From 43548bc7222747f3fc05de7a57b67af0b348c466 Mon Sep 17 00:00:00 2001 From: rhahn28 Date: Wed, 12 Feb 2020 19:39:04 -0500 Subject: [PATCH 1/2] adding working copy of sharpe ratio --- .../F-F_Research_Data_Factors-checkpoint.csv | 61 + .../Linear_Regression-checkpoint.ipynb | 6 + .../Stock_Picking-checkpoint.ipynb | 1003 ++++++++ Linear_Regression.ipynb | 2068 +++++++++++++++++ data_cleaning.ipynb | 18 +- debug.log | 12 + sharpe_ratio.ipynb | 1585 +------------ 7 files changed, 3219 insertions(+), 1534 deletions(-) create mode 100644 .ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint.csv create mode 100644 .ipynb_checkpoints/Linear_Regression-checkpoint.ipynb create mode 100644 .ipynb_checkpoints/Stock_Picking-checkpoint.ipynb create mode 100644 Linear_Regression.ipynb create mode 100644 debug.log diff --git a/.ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint.csv b/.ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint.csv new file mode 100644 index 0000000..a51759a --- 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\ No newline at end of file diff --git a/.ipynb_checkpoints/Linear_Regression-checkpoint.ipynb b/.ipynb_checkpoints/Linear_Regression-checkpoint.ipynb new file mode 100644 index 0000000..2fd6442 --- /dev/null +++ b/.ipynb_checkpoints/Linear_Regression-checkpoint.ipynb @@ -0,0 +1,6 @@ +{ + "cells": [], + "metadata": {}, + "nbformat": 4, + "nbformat_minor": 2 +} diff --git a/.ipynb_checkpoints/Stock_Picking-checkpoint.ipynb b/.ipynb_checkpoints/Stock_Picking-checkpoint.ipynb new file mode 100644 index 0000000..433f7f1 --- /dev/null +++ b/.ipynb_checkpoints/Stock_Picking-checkpoint.ipynb @@ -0,0 +1,1003 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 73, + "metadata": {}, + "outputs": [], + "source": [ + "import pandas as pd\n", + "from pathlib import Path\n", + "import numpy as np\n", + "import seaborn as sns\n", + "from pandas_datareader import data as wb\n", + "from datetime import datetime, timedelta\n", + "from iexfinance.stocks import get_historical_data\n", + "from iexfinance.refdata import get_symbols\n", + "import json\n", + "import requests\n", + "import random\n", + "import os" + ] + }, + { + "cell_type": "code", + "execution_count": 74, + "metadata": {}, + "outputs": [ + { + "data": { + "text/html": [ + "
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503ZIONZions BancorpFinancials
504ZTSZoetisHealth Care
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" + ], + "text/plain": [ + " Symbol Name\n", + "Sector \n", + "Consumer Discretionary 84 84\n", + "Consumer Staples 34 34\n", + "Energy 32 32\n", + "Financials 68 68\n", + "Health Care 61 61\n", + "Industrials 67 67\n", + "Information Technology 70 70\n", + "Materials 25 25\n", + "Real Estate 33 33\n", + "Telecommunication Services 3 3\n", + "Utilities 28 28" + ] + }, + "execution_count": 75, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "grouped_sectors = sp500.groupby(['Sector']).count()\n", + "grouped_sectors" + ] + }, + { + "cell_type": "code", + "execution_count": 76, + "metadata": {}, + "outputs": [], + "source": [ + "index = sp500.index.values.tolist()" + ] + }, + { + "cell_type": "code", + "execution_count": 77, + "metadata": {}, + "outputs": [], + "source": [ + "index.sort()" + ] + }, + { + "cell_type": "code", + "execution_count": 79, + "metadata": {}, + "outputs": [], + "source": [ + "index = ['A', 'AAL', 'AAP', 'AAPL', 'ABBV', 'ABC', 'ABT', 'ACN', 'ADBE', 'ADI', 'ADM', 'ADP', 'ADS', 'ADSK', 'AEE', 'AEP', 'AES', 'AET', \n", + " 'AFL', 'AGN', 'AIG', 'AIV', 'AIZ', 'AJG', 'AKAM', 'ALB', 'ALGN', 'ALK', 'ALL', 'ALLE', 'ALXN', 'AMAT', 'AMD', 'AME', 'AMG', \n", + " 'AMGN', 'AMP', 'AMT', 'AMZN', 'ANDV', 'ANSS', 'ANTM', 'AON', 'AOS', 'APA', 'APC', 'APD', 'APH', 'APTV', 'ARE', 'ARNC', 'ATVI',\n", + " 'AVB', 'AVGO', 'AVY', 'AWK', 'AXP', 'AYI', 'AZO', 'BA', 'BAC', 'BAX', 'BBT', 'BBY', 'BDX', 'BEN', 'BF.B', 'BHF', \n", + " 'BHGE', 'BIIB', 'BK', 'BLK', 'BLL', 'BMY','BRK.B', 'BSX', 'BWA', 'BXP', 'C', 'CA', 'CAG', 'CAH', 'CAT', 'CB', 'CBG', 'CBOE', \n", + " 'CBS', 'CCI', 'CCL', 'CDNS', 'CELG', 'CERN', 'CF', 'CFG', 'CHD', 'CHK', 'CHRW', 'CHTR', 'CI', 'CINF', 'CL', 'CLX', 'CMA',\n", + " 'CMCSA', 'CME', 'CMG', 'CMI', 'CMS', 'CNC', 'CNP', 'COF', 'COG', 'COL', 'COO', 'COP', 'COST', 'COTY', 'CPB', 'CRM', 'CSCO',\n", + " 'CSRA', 'CSX', 'CTAS', 'CTL', 'CTSH', 'CTXS', 'CVS', 'CVX', 'CXO', 'D', 'DAL', 'DE', 'DFS', 'DG', 'DGX', 'DHI', 'DHR',\n", + " 'DIS', 'DISCA', 'DISCK', 'DISH', 'DLR', 'DLTR', 'DOV', 'DPS', 'DRE', 'DRI', 'DTE', 'DUK', 'DVA', 'DVN', 'DWDP', 'DXC',\n", + " 'EA', 'EBAY', 'ECL', 'ED', 'EFX', 'EIX', 'EL', 'EMN', 'EMR', 'EOG', 'EQIX', 'EQR', 'EQT', 'ES', 'ESRX', 'ESS', 'ETFC', \n", + " 'ETN', 'ETR', 'EVHC', 'EW', 'EXC', 'EXPD', 'EXPE', 'EXR', 'F', 'FAST', 'FB', 'FBHS', 'FCX', 'FDX', 'FE', 'FFIV',\n", + " 'FIS', 'FISV', 'FITB','FL', 'FLIR', 'FLR', 'FLS', 'FMC', 'FOX', 'FOXA', 'FRT', 'FTI', 'FTV', 'GD', 'GE', 'GGP', 'GILD',\n", + " 'GIS', 'GLW', 'GM', 'GOOG', 'GOOGL', 'GPC', 'GPN', 'GPS', 'GRMN', 'GS', 'GT', 'GWW', 'HAL', 'HAS', 'HBAN', 'HBI', 'HCA',\n", + " 'HCN', 'HCP', 'HD', 'HES', 'HIG', 'HII', 'HLT', 'HOG', 'HOLX', 'HON', 'HP', 'HPE', 'HPQ', 'HRB', 'HRL', 'HRS', 'HSIC',\n", + " 'HST', 'HSY', 'HUM', 'IBM', 'ICE', 'IDXX', 'IFF', 'ILMN', 'INCY', 'INFO', 'INTC', 'INTU', 'IP', 'IPG', 'IQV', 'IR',\n", + " 'IRM', 'ISRG', 'IT', 'ITW', 'IVZ', 'JBHT', 'JCI', 'JEC', 'JNJ', 'JNPR', 'JPM', 'JWN', 'K', 'KEY', 'KHC', 'KIM', 'KLAC',\n", + " 'KMB', 'KMI', 'KMX', 'KO', 'KORS', 'KR', 'KSS', 'KSU', 'L', 'LB', 'LEG', 'LEN', 'LH', 'LKQ', 'LLL', 'LLY', 'LMT', 'LNC',\n", + " 'LNT', 'LOW', 'LRCX', 'LUK', 'LUV', 'LYB', 'M', 'MA', 'MAA', 'MAC', 'MAR', 'MAS', 'MAT', 'MCD', 'MCHP', 'MCK', 'MCO', 'MDLZ',\n", + " 'MDT', 'MET', 'MGM', 'MHK', 'MKC', 'MLM', 'MMC', 'MMM', 'MNST', 'MO', 'MON', 'MOS', 'MPC', 'MRK', 'MRO', 'MS', 'MSFT',\n", + " 'MSI', 'MTB', 'MTD', 'MU', 'MYL', 'NAVI', 'NBL', 'NCLH', 'NDAQ', 'NEE', 'NEM', 'NFLX', 'NFX', 'NI', 'NKE', 'NLSN', 'NOC',\n", + " 'NOV', 'NRG', 'NSC', 'NTAP', 'NTRS', 'NUE', 'NVDA', 'NWL', 'NWS', 'NWSA', 'O', 'OKE', 'OMC', 'ORCL', 'ORLY', 'OXY',\n", + " 'PAYX', 'PBCT', 'PCAR', 'PCG', 'PCLN', 'PDCO', 'PEG', 'PEP', 'PFE', 'PFG', 'PG', 'PGR', 'PH', 'PHM', 'PKG', 'PKI', 'PLD', \n", + " 'PM', 'PNC', 'PNR', 'PNW', 'PPG', 'PPL', 'PRGO', 'PRU', 'PSA', 'PSX', 'PVH', 'PWR', 'PX', 'PXD', 'PYPL', 'QCOM', \n", + " 'QRVO', 'RCL', 'RE', 'REG', 'REGN', 'RF', 'RHI', 'RHT', 'RJF', 'RL', 'RMD', 'ROK', 'ROP', 'ROST', 'RRC', 'RSG', 'RTN', 'SBAC', \n", + " 'SBUX', 'SCG', 'SCHW', 'SEE', 'SHW', 'SIG', 'SJM', 'SLB', 'SLG', 'SNA', 'SNI', 'SNPS', 'SO', 'SPG', 'SPGI', 'SRCL', 'SRE', \n", + " 'STI', 'STT', 'STX', 'STZ', 'SWK', 'SWKS', 'SYF', 'SYK', 'SYMC', 'SYY', 'T', 'TAP', 'TDG', 'TEL', 'TGT', 'TIF', 'TJX',\n", + " 'TMK', 'TMO', 'TPR', 'TRIP', 'TROW', 'TRV', 'TSCO', 'TSN', 'TSS', 'TWX', 'TXN', 'TXT', 'UA', 'UAA', 'UAL', 'UDR', 'UHS',\n", + " 'ULTA', 'UNH', 'UNM', 'UNP', 'UPS', 'URI', 'USB', 'UTX', 'V','VAR', 'VFC', 'VIAB', 'VLO', 'VMC', 'VNO', 'VRSK', \n", + " 'VRSN', 'VRTX','VTR','VZ','WAT', 'WBA','WDC','WEC', 'WFC', 'WHR', 'WLTW', 'WM', 'WMB','WMT', 'WRK', 'WU', 'WY', 'WYN', \n", + " 'WYNN', 'XEC', 'XEL', 'XL', 'XLNX', 'XOM', 'XRAY', 'XRX', 'XYL', 'YUM', 'ZBH', 'ZION', 'ZTS']" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "tickers = random.sample(index,k=100)\n", + "tickers" + ] + }, + { + "cell_type": "code", + "execution_count": 81, + "metadata": {}, + "outputs": [], + "source": [ + "data_df = pd.DataFrame()" + ] + }, + { + "cell_type": "code", + "execution_count": 82, + "metadata": {}, + "outputs": [], + "source": [ + "index = ['DXC', 'BBY', 'AMG', 'CNP', 'WMT', 'MRK', 'NEM', 'VFC', 'MDT', 'HST', 'MTD', 'CCI', 'KMI',\n", + " 'RMD', 'LUV', 'NWS', 'AMGN', 'APD', 'TGT', 'MYL', 'GPC', 'FCX', 'UA', 'DISCK', 'FISV', 'ACN',\n", + " 'SRCL', 'IT', 'PHM', 'ALB', 'AAPL', 'EFX', 'FE', 'COST', 'GWW', 'M', 'CRM', 'LKQ', 'AON',\n", + " 'PEP', 'RJF', 'ORCL', 'MHK', 'PPL', 'FMC', 'OKE', 'EQR', 'RCL', 'IRM', 'BA', 'ABC', 'GIS',\n", + " 'SYF', 'BMY', 'ADBE', 'SNPS', 'BWA', 'MSI', 'COF', 'LYB', 'RTN', 'FFIV', 'HLT', 'CVS', 'NEE',\n", + " 'KMX', 'INCY', 'MGM', 'AES', 'GM', 'FDX', 'ADP', 'HOLX', 'NRG', 'NBL', 'APC', 'COG', 'OXY',\n", + " 'HCP', 'CSRA', 'HRB', 'AJG', 'CINF', 'TXN', 'ETN', 'EXPE', 'TMO', 'BSX', 'CTAS', 'WBA', 'UNH',\n", + " 'HSY', 'FB', 'EIX', 'SBUX', 'MCO', 'HII', 'RL', 'LNT', 'AXP']" + ] + }, + { + "cell_type": "code", + "execution_count": 83, + "metadata": {}, + "outputs": [], + "source": [ + "tickers1 = ['DXC', 'BBY', 'AMG', 'CNP', 'WMT', 'MRK', 'NEM', 'VFC', 'MDT', 'HST', 'MTD', 'CCI', 'KMI']\n", + "start_date = pd.to_datetime('2015-1-1')\n", + "end_date = pd.to_datetime('2020-1-10')\n", + "stocks_df1 = pd.DataFrame()\n", + "\n", + "for t in tickers1:\n", + " stocks_df1[t]=wb.DataReader(t, data_source = 'yahoo', start = start_date, end = end_date) ['Adj Close']" + ] + }, + { + "cell_type": "code", + "execution_count": 84, + "metadata": {}, + "outputs": [], + "source": [ + "tickers2 = ['RMD', 'LUV', 'NWS', 'AMGN', 'APD', 'TGT', 'MYL', 'GPC', 'FCX', 'UA', 'DISCK', 'FISV', 'ACN']\n", + "start_date = pd.to_datetime('2015-1-1')\n", + "end_date = pd.to_datetime('2020-1-10')\n", + "stocks_df2 = pd.DataFrame()\n", + "\n", + "for t in tickers2:\n", + " stocks_df2[t]=wb.DataReader(t, data_source = 'yahoo', start = start_date, end = end_date) ['Adj Close']" + ] + }, + { + "cell_type": "code", + "execution_count": 85, + "metadata": {}, + "outputs": [], + "source": [ + "tickers3 = ['RMD', 'LUV', 'NWS', 'AMGN', 'APD', 'TGT', 'MYL', 'GPC', 'FCX', 'UA', 'DISCK', 'FISV', 'ACN']\n", + "start_date = pd.to_datetime('2015-1-1')\n", + "end_date = pd.to_datetime('2020-1-10')\n", + "stocks_df3 = pd.DataFrame()\n", + "\n", + "for t in tickers3:\n", + " stocks_df3[t]=wb.DataReader(t, data_source = 'yahoo', start = start_date, end = end_date) ['Adj Close']" + ] + }, + { + "cell_type": "code", + "execution_count": 86, + "metadata": {}, + "outputs": [], + "source": [ + "tickers4 = ['SRCL', 'IT', 'PHM', 'ALB', 'AAPL', 'EFX', 'FE', 'COST', 'GWW', 'M', 'CRM', 'LKQ', 'AON']\n", + "start_date = pd.to_datetime('2015-1-1')\n", + "end_date = pd.to_datetime('2020-1-10')\n", + "stocks_df4 = pd.DataFrame()\n", + "\n", + "for t in tickers4:\n", + " stocks_df4[t]=wb.DataReader(t, data_source = 'yahoo', start = start_date, end = end_date) ['Adj Close']" + ] + }, + { + "cell_type": "code", + "execution_count": 87, + "metadata": {}, + "outputs": [], + "source": [ + "tickers5 = ['PEP', 'RJF', 'ORCL', 'MHK', 'PPL', 'FMC', 'OKE', 'EQR', 'RCL', 'IRM', 'BA', 'ABC', 'GIS']\n", + "start_date = pd.to_datetime('2015-1-1')\n", + "end_date = pd.to_datetime('2020-1-10')\n", + "stocks_df5 = pd.DataFrame()\n", + "\n", + "for t in tickers5:\n", + " stocks_df5[t]=wb.DataReader(t, data_source = 'yahoo', start = start_date, end = end_date) ['Adj Close']" + ] + }, + { + "cell_type": "code", + "execution_count": 88, + "metadata": {}, + "outputs": [], + "source": [ + "tickers6 = ['SYF', 'BMY', 'ADBE', 'SNPS', 'BWA', 'MSI', 'COF', 'LYB', 'RTN', 'FFIV', 'HLT', 'CVS', 'NEE']\n", + "start_date = pd.to_datetime('2015-1-1')\n", + "end_date = pd.to_datetime('2020-1-10')\n", + "stocks_df6 = pd.DataFrame()\n", + "\n", + "for t in tickers6:\n", + " stocks_df6[t]=wb.DataReader(t, data_source = 'yahoo', start = start_date, end = end_date) ['Adj Close']" + ] + }, + { + "cell_type": "code", + "execution_count": 91, + "metadata": {}, + "outputs": [ + { + "data": { + "text/html": [ + "
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DXCBBYAMGCNPWMTMRKNEMVFCMDTHST...SNPSBWAMSICOFLYBRTNFFIVHLTCVSNEE
Date
2015-01-0221.28651033.869621204.85533118.98650275.80033149.13211117.92313460.86370864.68503618.943111...43.09999850.94049560.18399873.50761465.45323297.415230130.33000251.52381583.87871691.515312
2015-01-0520.85573832.996471197.42747518.38388175.57972749.86233918.03434660.35210864.41507018.791948...42.54000149.47016958.87191471.81449162.15889796.166031129.75999549.85535883.04962290.546051
2015-01-0620.90958632.699589193.17320317.97410476.16210951.82109518.78500959.99730764.09108718.712391...42.16000049.12584758.37423370.47785260.84279695.823280126.73000349.39851083.11138290.897728
2015-01-0721.06103133.642605197.91421518.20711178.18285452.92934018.61819560.76469465.69290918.815811...42.20999950.27977058.30184271.27985461.48041997.022873128.35000650.19301684.61078691.729759
2015-01-0821.29997634.149033199.92935218.64100379.83300853.99462918.51625162.13445767.26775419.014713...42.86000151.13592159.20673471.97491563.94093398.853836129.64999451.58340186.41010392.287308
..................................................................
2020-01-0635.33000287.91000483.33000226.750000117.65000291.63999943.25999899.209999114.88999917.570000...141.97999642.180000166.919998100.68943091.309998226.587006138.250000109.41999873.364891241.520004
