Conclusion
The Stable MathLink Package makes possible the analysis of price series as whole data sets, containing more information than just a slice of the tails. One can use Mathematica's JLink capability to access daily historical databases directly from the internet to make stable calculations on individual stocks or a collections of portfolios of stocks. The MathLink interface has been used in this fashion to automatically calculate stable parameters from daily prices series for every stock in the S&P 500, MidCap 400 and SmallCap 600 indices over varying time periods, from a file of ticker symbols. It is also easy to add together historical portfolios to compare the stable behavior of a selected portfolio to that of an index or mutual fund. The program could similarly be used on higher frequency data to develop real time trading strategies, based on a stable model.
