November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Getting the data
Many libraries can help download financial data; our choice though is to use the pandas library. This software Python library is well known for data manipulation and analysis. We will use the DataReader function, which is capable of connecting to a financial news server such as Yahoo, Google, and many others, and then downloading the data that you will need for the example of this book. DataReader takes four arguments in this example:
- The first one is the symbol (our example uses GOOG for Google) you would like to use for analysis.
- The second specifies the source for retrieving the data, and then you will specify the range of days to get the data.
- The third specifies the starting data from which to fetch historical data. ...
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