2020-01-0735.84999888.41000482.38999926.870001116.55999889.19999743.23000098.720001114.48999817.520000...142.96000742.439999165.72000199.69329190.919998226.539993136.990005108.29000173.086769241.309998
2020-01-0836.45999988.65000282.52999926.639999116.16000488.59999842.08000297.040001116.50000017.639999...145.86000142.700001165.889999100.74919990.540001227.399994136.440002109.20999972.172943241.199997
2020-01-0936.22000189.37000382.93000026.450001117.36000189.37999741.66000095.779999118.38999917.430000...148.66999841.930000168.690002102.11390790.570000228.649994135.990005109.08999672.371597243.089996
2020-01-1035.74000290.65000282.93000026.299999116.37999789.52999942.27000095.059998118.63999917.520000...148.46000741.419998167.300003101.15761689.430000226.479996135.149994108.59999871.626625243.550003
\n", + "

1265 rows × 78 columns

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" + ], + "text/plain": [ + " DXC BBY AMG CNP WMT \\\n", + "Date \n", + "2015-01-02 21.286510 33.869621 204.855331 18.986502 75.800331 \n", + "2015-01-05 20.855738 32.996471 197.427475 18.383881 75.579727 \n", + "2015-01-06 20.909586 32.699589 193.173203 17.974104 76.162109 \n", + "2015-01-07 21.061031 33.642605 197.914215 18.207111 78.182854 \n", + "2015-01-08 21.299976 34.149033 199.929352 18.641003 79.833008 \n", + "... ... ... ... ... ... \n", + "2020-01-06 35.330002 87.910004 83.330002 26.750000 117.650002 \n", + "2020-01-07 35.849998 88.410004 82.389999 26.870001 116.559998 \n", + "2020-01-08 36.459999 88.650002 82.529999 26.639999 116.160004 \n", + "2020-01-09 36.220001 89.370003 82.930000 26.450001 117.360001 \n", + "2020-01-10 35.740002 90.650002 82.930000 26.299999 116.379997 \n", + "\n", + " MRK NEM VFC MDT HST ... \\\n", + "Date ... \n", + "2015-01-02 49.132111 17.923134 60.863708 64.685036 18.943111 ... \n", + "2015-01-05 49.862339 18.034346 60.352108 64.415070 18.791948 ... \n", + "2015-01-06 51.821095 18.785009 59.997307 64.091087 18.712391 ... \n", + "2015-01-07 52.929340 18.618195 60.764694 65.692909 18.815811 ... \n", + "2015-01-08 53.994629 18.516251 62.134457 67.267754 19.014713 ... \n", + "... ... ... ... ... ... ... \n", + "2020-01-06 91.639999 43.259998 99.209999 114.889999 17.570000 ... \n", + "2020-01-07 89.199997 43.230000 98.720001 114.489998 17.520000 ... \n", + "2020-01-08 88.599998 42.080002 97.040001 116.500000 17.639999 ... \n", + "2020-01-09 89.379997 41.660000 95.779999 118.389999 17.430000 ... \n", + "2020-01-10 89.529999 42.270000 95.059998 118.639999 17.520000 ... \n", + "\n", + " SNPS BWA MSI COF LYB \\\n", + "Date \n", + "2015-01-02 43.099998 50.940495 60.183998 73.507614 65.453232 \n", + "2015-01-05 42.540001 49.470169 58.871914 71.814491 62.158897 \n", + "2015-01-06 42.160000 49.125847 58.374233 70.477852 60.842796 \n", + "2015-01-07 42.209999 50.279770 58.301842 71.279854 61.480419 \n", + "2015-01-08 42.860001 51.135921 59.206734 71.974915 63.940933 \n", + "... ... ... ... ... ... \n", + "2020-01-06 141.979996 42.180000 166.919998 100.689430 91.309998 \n", + "2020-01-07 142.960007 42.439999 165.720001 99.693291 90.919998 \n", + "2020-01-08 145.860001 42.700001 165.889999 100.749199 90.540001 \n", + "2020-01-09 148.669998 41.930000 168.690002 102.113907 90.570000 \n", + "2020-01-10 148.460007 41.419998 167.300003 101.157616 89.430000 \n", + "\n", + " RTN FFIV HLT CVS NEE \n", + "Date \n", + "2015-01-02 97.415230 130.330002 51.523815 83.878716 91.515312 \n", + "2015-01-05 96.166031 129.759995 49.855358 83.049622 90.546051 \n", + "2015-01-06 95.823280 126.730003 49.398510 83.111382 90.897728 \n", + "2015-01-07 97.022873 128.350006 50.193016 84.610786 91.729759 \n", + "2015-01-08 98.853836 129.649994 51.583401 86.410103 92.287308 \n", + "... ... ... ... ... ... \n", + "2020-01-06 226.587006 138.250000 109.419998 73.364891 241.520004 \n", + "2020-01-07 226.539993 136.990005 108.290001 73.086769 241.309998 \n", + "2020-01-08 227.399994 136.440002 109.209999 72.172943 241.199997 \n", + "2020-01-09 228.649994 135.990005 109.089996 72.371597 243.089996 \n", + "2020-01-10 226.479996 135.149994 108.599998 71.626625 243.550003 \n", + "\n", + "[1265 rows x 78 columns]" + ] + }, + "execution_count": 91, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "combined_df_1 = pd.concat([stocks_df1,stocks_df2,stocks_df3,stocks_df4,stocks_df5,stocks_df6], axis = 'columns', join='inner')\n", + "#combined_df_1.reset_index(inplace = True)\n", + "combined_df_1" + ] + }, + { + "cell_type": "code", + "execution_count": 92, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "DXC 0.0\n", + "BBY 0.0\n", + "AMG 0.0\n", + "CNP 0.0\n", + "WMT 0.0\n", + " ... \n", + "RTN 0.0\n", + "FFIV 0.0\n", + "HLT 0.0\n", + "CVS 0.0\n", + "NEE 0.0\n", + "Length: 78, dtype: float64" + ] + }, + "execution_count": 92, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "combined_df_1.isnull().sum()/len(combined_df_1)" + ] + }, + { + "cell_type": "code", + "execution_count": 93, + "metadata": {}, + "outputs": [], + "source": [ + "daily_returns = combined_df_1.pct_change()" + ] + }, + { + "cell_type": "code", + "execution_count": 97, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "DXC 0.457932\n", + "BBY 0.734247\n", + "AMG -0.487524\n", + "CNP 0.438343\n", + "WMT 0.534870\n", + " ... \n", + "RTN 0.967184\n", + "FFIV 0.157512\n", + "HLT 0.753610\n", + "CVS -0.012968\n", + "NEE 1.292275\n", + "Length: 78, dtype: float64" + ] + }, + "execution_count": 97, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "sharpe_ratio = (daily_returns.mean() * 252) / (daily_returns.std() * np.sqrt(252))\n", + "sharpe_ratio" + ] + }, + { + "cell_type": "code", + "execution_count": 99, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "" + ] + }, + "execution_count": 99, + "metadata": {}, + "output_type": "execute_result" + }, + { + "data": { + "image/png": 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5/31/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
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3 rows × 100 columns

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DXCBBYAMGCNPWMTMRKNEMVFCMDTHST...UNHHSYFBEIXSBUXMCOHIIRLLNTAXP
Date
1/31/15NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN...NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
