Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

Table of Contents (20 chapters)
Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Index

Performance comparisons among stocks


In the following program, we compare the performance of several stocks in terms of their returns in 2013:

import matplotlib.pyplot as plt; plt.rcdefaults()
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.finance import quotes_historical_yahoo
stocks = ('IBM', 'DELL', 'WMT', 'C', 'AAPL')
begdate=(2013,1,1)
enddate=(2013,11,30)
def ret_annual(ticker):
    x = quotes_historical_yahoo(ticker, begdate, enddate,asobject=True, adjusted=True)
    logret = log(x.aclose[1:]/x.aclose[:-1])
    return(exp(sum(logret))-1)
performance = []
for ticker in stocks:
    performance.append(ret_annual(ticker))
y_pos = np.arange(len(stocks))
plt.barh(y_pos, performance, left=0, alpha=0.3)
plt.yticks(y_pos, stocks)
plt.xlabel('Annual returns ')
plt.title('Performance comparisons (annual return)')
plt.show()

The related bar chart is shown in the following figure: