December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Quandl
Quandl provides a broad range of data sources, both free and as a subscription, using a Python API. Register and obtain a free API key to make more than 50 calls/day. Quandl data covers multiple asset classes beyond equities and includes FX, fixed income, indexes, futures and options, and commodities.
API usage is straightforward, well-documented, and flexible, with numerous methods beyond single-series downloads, for example, including bulk downloads or metadata searches. The following call obtains the oil prices since 1986 as quoted by the US Department of Energy:
import quandloil = quandl.get('EIA/PET_RWTC_D').squeeze()oil.plot(lw=2, title='WTI Crude Oil Price')
We get this plot for the preceding code:
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