2/28/15NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN...NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
3/31/1522.12888033.179913209.09005716.58027373.01541149.78084620.14197062.42157770.46037316.215014...109.71411189.78566782.22000153.20843943.33609897.564026131.290314118.73391026.84617672.461044
4/30/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
5/31/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
6/30/1522.40707028.825178212.80888415.65253463.36373149.67954321.69378158.08469467.28563716.092331...113.63442279.48459685.76999747.69550349.230713101.788795105.818543119.94010224.81525072.359734
7/31/1522.33538128.542316202.39234915.90751264.30175051.45100815.94530764.20632971.18110715.727145...113.07555483.11744794.01000251.49707053.187904104.117599110.348679114.07720226.68710970.814239
8/31/1521.16109132.475834181.50088515.51362558.21995946.99181015.85243560.32513065.64209014.388148...107.76640380.61513589.43000050.18411350.36998796.757385106.214287100.75657724.58720471.428711
9/30/1521.11546133.015205166.46015915.03038858.31890143.47086714.94756657.08144861.11518512.989917...108.52256082.74037289.90000254.48795752.33102092.870461101.091324107.55992125.37684169.017326
10/31/1521.11546133.015205166.46015915.03038858.31890143.47086714.94756657.08144861.11518512.989917...108.52256082.74037289.90000254.48795752.33102092.870461101.091324107.55992125.37684169.017326
11/30/1525.58247628.265713172.53485114.32482752.92233346.65702817.12412354.14410068.78424813.639001...105.43553278.263832104.23999851.28278056.70307997.852180123.981049113.06716926.35447766.951530
12/31/1526.81584727.285814155.52767915.51644755.59673746.89155216.75507552.41654670.57651512.765546...110.52269080.947891104.66000451.56275655.44691195.214180120.126739101.93999527.34402164.998291
1/31/1626.81584727.285814155.52767915.51644755.59673746.89155216.75507552.41654670.57651512.765546...110.52269080.947891104.66000451.56275655.44691195.214180120.126739101.93999527.34402164.998291
2/29/1623.64028929.024221135.01588415.96675460.16782444.57450124.05690254.82475371.00775912.740582...111.89434882.952133106.91999859.35683853.94156384.637756124.11360982.99313430.03297252.169907
3/31/1628.21900429.314409158.09771717.92938462.57766347.38238924.77876954.85501169.16433714.069514...121.60122784.047325114.09999963.02928555.32231192.034012130.17204388.48091132.83075357.632820
4/30/1628.21900429.314409158.09771717.92938462.57766347.38238924.77876954.85501169.16433714.069514...121.60122784.047325114.09999963.02928555.32231192.034012130.17204388.48091132.83075357.632820
5/31/1640.56236329.070423168.92314219.53780665.14345650.38240830.21368252.78820074.21792612.974280...126.10113585.288765118.80999862.80130851.04299594.389252146.31071586.70687933.03248262.024155
6/30/1641.05993727.911333137.04077220.81257667.20507052.01252436.49472052.41284280.01849413.843898...133.811340104.247917114.27999968.52713853.11670389.671700160.25412082.84885435.39513857.596676
7/31/1641.05993727.911333137.04077220.81257667.20507052.01252436.49472052.41284280.01849413.843898...133.811340104.247917114.27999968.52713853.11670389.671700160.25412082.84885435.39513857.596676
8/31/1639.03852835.098957138.28685019.70934566.20101256.68923635.67377152.89017180.65667715.218894...128.93083292.256035126.12000364.15982852.471176104.376976157.99845995.79106934.08485862.165730
9/30/1643.32911335.084381140.86662320.37597566.83114656.75933836.67602948.09201180.47258813.468453...133.28678988.293922128.27000464.15998150.520889103.983254146.75862193.97860034.40819260.705921
10/31/1645.18808435.755188129.14561519.99880864.88513953.40343534.57572646.51324876.39307413.390602...134.55300994.629646130.99000565.25225149.52241596.531174154.35386791.15385434.44485963.278843
11/30/1650.31686441.994656144.17655921.16637265.26509155.64979630.28176146.77066468.00120515.432062...151.32847689.817619118.41999861.06963754.34543696.875198171.58265797.20290432.51667868.633064
12/31/1650.31686441.994656144.17655921.16637265.26509155.64979630.28176146.77066468.00120515.432062...151.32847689.817619118.41999861.06963754.34543696.875198171.58265797.20290432.51667868.633064
1/31/1751.76005641.156464148.32370023.25107262.28830756.80997833.91693544.52139771.22750115.839879...154.94155998.024269130.32000765.21118951.76738799.930870186.17234882.62709034.37582073.078163
2/28/1757.05255940.795933163.68885824.48131066.19883060.36575732.00981145.36028375.80923515.769750...158.076721101.277916135.53999371.34933553.554459108.101776209.72703574.12424536.04667376.599075
3/31/1757.56435445.776936159.79965224.70533067.76677758.65066530.85992247.94607975.88351416.539112...157.351578102.119156142.05000371.71392854.985832108.752106192.72946276.73387136.16537575.690155
4/30/1757.56435445.776936159.79965224.70533067.76677758.65066530.85992247.94607975.88351416.539112...157.351578102.119156142.05000371.71392854.985832108.752106192.72946276.73387136.16537575.690155
5/31/1764.66293355.314182150.15945425.88984574.39112960.09985431.97410846.92557979.38758915.945264...168.068070108.339951151.46000773.47953060.148254115.362129189.04425063.74119638.16408973.916206
6/30/1764.17096753.715290161.88134824.77678771.62749559.59332330.37112050.66065683.59810616.367468...178.626968100.914902150.97999670.92141755.136703118.507919179.72764669.86129836.96771680.929298
7/31/1765.55944154.661610181.37231525.50977775.70670359.39806034.85318054.69767479.50740116.716854...184.78288398.978752169.25000071.36586851.042339128.198517198.98832771.61256437.58872682.189453
8/31/1771.09661150.838856172.64273127.05493574.35429459.37945935.95025655.29575776.33544216.233086...191.61314499.216187171.97000173.21833052.108620130.917969207.16548283.19931039.63835183.028412
9/30/1771.09661150.838856172.64273127.05493574.35429459.37945935.95025655.29575776.33544216.233086...191.61314499.216187171.97000173.21833052.108620130.917969207.16548283.19931039.63835183.028412
10/31/1776.73799952.756458182.22802727.01839483.15450351.59529133.97257662.12649276.69397017.714226...203.286987100.407692180.05999873.51911252.089626139.103470225.43621885.13434640.41156892.467964
11/30/1780.61180156.177425194.32872027.65818892.60238651.76387834.75236565.07894978.22747017.922523...221.389969105.528229177.17999374.73292555.211117148.679840234.70964090.57959042.13976794.587990
