April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Analyzing a time series with trends
Let's examine a time series dataset. Take, for example, the prices of gold futures traded on the CME. On Quandl, the gold futures continuous contract is available for download with the following code: CHRIS/CME_GC1. This data is curated by the Wiki Continuous Futures community group, taking into account the front month contracts only. The sixth column of the dataset contains the settlement prices. The following code downloads the dataset from the year 2000 onward:
In [ ]: import quandl QUANDL_API_KEY = 'BCzkk3NDWt7H9yjzx-DY' # Your Quandl key here quandl.ApiConfig.api_key = QUANDL_API_KEY df = quandl.get( 'CHRIS/CME_GC1', column_index=6, collapse='monthly', start_date='2000-01-01')
Examine the head of ...
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