Mastering Python for Finance - Second Edition

Preparing the independent variables

We will use Alpha Vantage again as our data provider. As this free service does not provide all of the dataset required for our investigation, we shall consider other close assets as a proxy. The ticker symbol for the S&P 500 stock index is SPX. We will use the SPDR Gold Trust (ticker symbol: GLD) to denote a share of the gold bullion as a proxy for gold prices. The Invesco DB US Dollar Index Bullish Fund (ticker symbol: UUP) will proxy the US dollar index. The iShares 7-10 Year Treasury Bond ETF (ticker symbol: IEF) will proxy the 10-year Treasury Bond Index. Run the following code to download our datasets:

In [ ]:    df_spx, meta_data = ts.get_daily_adjusted(        symbol='SPX', outputsize='full') df_gld, meta_data ...