12/31/1780.61180156.177425194.32872027.65818892.60238651.76387834.75236565.07894978.22747017.922523...221.389969105.528229177.17999374.73292555.211117148.679840234.70964090.57959042.13976794.587990
1/31/1883.65775369.232704195.26773125.971605102.06147855.96341338.13926372.87200982.27169018.989470...229.744095104.957459186.88999958.04561654.246693158.443603230.698532109.34848037.45037196.563484
2/28/1886.17044168.645195185.51400825.19129486.17780351.21242135.96444766.97148176.52446016.977100...219.43969794.105843178.32000756.24474054.819340163.860092255.141953101.24610136.41400994.727425
3/31/1886.17044168.645195185.51400825.19129486.17780351.21242135.96444766.97148176.52446016.977100...219.43969794.105843178.32000756.24474054.819340163.860092255.141953101.24610136.41400994.727425
4/30/1886.78114372.989883161.51159723.58947985.19873856.09073637.12444373.11548677.19800618.089184...230.13485788.053032172.00000061.40950455.270565159.264770236.834793105.56369040.78401296.292183
5/31/1877.56075365.092903156.31251524.59642479.99781856.71957836.78428373.37767083.16151420.003532...235.10943686.851974191.77999958.26030454.691010167.914017215.974136129.32873539.33117795.853394
6/30/1877.56075365.092903156.31251524.59642479.99781856.71957836.78428373.37767083.16151420.003532...235.10943686.851974191.77999958.26030454.691010167.914017215.974136129.32873539.33117795.853394
7/31/1882.67260771.996803157.04864526.80850286.48177363.24529634.78462283.72770787.43692819.551176...247.38107394.732704172.58000263.05078150.560478168.455444227.677994130.35580441.12384097.391411
8/31/1888.86766876.343651143.66337626.41962893.44718965.85691129.42657783.78228093.42561320.102041...262.26965397.664635175.72999662.19913551.942581175.698608239.533402128.26013240.999428103.713257
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10/31/1871.20167567.712379111.77207925.67808997.75592871.15911929.46146675.77589487.48067518.013945...256.185089104.106316151.78999366.26256656.626644143.582916214.068207125.74157041.451687100.895607
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1/31/1962.87455457.601208103.47514329.68720893.92773472.45620032.77198877.48021786.57616417.228785...265.706543103.777664166.69000254.99327566.573822156.908905203.097473113.36875143.245396101.278946
2/28/1964.58074266.935638108.39637029.20735997.02499479.13427032.78159380.41667288.64286818.707445...238.191849108.968254161.44999757.81195569.003349171.875061206.814835122.18327344.606846106.249206
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4/30/1964.65377872.870277109.69185630.040749101.34094277.14263930.71038887.46104487.46434018.549736...230.068802122.919106193.39999462.15393476.290642195.206070219.821610129.08400046.279095116.017158
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7/31/1955.09658875.52273685.13838228.386372109.34884681.88065336.25666086.499443100.94708216.956413...246.892044150.218384194.22999673.31494193.427818213.362274226.397797102.86630348.888660123.468193
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60 rows × 100 columns

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" + ], + "text/plain": [ + " DXC BBY AMG CNP WMT MRK \\\n", + "Date \n", + "1/31/15 NaN NaN NaN NaN NaN NaN \n", + "2/28/15 NaN NaN NaN NaN NaN NaN \n", + "3/31/15 22.128880 33.179913 209.090057 16.580273 73.015411 49.780846 \n", + "4/30/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", + "5/31/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", + "6/30/15 22.407070 28.825178 212.808884 15.652534 63.363731 49.679543 \n", + "7/31/15 22.335381 28.542316 202.392349 15.907512 64.301750 51.451008 \n", + "8/31/15 21.161091 32.475834 181.500885 15.513625 58.219959 46.991810 \n", + "9/30/15 21.115461 33.015205 166.460159 15.030388 58.318901 43.470867 \n", + "10/31/15 21.115461 33.015205 166.460159 15.030388 58.318901 43.470867 \n", + "11/30/15 25.582476 28.265713 172.534851 14.324827 52.922333 46.657028 \n", + "12/31/15 26.815847 27.285814 155.527679 15.516447 55.596737 46.891552 \n", + "1/31/16 26.815847 27.285814 155.527679 15.516447 55.596737 46.891552 \n", + "2/29/16 23.640289 29.024221 135.015884 15.966754 60.167824 44.574501 \n", + "3/31/16 28.219004 29.314409 158.097717 17.929384 62.577663 47.382389 \n", + "4/30/16 28.219004 29.314409 158.097717 17.929384 62.577663 47.382389 \n", + "5/31/16 40.562363 29.070423 168.923142 19.537806 65.143456 50.382408 \n", + "6/30/16 41.059937 27.911333 137.040772 20.812576 67.205070 52.012524 \n", + "7/31/16 41.059937 27.911333 137.040772 20.812576 67.205070 52.012524 \n", + "8/31/16 39.038528 35.098957 138.286850 19.709345 66.201012 56.689236 \n", + "9/30/16 43.329113 35.084381 140.866623 20.375975 66.831146 56.759338 \n", + "10/31/16 45.188084 35.755188 129.145615 19.998808 64.885139 53.403435 \n", + "11/30/16 50.316864 41.994656 144.176559 21.166372 65.265091 55.649796 \n", + "12/31/16 50.316864 41.994656 144.176559 21.166372 65.265091 55.649796 \n", + "1/31/17 51.760056 41.156464 148.323700 23.251072 62.288307 56.809978 \n", + "2/28/17 57.052559 40.795933 163.688858 24.481310 66.198830 60.365757 \n", + "3/31/17 57.564354 45.776936 159.799652 24.705330 67.766777 58.650665 \n", + "4/30/17 57.564354 45.776936 159.799652 24.705330 67.766777 58.650665 \n", + "5/31/17 64.662933 55.314182 150.159454 25.889845 74.391129 60.099854 \n", + "6/30/17 64.170967 53.715290 161.881348 24.776787 71.627495 59.593323 \n", + "7/31/17 65.559441 54.661610 181.372315 25.509777 75.706703 59.398060 \n", + "8/31/17 71.096611 50.838856 172.642731 27.054935 74.354294 59.379459 \n", + "9/30/17 71.096611 50.838856 172.642731 27.054935 74.354294 59.379459 \n", + "10/31/17 76.737999 52.756458 182.228027 27.018394 83.154503 51.595291 \n", + "11/30/17 80.611801 56.177425 194.328720 27.658188 92.602386 51.763878 \n", + "12/31/17 80.611801 56.177425 194.328720 27.658188 92.602386 51.763878 \n", + "1/31/18 83.657753 69.232704 195.267731 25.971605 102.061478 55.963413 \n", + "2/28/18 86.170441 68.645195 185.514008 25.191294 86.177803 51.212421 \n", + "3/31/18 86.170441 68.645195 185.514008 25.191294 86.177803 51.212421 \n", + "4/30/18 86.781143 72.989883 161.511597 23.589479 85.198738 56.090736 \n", + "5/31/18 77.560753 65.092903 156.312515 24.596424 79.997818 56.719578 \n", + "6/30/18 77.560753 65.092903 156.312515 24.596424 79.997818 56.719578 \n", + "7/31/18 82.672607 71.996803 157.048645 26.808502 86.481773 63.245296 \n", + "8/31/18 