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Mastering Pandas for Finance

By : Michael Heydt
Book Image

Mastering Pandas for Finance

By: Michael Heydt

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Mastering Pandas for Finance
Michael Heydt
May, 2015 | 298 pages
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Table of Contents (16 chapters)
Mastering pandas for Finance
Mastering pandas for Finance
Credits
Credits
About the Author
About the Author
About the Reviewers
About the Reviewers
www.PacktPub.com
www.PacktPub.com
Preface
Preface
Free Chapter
1
Getting Started with pandas Using Wakari.io
Getting Started with pandas Using Wakari.io
What is Wakari?
Creating a Wakari cloud account
Installing the samples in Wakari
Summary
2
Introducing the Series and DataFrame
Introducing the Series and DataFrame
Notebook setup
The main pandas data structures – Series and DataFrame
The basics of the Series and DataFrame objects
Reindexing the Series and DataFrame objects
Summary
3
Reshaping, Reorganizing, and Aggregating
Reshaping, Reorganizing, and Aggregating
Notebook setup
Loading historical stock data
Reorganizing and reshaping data
Grouping and aggregating
Summary
4
Time-series
Time-series
Notebook setup
Time-series data and the DatetimeIndex
Creating time-series with specific frequencies
Representing intervals of time using periods
Shifting and lagging time-series data
Frequency conversion of time-series data
Resampling of time-series
Summary
5
Time-series Stock Data
Time-series Stock Data
Notebook setup
Obtaining historical stock and index data
Visualizing financial time-series data
Fundamental financial calculations
Moving windows
Volatility calculation
Comparing stocks to the S&P 500
Summary
6
Trading Using Google Trends
Trading Using Google Trends
Notebook setup
A brief on Quantifying Trading Behavior in Financial Markets Using Google Trends
Data collection
Generating order signals
Computing returns
Cumulative returns and the result of the strategy
Summary
7
Algorithmic Trading
Algorithmic Trading
Notebook setup
The process of algorithmic trading
Moving averages
Technical analysis techniques
Algo trading with Zipline
Summary
8
Working with Options
Working with Options
Introducing options
Notebook setup
Calculating payoff on options
Profit and loss calculation
The pricing of options
Summary
9
Portfolios and Risk
Portfolios and Risk
Notebook setup
An overview of modern portfolio theory
Modeling a portfolio with pandas
Constructing an efficient portfolio
Constructing an optimal portfolio
Visualizing the efficient frontier
Value at Risk
Summary
Index
Index

Credits

Author

Michael Heydt

Reviewers

James Beveridge

Philipp Deutsch

Jon Gaither

Jim Holmström

Francesco Pochetti

Commissioning Editor

Kartikey Pandey

Content Development Editor

Merwyn D'souza

Technical Editor

Shashank Desai

Copy Editor

Sarang Chari

Project Coordinator

Neha Bhatnagar

Proofreaders

Stephen Copestake

Safis Editing

Indexer

Mariammal Chettiyar

Graphics

Sheetal Aute

Disha Haria

Production Coordinator

Conidon Miranda

Cover Work

Conidon Miranda

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