In previous posts I have demonstrated how you can query stock price data with e.g. pandas_datareader in Python. In this post I will present an algorithm with which you can construct an efficient portfolio based on any set of stocks that you might be considering. The algorithm will determine the optimal share of each stock […]
I have already demonstrated how you can retrieve e.g. GDP data from FRED using pandas_datareader in Python. I have also analyzed stock prices for Procter & Gamble using Yahoo Finance as a source and pulling the data via pandas_datareader. In this post I want to analyze daily stock returns, for UPS and FedEx. I will […]
In other posts I have demonstrated how one can use quandl in Python to query time series data on e.g. equity prices. In this post I demonstrate how one can query stock price data from e.g. Yahoo finance, using the pandas_datareader module in Python. In the example below I import pandas_datareader and query Procter & […]
In one of my posts I have introduced the concept of random walk forecasting, using Python for implementation. In this post I want to conduct a monte-carlo simulation in Python. More specifically, I will use monte-carlo simulation in Python to assess risks associated with stock price volatility. Setting up data for monte-carlo simulation in Python […]