88.867668 76.343651 143.663376 26.419628 93.447189 65.856911 \n", + "9/30/18 88.867668 76.343651 143.663376 26.419628 93.447189 65.856911 \n", + "10/31/18 71.201675 67.712379 111.772079 25.678089 97.755928 71.159119 \n", + "11/30/18 61.630566 62.336689 109.558441 26.893230 95.192131 76.698326 \n", + "12/31/18 52.137238 51.494934 96.070694 27.104460 91.300919 74.383682 \n", + "1/31/19 62.874554 57.601208 103.475143 29.687208 93.927734 72.456200 \n", + "2/28/19 64.580742 66.935638 108.396370 29.207359 97.024994 79.134270 \n", + "3/31/19 64.580742 66.935638 108.396370 29.207359 97.024994 79.134270 \n", + "4/30/19 64.653778 72.870277 109.691856 30.040749 101.340942 77.142639 \n", + "5/31/19 46.754498 61.373203 83.183350 27.828625 100.492363 77.632690 \n", + "6/30/19 46.754498 61.373203 83.183350 27.828625 100.492363 77.632690 \n", + "7/31/19 55.096588 75.522736 85.138382 28.386372 109.348846 81.880653 \n", + "8/31/19 55.096588 75.522736 85.138382 28.386372 109.348846 81.880653 \n", + "9/30/19 29.329197 68.583168 83.044022 29.837587 118.150047 83.606712 \n", + "10/31/19 27.509792 71.406425 79.586761 28.740181 116.736389 86.069824 \n", + "11/30/19 27.509792 71.406425 79.586761 28.740181 116.736389 86.069824 \n", + "12/31/19 37.590000 87.800003 84.739998 27.270000 118.839996 90.949997 \n", + "\n", + " NEM VFC MDT HST ... UNH \\\n", + "Date ... \n", + "1/31/15 NaN NaN NaN NaN ... NaN \n", + "2/28/15 NaN NaN NaN NaN ... NaN \n", + "3/31/15 20.141970 62.421577 70.460373 16.215014 ... 109.714111 \n", + "4/30/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", + "5/31/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", + "6/30/15 21.693781 58.084694 67.285637 16.092331 ... 113.634422 \n", + "7/31/15 15.945307 64.206329 71.181107 15.727145 ... 113.075554 \n", + "8/31/15 15.852435 60.325130 65.642090 14.388148 ... 107.766403 \n", + "9/30/15 14.947566 57.081448 61.115185 12.989917 ... 108.522560 \n", + "10/31/15 14.947566 57.081448 61.115185 12.989917 ... 108.522560 \n", + "11/30/15 17.124123 54.144100 68.784248 13.639001 ... 105.435532 \n", + "12/31/15 16.755075 52.416546 70.576515 12.765546 ... 110.522690 \n", + "1/31/16 16.755075 52.416546 70.576515 12.765546 ... 110.522690 \n", + "2/29/16 24.056902 54.824753 71.007759 12.740582 ... 111.894348 \n", + "3/31/16 24.778769 54.855011 69.164337 14.069514 ... 121.601227 \n", + "4/30/16 24.778769 54.855011 69.164337 14.069514 ... 121.601227 \n", + "5/31/16 30.213682 52.788200 74.217926 12.974280 ... 126.101135 \n", + "6/30/16 36.494720 52.412842 80.018494 13.843898 ... 133.811340 \n", + "7/31/16 36.494720 52.412842 80.018494 13.843898 ... 133.811340 \n", + "8/31/16 35.673771 52.890171 80.656677 15.218894 ... 128.930832 \n", + "9/30/16 36.676029 48.092011 80.472588 13.468453 ... 133.286789 \n", + "10/31/16 34.575726 46.513248 76.393074 13.390602 ... 134.553009 \n", + "11/30/16 30.281761 46.770664 68.001205 15.432062 ... 151.328476 \n", + "12/31/16 30.281761 46.770664 68.001205 15.432062 ... 151.328476 \n", + "1/31/17 33.916935 44.521397 71.227501 15.839879 ... 154.941559 \n", + "2/28/17 32.009811 45.360283 75.809235 15.769750 ... 158.076721 \n", + "3/31/17 30.859922 47.946079 75.883514 16.539112 ... 157.351578 \n", + "4/30/17 30.859922 47.946079 75.883514 16.539112 ... 157.351578 \n", + "5/31/17 31.974108 46.925579 79.387589 15.945264 ... 168.068070 \n", + "6/30/17 30.371120 50.660656 83.598106 16.367468 ... 178.626968 \n", + "7/31/17 34.853180 54.697674 79.507401 16.716854 ... 184.782883 \n", + "8/31/17 35.950256 55.295757 76.335442 16.233086 ... 191.613144 \n", + "9/30/17 35.950256 55.295757 76.335442 16.233086 ... 191.613144 \n", + "10/31/17 33.972576 62.126492 76.693970 17.714226 ... 203.286987 \n", + "11/30/17 34.752365 65.078949 78.227470 17.922523 ... 221.389969 \n", + "12/31/17 34.752365 65.078949 78.227470 17.922523 ... 221.389969 \n", + "1/31/18 38.139263 72.872009 82.271690 18.989470 ... 229.744095 \n", + "2/28/18 35.964447 66.971481 76.524460 16.977100 ... 219.439697 \n", + "3/31/18 35.964447 66.971481 76.524460 16.977100 ... 219.439697 \n", + "4/30/18 37.124443 73.115486 77.198006 18.089184 ... 230.134857 \n", + "5/31/18 36.784283 73.377670 83.161514 20.003532 ... 235.109436 \n", + "6/30/18 36.784283 73.377670 83.161514 20.003532 ... 235.109436 \n", + "7/31/18 34.784622 83.727707 87.436928 19.551176 ... 247.381073 \n", + "8/31/18 29.426577 83.782280 93.425613 20.102041 ... 262.269653 \n", + "9/30/18 29.426577 83.782280 93.425613 20.102041 ... 262.269653 \n", + "10/31/18 29.461466 75.775894 87.480675 18.013945 ... 256.185089 \n", + "11/30/18 30.814484 74.322197 94.989876 17.910254 ... 276.680908 \n", + "12/31/18 33.290813 65.669937 89.093422 15.902760 ... 244.977097 \n", + "1/31/19 32.771988 77.480217 86.576164 17.228785 ... 265.706543 \n", + "2/28/19 32.781593 80.416672 88.642868 18.707445 ... 238.191849 \n", + "3/31/19 32.781593 80.416672 88.642868 18.707445 ... 238.191849 \n", + "4/30/19 30.710388 87.461044 87.464340 18.549736 ... 230.068802 \n", + "5/31/19 32.717537 80.556206 91.177231 17.460276 ... 238.686386 \n", + "6/30/19 32.717537 80.556206 91.177231 17.460276 ... 238.686386 \n", + "7/31/19 36.256660 86.499443 100.947082 16.956413 ... 246.892044 \n", + "8/31/19 36.256660 86.499443 100.947082 16.956413 ... 246.892044 \n", + "9/30/19 37.785187 88.517586 108.104446 17.060812 ... 216.487717 \n", + "10/31/19 39.588757 81.853157 108.383118 16.172741 ... 251.732208 \n", + "11/30/19 39.588757 81.853157 108.383118 16.172741 ... 251.732208 \n", + "12/31/19 43.450001 99.660004 113.449997 18.549999 ... 