Python Data Analysis Cookbook

Populating the stock prices database

In the Creating tables for a stock prices database recipe, we defined a schema for a historical stock prices database. In this recipe, we will populate the tables with data from Yahoo Finance and plot average volumes for different time frames and business sectors.

Stock market researchers have found several strange phenomena that have to do with seasonal effects. Also, there are certain recurring events such as earnings announcements, dividend payments, and options expirations. Again, economic theory tells us that any patterns we observe are either illusions or already known to all market participants. Whether this is true or not is hard to confirm; however, this recipe is great as exercise in data analysis. ...