June 2018
Intermediate to advanced
248 pages
5h 27m
English
Content preview from Mastering Numerical Computing with NumPy
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Quantitative modeling with stock prices using pandas
pandas was first written to be used in financial datasets, and it includes many convenient functions for dealing with time series data. In this section, you will see how you can handle stock price series, using the pandas library.
You will use the quandl Python library to get financial data for companies. Take a look at this code:
import quandl msft = quandl.get('WIKI/MSFT') msft.columns # Index(['Open', 'High', 'Low', 'Close', 'Volume', 'Ex-Dividend', 'Split Ratio', 'Adj. Open', 'Adj. High', 'Adj. Low', 'Adj. Close', 'Adj. Volume'], dtype='object') msft.tail()
This table shows the output of msft.tail():
Let's customize our plot with the following settings import:
matplotlib.font_manager ...
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