January 2020
Beginner to intermediate
432 pages
11h 24m
English
We download the S&P 500 prices from Yahoo Finance (following the approach in the Getting data from Yahoo Finance recipe) and calculate returns as in the Converting prices to returns recipe.
We use the following code to import all the required libraries:
import pandas as pd import numpy as npimport yfinance as yfimport seaborn as sns import scipy.stats as scsimport statsmodels.api as smimport statsmodels.tsa.api as smt
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