Using pandas for Stock Price Analysis
Video tutorial demonstrating quantitative data analysis and transformation using the Python programming language. Analyisis is the starting point for developing trading algorithms. This is a follow-on video for using pandas rolling method for moving averages and rolling statistics.
You may also be interested in using Python to create a stock correlation matrix.
Python pandas topics
- Calculate Moving Averages
- Calculate expected change
- Calculate magnitude of change (actual vs. expected)
- Create histogram of price change
- Create scatter plot to visualize actual change vs. magnitude
- Forecast price to confirm random walk phenomenon
You can download the jupyter notebook used here and try it out on your own.
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