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Loading RiskMetrics (tm) Data to Mathematica

Martin Schmitz
Organization: Weber & Partner
Old MathSource #

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RiskMetrics (trademark) datasets are provided daily by the RiskMetrics Group. They can be downloaded from http://www.riskmetrics.com/rm/cde/index.cgi or ftp://riskmetrics.com/pub/riskmetrics/datasets and stored as files. Choosing the first address you can select the datasets you need, whereas the second address provides only the complete datasets. However, the second address seems to be more stable for automatic downloads. The MathLink Add in riskmetrics.exe provides the functionality to filter the relevant datasets from the complete datasets which speeds up the loading by several orders. The notebook riskmetricsdocumentation.nb documents the functionality and shows how Mathematica can be used to work with the datasets. The MathLink Add in requires a windows operating system.

*Business and Economics
*Wolfram Technology > Front End > Importing
*Wolfram Technology > Linking Technology > MathLink

RiskMetrics, finance, market, financial
Downloads Download Wolfram CDF Player

riskmetrics.exe (141.4 KB) - MathLink Add in
riskmetricsdocumentation.nb (45 KB) - Mathematica notebook