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Financial Maths Library for APL
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| aleph0 2008-03-08, 6:58 pm |
| Do we have an APL Library of functions somewhere for performaing the
standard financial equations ?
Such as e.g. :
MACD
Acc/Dist
MFI
RSI
Slow Stochastics
Fast Stochastics
Bollinger Bands
Parabolic SAR
etc.
etc.
TIA
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| Yes, those are the "simple" straightforward MA's.
Now, suppose the following.
In a pension scheme they have a rule for increasing allowances of retirees by
either the indices of prices on the one hand or the indices of wages on the
other. It is further stipulated that the highest of either at any moment (1st of
January, or in practice every 1st October of each year in order to be able to
have it effected in January) is applied, one an another in any 10-yearly period
as from each individual retiree's maturity date in the scheme.
Here, it's really flourishing-time for APL, because of the geometric MA's.
(Since e.g. every quarter of a year participants may get retired, you need to
keep track of two times four different indices per year. Plus you have to take
in account the numerous temporary provisions to avoid hardness caused by
changing the rules.
Why do they make the rules so complicated? Pensionfund Boards don't care about
complexity, they only assess and decide what they think is justice for the
participants - and it can even be more complicated,. The actuary & the
(APL-)programmer do the "work" after).
"aleph0" <apl68000@tiscali.co.uk> wrote in message
news:321895fa-364e-4eff-8769-1bb1f360f1a2@h25g2000hsf.googlegroups.com...
> Thanks for the links .. very interesting, and complex !
> I found a good source at Wikipedia (of course) as well as StockCharts.
>
> e.g.
> MACD
> http://stockcharts.com/school/doku....g_average_conve
>
> EMA
> http://stockcharts.com/school/doku..../>
ing_averages
>
>
> I obviously know how the calculate EMAs, WMAs etc. etc. , but just
> want to ensure that the definitions I will use will be the same as
> those used widely by the financial community !
>
> Thx all the same !
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"jk" <*axy*@planet.nl (remove the asterisks)> wrote in message news:...
> Yes, those are the "simple" straightforward MA's.
>
> Now, suppose the following.
> In a pension scheme they have a rule for increasing allowances of retirees by
> either the indices of prices on the one hand or the indices of wages on the
> other. It is further stipulated that the highest of either at any moment (1st
> of
> January, or in practice every 1st October of each year in order to be able to
> have it effected in January) is applied, one an another in any 10-yearly
> period
> as from each individual retiree's maturity date in the scheme.
> Here, it's really flourishing-time for APL, because of the geometric MA's.
>
> (Since e.g. every quarter of a year participants may get retired, you need to
> keep track of two times four different indices per year. Plus you have to take
> in account the numerous temporary provisions to avoid hardness caused by
> changing the rules.
> Why do they make the rules so complicated? Pensionfund Boards don't care about
> complexity, they only assess and decide what they think is justice for the
> participants - and it can even be more complicated,. The actuary & the
> (APL-)programmer do the "work" after).
>
in other words: the actuary is cleaning the legal sophistry mess and the
(APL-)programmer is cleaning that of the actuary. Then it's been dropped on a
desk nothing can be pushed off.
>
> "aleph0" <apl68000@tiscali.co.uk> wrote in message
> news:321895fa-364e-4eff-8769-1bb1f360f1a2@h25g2000hsf.googlegroups.com...
>
>
>
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"jk" <*axy*@planet.nl (remove the asterisks)> wrote in message
news:47d3f845$0$25487$ba620dc5@text.nova.planet.nl...[color=darkred]
>
> "jk" <*axy*@planet.nl (remove the asterisks)> wrote in message news:...
and harvest-day at the same time.
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