Python Pandas || Moving Averages and Rolling Window Statistics for Stock Prices

Опубликовано: 21 Декабрь 2017
на канале: Matt Macarty
66,210
637

#pandas #python #rolling

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fix_yahoo_finance has been renamed yfinance.

This video was made after changes to many APIs including Yahoo and Google prevented the datareader from connecting. This problem was rectified in pandas_datareader 0.80, however. You may still find yfinance to be a useful library - particularly if for some reason you cannot upgrade pandas_datareader.

Quickly download data for any number of stocks and create a correlation matrix using Python pandas and create a scatter matrix. It may take me 10 minutes to explain, but it will only take you 3 to see the power of Python for downloading and exploring data quickly primarily utilizing NumPy and pandas.

****ATTN: as of pandas_datareader 0.6 downloading from Yahoo API no longer works, and downloading from Google is intermittent. If you have a problem downloading data see this video work-around:    • Pandas Datareader Yahoo Finance Worka...  


Video tutorial demonstrating the using of the pandas rolling method to calculate moving averages and other rolling window aggregations such as standard deviation often used in determining a securities historical volatility.

You can download the notebook used here:
https://nbviewer.jupyter.org/urls/alp...


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