spread out over a month, multiple jobs on a single day, or any other combination. Thus, a single contractor could earn as little as one job's payment up to potentially payment for dozens. Payment for a month could be as little as $10 up to $1000's. Right now, the system provides payroll reports to the manager and it is the manager's responsibility to produce checks, stuff envelopes, and send mail via the US postal service. I'd like to remove this burden from the manager and have all the payments taken care of for them automatically by the system. I'm not sure where to start or what the best options would be. I'm starting to look into the following solutions, but don't know specifics yet and would like some advice before pursuing them. I'd also like to hear about other ideas or suggestions. PayPal (Send Money, Adaptive Payments, x.com, other???) Amazon (Flexible Payments System?) Fund some sort of pre-paid debit card? Web service with API that mails checks for you? Direct deposit via a bank API (for users with bank accounts)? The problem is that many of these contractors may not be able to obtain bank accounts or credit cards within the USA. I don't mind doing a hybrid of solutions, but are there any that would work well with this issue? I want the solution to be easy to use for the contractors, meaning that they can get the money easily (via check in the mail, debit card ATM withdrawal, etc.)

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  • Inheritance vs specific types in Financial Modelling for cashflows

    - by BlueTrin
    Hello, I have to program some financial applications where I have to represent a schedule of flows. The flows can be of 3 types: - fee flow (just a lump payment at some date) - floating rate flow (the flow is dependant of an interest rate to be determined at a later date) - fixed rate flow (the flow is dependant of an interest rate determined when the deal is done) I need to keep the whole information and I need to represent a schedule of these flows. Originally I wanted to use inheritance and create three classes FeeFlow, FloatingFlow, FixedFlow all inheriting from ICashFlow and implement some method GetFlowType() returning an enum then I could dynamic_cast the object to the correct type. That would allow me to have only one vector to represent my schedule. What do you think of this design, should I rather use three vectors vector, vector and vector to avoid the dynamic casts ?

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