June 2015
Beginner
348 pages
8h 44m
English
Content preview from Numpy Beginner's Guide (Update)Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Time for action – comparing stock log returns
We will download the stock quotes for the last year of two trackers using matplotlib. As mentioned in the previous Chapter 9, Plotting with matplotlib, we can retrieve quotes from Yahoo Finance. We will compare the log returns of the close price of DIA and SPY (DIA tracks the Dow Jones index; SPY tracks the S & P 500 index). We will also perform the Jarque–Bera test on the difference of the log returns.
- Write a function that can return the close price for a specified stock:
def get_close(symbol): today = date.today() start = (today.year - 1, today.month, today.day) quotes = quotes_historical_yahoo(symbol, start, today) quotes = np.array(quotes) return quotes.T[4]
- Calculate the log returns for DIA and ...
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