Python Pandas || Moving Averages and Rolling Window Statistics for Stock Prices
#pandas #python #rolling
Try my Hands-on Python for Finance course on Udemy: https://www.udemy.com/hands-on-python-for-finance/
fix_yahoo_finance has been renamed yfinance.
This video was made after changes to many APIs including Yahoo and Google prevented the datareader from connecting. This problem was rectified in pandas_datareader 0.80, however. You may still find yfinance to be a useful library – particularly if for some reason you cannot upgrade pandas_datareader.
Quickly download data for any number of stocks and create a correlation matrix using Python pandas and create a scatter matrix. It may take me 10 minutes to explain, but it will only take you 3 to see the power of Python for downloading and exploring data quickly primarily utilizing NumPy and pandas.
****ATTN: as of pandas_datareader 0.6 downloading from Yahoo API no longer works, and downloading from Google is intermittent. If you have a problem downloading data see this video work-around: https://youtu.be/eSpH6fPd5Yw
Video tutorial demonstrating the using of the pandas rolling method to calculate moving averages and other rolling window aggregations such as standard deviation often used in determining a securities historical volatility.
You can download the notebook used here: