Book Image

Mastering Python for Finance

Book Image

Mastering Python for Finance

Overview of this book

Table of Contents (17 chapters)
Mastering Python for Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Financial analytics of SX5E and V2TX


Another nifty function of pandas is the describe function that gives us a summary statistics of every value inside each column of the Pandas DataFrame object:

>>>  print data.describe()
         EUROSTOXX       VSTOXX
count  4072.000000  4048.000000
mean   3254.538183    25.305428
std     793.191950     9.924404
min    1809.980000    11.596600
25%    2662.460000    18.429500
50%    3033.880000    23.168600
75%    3753.542500    28.409550
max    5464.430000    87.512700
[8 rows x 2 columns]

Pandas allows the values in the DataFrame object to be visualized as a graph using the plot function. Let's plot the EURO STOXX 50 and VSTOX to see how they look like over the years:

>>> from pylab import *
>>> data.plot(subplots=True,
...           figsize=(10, 8),          
...           color="blue",
...           grid=True)
>>> show()
Populating the interactive namespace from numpy and matplotlib
array([<matplotlib.axes.AxesSubplot...