Financial Data Analytics

• Cash Flows
  Analyze cash flows including annuities, amortization and depreciation, present and future value, and rates of return
  
• Investment Performance Metrics
  Analyze asset performance metrics, including risk-adjusted alphas, maximum drawdown, and Sharpe ratio
  
• Multivariate Normal Regression
  Regression analysis, with or without missing data, using likelihood-based methods for multivariate normal regression
  
• Data Transformation
  Transform data, including conversions for constraints, covariance, and holdings
  
• Life Tables
  Life tables compute probabilities, hazards, or survivor counts using mortality models
  
• Chart Financial Data
  Charting options for financial data
  

Featured Examples

Case Study for Life Tables Analysis

Use the basic workflow for life tables.

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Bollinger Chart

The bolling function in Financial Toolbox™ software produces a Bollinger band chart using all the closing prices in an IBM® stock price matrix. A Bollinger band chart plots actual data along with three other bands of data. The upper band is two standard deviations above a moving average; the lower band is two standard deviations below that moving average; and the middle band is the moving average itself. This example uses a 15-day moving average. First, load the data using the ibm.dat data file and then execute the bolling function to plot the Bollinger bands.

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