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Python Data Analysis Cookbook
book

Python Data Analysis Cookbook

by Ivan Idris
July 2016
Beginner to intermediate
462 pages
9h 14m
English
Packt Publishing
Content preview from Python Data Analysis Cookbook

Creating tables for a stock prices database

Storing stock prices only is in general not very useful. We usually want to store additional static information about companies and related derivatives such as stock options and futures. Economic theory tells us that looking for cycles and trends in historical price data is more or less a waste of time; therefore, creating a database seems be even more pointless. Of course you don't have to believe the theory, and anyway creating a stock prices database is a fun technical challenge. Also a database is useful for portfolio optimization (see the recipe, Optimizing an equal weights 2 asset portfolio).

We will base the design on the star schema pattern covered in Implementing a star schema with fact and dimension ...

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Publisher Resources

ISBN: 9781785282287