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Mastering Python for Finance - Second Edition
book

Mastering Python for Finance - Second Edition

by James Ma Weiming
April 2019
Intermediate to advanced
426 pages
11h 13m
English
Packt Publishing
Content preview from Mastering Python for Finance - Second Edition

Performing analytics

The describe() method of pandas gives us a summary statistic and distribution of values inside each column of the pandas DataFrame object:

In [ ]:    df.describe()

This gives us the following table:

SPX

count

4734.000000

mean

1493.538998

std

500.541938

min

676.530000

25%

1140.650000

50%

1332.730000

75%

1840.515000

max

2930.750000

Another related method, info(), used earlier, gives us a technical summary of the DataFrame, such as the range of the index and memory usage:

In [ ]:    df.info()Out[ ]:     <class 'pandas.core.frame.DataFrame'> DatetimeIndex: 4734 entries, 2000-01-03 to 2018-10-24 Data columns (total 2 columns): SPX 4734 non-null float64 VIX 4734 ...
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Publisher Resources

ISBN: 9781789346466