293.980011 \n", + "\n", + " HSY FB EIX SBUX MCO \\\n", + "Date \n", + "1/31/15 NaN NaN NaN NaN NaN \n", + "2/28/15 NaN NaN NaN NaN NaN \n", + "3/31/15 89.785667 82.220001 53.208439 43.336098 97.564026 \n", + "4/30/15 81.786682 78.769997 51.905262 45.377064 101.060547 \n", + "5/31/15 81.786682 78.769997 51.905262 45.377064 101.060547 \n", + "6/30/15 79.484596 85.769997 47.695503 49.230713 101.788795 \n", + "7/31/15 83.117447 94.010002 51.497070 53.187904 104.117599 \n", + "8/31/15 80.615135 89.430000 50.184113 50.369987 96.757385 \n", + "9/30/15 82.740372 89.900002 54.487957 52.331020 92.870461 \n", + "10/31/15 82.740372 89.900002 54.487957 52.331020 92.870461 \n", + "11/30/15 78.263832 104.239998 51.282780 56.703079 97.852180 \n", + "12/31/15 80.947891 104.660004 51.562756 55.446911 95.214180 \n", + "1/31/16 80.947891 104.660004 51.562756 55.446911 95.214180 \n", + "2/29/16 82.952133 106.919998 59.356838 53.941563 84.637756 \n", + "3/31/16 84.047325 114.099999 63.029285 55.322311 92.034012 \n", + "4/30/16 84.047325 114.099999 63.029285 55.322311 92.034012 \n", + "5/31/16 85.288765 118.809998 62.801308 51.042995 94.389252 \n", + "6/30/16 104.247917 114.279999 68.527138 53.116703 89.671700 \n", + "7/31/16 104.247917 114.279999 68.527138 53.116703 89.671700 \n", + "8/31/16 92.256035 126.120003 64.159828 52.471176 104.376976 \n", + "9/30/16 88.293922 128.270004 64.159981 50.520889 103.983254 \n", + "10/31/16 94.629646 130.990005 65.252251 49.522415 96.531174 \n", + "11/30/16 89.817619 118.419998 61.069637 54.345436 96.875198 \n", + "12/31/16 89.817619 118.419998 61.069637 54.345436 96.875198 \n", + "1/31/17 98.024269 130.320007 65.211189 51.767387 99.930870 \n", + "2/28/17 101.277916 135.539993 71.349335 53.554459 108.101776 \n", + "3/31/17 102.119156 142.050003 71.713928 54.985832 108.752106 \n", + "4/30/17 102.119156 142.050003 71.713928 54.985832 108.752106 \n", + "5/31/17 108.339951 151.460007 73.479530 60.148254 115.362129 \n", + "6/30/17 100.914902 150.979996 70.921417 55.136703 118.507919 \n", + "7/31/17 98.978752 169.250000 71.365868 51.042339 128.198517 \n", + "8/31/17 99.216187 171.970001 73.218330 52.108620 130.917969 \n", + "9/30/17 99.216187 171.970001 73.218330 52.108620 130.917969 \n", + "10/31/17 100.407692 180.059998 73.519112 52.089626 139.103470 \n", + "11/30/17 105.528229 177.179993 74.732925 55.211117 148.679840 \n", + "12/31/17 105.528229 177.179993 74.732925 55.211117 148.679840 \n", + "1/31/18 104.957459 186.889999 58.045616 54.246693 158.443603 \n", + "2/28/18 94.105843 178.320007 56.244740 54.819340 163.860092 \n", + "3/31/18 94.105843 178.320007 56.244740 54.819340 163.860092 \n", + "4/30/18 88.053032 172.000000 61.409504 55.270565 159.264770 \n", + "5/31/18 86.851974 191.779999 58.260304 54.691010 167.914017 \n", + "6/30/18 86.851974 191.779999 58.260304 54.691010 167.914017 \n", + "7/31/18 94.732704 172.580002 63.050781 50.560478 168.455444 \n", + "8/31/18 97.664635 175.729996 62.199135 51.942581 175.698608 \n", + "9/30/18 97.664635 175.729996 62.199135 51.942581 175.698608 \n", + "10/31/18 104.106316 151.789993 66.262566 56.626644 143.582916 \n", + "11/30/18 105.929520 140.610001 52.826702 65.186462 157.463242 \n", + "12/31/18 104.834038 131.089996 54.800213 62.919781 138.625458 \n", + "1/31/19 103.777664 166.690002 54.993275 66.573822 156.908905 \n", + "2/28/19 108.968254 161.449997 57.811955 69.003349 171.875061 \n", + "3/31/19 108.968254 161.449997 57.811955 69.003349 171.875061 \n", + "4/30/19 122.919106 193.399994 62.153934 76.290642 195.206070 \n", + "5/31/19 130.636734 177.470001 57.865437 75.046150 182.045792 \n", + "6/30/19 130.636734 177.470001 57.865437 75.046150 182.045792 \n", + "7/31/19 150.218384 194.229996 73.314941 93.427818 213.362274 \n", + "8/31/19 150.218384 194.229996 73.314941 93.427818 213.362274 \n", + "9/30/19 154.186569 178.080002 74.780304 87.572060 204.372528 \n", + "10/31/19 146.108658 191.649994 62.366497 83.749084 220.197098 \n", + "11/30/19 146.108658 191.649994 62.366497 83.749084 220.197098 \n", + "12/31/19 146.979996 205.250000 75.410004 87.512138 237.410004 \n", + "\n", + " HII RL LNT AXP \n", + "Date \n", + "1/31/15 NaN NaN NaN NaN \n", + "2/28/15 NaN NaN NaN NaN \n", + "3/31/15 131.290314 118.733910 26.846176 72.461044 \n", + "4/30/15 123.271454 120.458458 25.997549 71.839569 \n", + "5/31/15 123.271454 120.458458 25.997549 71.839569 \n", + "6/30/15 105.818543 119.940102 24.815250 72.359734 \n", + "7/31/15 110.348679 114.077202 26.687109 70.814239 \n", + "8/31/15 106.214287 100.756577 24.587204 71.428711 \n", + "9/30/15 101.091324 107.559921 25.376841 69.017326 \n", + "10/31/15 101.091324 107.559921 25.376841 69.017326 \n", + "11/30/15 123.981049 113.067169 26.354477 66.951530 \n", + "12/31/15 120.126739 101.939995 27.344021 64.998291 \n", + "1/31/16 120.126739 101.939995 27.344021 64.998291 \n", + "2/29/16 124.113609 82.993134 30.032972 52.169907 \n", + "3/31/16 130.172043 88.480911 32.830753 57.632820 \n", + "4/30/16 130.172043 88.480911 32.830753 57.632820 \n", + "5/31/16 146.310715 86.706879 33.032482 62.024155 \n", + "6/30/16 160.254120 82.848854 35.395138 57.596676 \n", + "7/31/16 160.254120 82.848854 35.395138 57.596676 \n", + "8/31/16 157.998459 95.791069 34.084858 62.165730 \n", + "9/30/16 146.758621 93.978600 34.408192 60.705921 \n", + "10/31/16 154.353867 91.153854 34.444859 63.278843 \n", + "11/30/16 171.582657 97.202904 32.516678 68.633064 \n", + "12/31/16 171.582657 97.202904 32.516678 68.633064 \n", + "1/31/17 186.172348 82.627090 34.375820 73.078163 \n", + "2/28/17 209.727035 74.124245 36.046673 76.599075 \n", + "3/31/17 192.729462 76.733871 36.165375 75.690155 \n", + "4/30/17 192.729462 76.733871 36.165375 75.690155 \n", + "5/31/17 189.044250 63.741196 38.164089 73.916206 \n", + "6/30/17 179.727646 69.861298 36.967716 80.929298 \n", + "7/31/17 198.988327 71.612564 37.588726 82.189453 \n", + "8/31/17 207.165482 83.199310 39.638351 83.028412 \n", + "9/30/17 207.165482 83.199310 39.638351 83.028412 \n", + "10/31/17 225.436218 85.134346 40.411568 92.467964 \n", + "11/30/17 234.709640 90.579590 42.139767 94.587990 \n", + "12/31/17 234.709640 90.579590 42.139767 94.587990 \n", + "1/31/18 230.698532 109.348480 37.450371 96.563484 \n", + "2/28/18 255.141953 101.246101 36.414009 94.727425 \n", + "3/31/18 255.141953 101.246101 36.414009 94.727425 \n", + "4/30/18 236.834793 105.563690 40.784012 96.292183 \n", + "5/31/18 215.974136 129.328735 39.331177 95.853394 \n", + "6/30/18 215.974136 129.328735 39.331177 95.853394 \n", + "7/31/18 227.677994 130.355804 41.123840 97.391411 \n", + "8/31/18 239.533402 128.260132 40.999428 103.713257 \n", + "9/30/18 239.533402 128.260132 40.999428 103.713257 \n", + "10/31/18 214.068207 125.741570 41.451687 100.895607 \n", + "11/30/18 212.000534 108.075081 43.775990 110.265244 \n", + "12/31/18 187.219574 100.991310 40.747639 93.617920 \n", + "1/31/19 203.097473 113.368751 43.245396 101.278946 \n", + "2/28/19 206.814835 122.183273 44.606846 106.249206 \n", + "3/31/19 206.814835 122.183273 44.606846 106.249206 \n", + "4/30/19 219.821610 129.084000 46.279095 116.017158 \n", + "5/31/19 203.410919 103.135735 46.504463 113.523231 \n", + "6/30/19 203.410919 103.135735 46.504463 113.523231 \n", + "7/31/19 226.397797 102.866303 48.888660 123.468193 \n", + "8/31/19 226.397797 102.866303 48.888660 123.468193 \n", + "9/30/19 210.915329 94.914963 53.220940 117.422356 \n", + "10/31/19 224.728058 95.501526 52.996922 116.874901 \n", + "11/30/19 224.728058 95.501526 52.996922 116.874901 \n", + "12/31/19 250.880005 117.220001 54.368046 124.059998 \n", + "\n", + "[60 rows x 100 columns]" + ] + }, + "execution_count": 8, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "#importing the mmf_df\n", + "ffm_csv_path = Path('F-F_Research_Data_Factors.csv')\n", + "ffm_data = pd.read_csv(ffm_csv_path, index_col='Date')\n", + "ffm_data" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "metadata": {}, + "outputs": [ + { + "ename": "KeyError", + "evalue": "\"None of [Index(['SMB', 'HML', 'RF'], dtype='object')] are in the [columns]\"", + "output_type": "error", + "traceback": [ + "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m", + "\u001b[1;31mKeyError\u001b[0m Traceback (most recent call last)", + "\u001b[1;32m\u001b[0m in \u001b[0;36m\u001b[1;34m\u001b[0m\n\u001b[0;32m 4\u001b[0m \u001b[0mffm_data\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 5\u001b[0m \u001b[0mreg\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mlinear_model\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mLinearRegression\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 6\u001b[1;33m \u001b[0mreg\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfit\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mffm_data\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'SMB'\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'HML'\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'RF'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m,\u001b[0m\u001b[0mmonthly_df\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mGPC\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\frame.py\u001b[0m in \u001b[0;36m__getitem__\u001b[1;34m(self, key)\u001b[0m\n\u001b[0;32m 2984\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mis_iterator\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2985\u001b[0m \u001b[0mkey\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mlist\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 2986\u001b[1;33m \u001b[0mindexer\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_convert_to_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mTrue\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 2987\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2988\u001b[0m \u001b[1;31m# take() does not accept boolean indexers\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_convert_to_indexer\u001b[1;34m(self, obj, axis, is_setter, raise_missing)\u001b[0m\n\u001b[0;32m 1283\u001b[0m \u001b[1;31m# When setting, missing keys are not allowed, even with .loc:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1284\u001b[0m \u001b[0mkwargs\u001b[0m \u001b[1;33m=\u001b[0m \u001b[1;33m{\u001b[0m\u001b[1;34m\"raise_missing\"\u001b[0m\u001b[1;33m:\u001b[0m \u001b[1;32mTrue\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mis_setter\u001b[0m \u001b[1;32melse\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m}\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1285\u001b[1;33m \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_listlike_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;33m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1286\u001b[0m \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1287\u001b[0m \u001b[1;32mtry\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_get_listlike_indexer\u001b[1;34m(self, key, axis, raise_missing)\u001b[0m\n\u001b[0;32m 1090\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1091\u001b[0m self._validate_read_indexer(\n\u001b[1;32m-> 1092\u001b[1;33m \u001b[0mkeyarr\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindexer\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mo\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_number\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mraise_missing\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1093\u001b[0m )\n\u001b[0;32m 1094\u001b[0m \u001b[1;32mreturn\u001b[0m \u001b[0mkeyarr\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindexer\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_validate_read_indexer\u001b[1;34m(self, key, indexer, axis, raise_missing)\u001b[0m\n\u001b[0;32m 1175\u001b[0m raise KeyError(\n\u001b[0;32m 1176\u001b[0m \"None of [{key}] are in the [{axis}]\".format(\n\u001b[1;32m-> 1177\u001b[1;33m \u001b[0mkey\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_name\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1178\u001b[0m )\n\u001b[0;32m 1179\u001b[0m )\n", + "\u001b[1;31mKeyError\u001b[0m: \"None of [Index(['SMB', 'HML', 'RF'], dtype='object')] are in the [columns]\"" + ] + } + ], + "source": [ + "reg = linear_model.LinearRegression()\n", + "reg.fit(ffm_data[['SMB','HML','RF']],monthly_df.GPC)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "#retrieving the 3 beta coefficients\n", + "reg.coef_" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "#retrieving the y intercept \n", + "reg.intercept_" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.7.4" + } + }, + "nbformat": 4, + "nbformat_minor": 4 +} diff --git a/data_cleaning.ipynb b/data_cleaning.ipynb index 550d229..85b42d5 100644 --- a/data_cleaning.ipynb +++ b/data_cleaning.ipynb @@ -2,9 +2,21 @@ "cells": [ { "cell_type": "code", - "execution_count": 4, + "execution_count": 1, "metadata": {}, - "outputs": [], + "outputs": [ + { + "ename": "ModuleNotFoundError", + "evalue": "No module named 'pandas_datareader'", + "output_type": "error", + "traceback": [ + "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m", + "\u001b[1;31mModuleNotFoundError\u001b[0m Traceback (most recent call last)", + "\u001b[1;32m\u001b[0m in \u001b[0;36m\u001b[1;34m\u001b[0m\n\u001b[0;32m 3\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mnumpy\u001b[0m \u001b[1;32mas\u001b[0m \u001b[0mnp\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 4\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mseaborn\u001b[0m \u001b[1;32mas\u001b[0m \u001b[0msns\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 5\u001b[1;33m \u001b[1;32mfrom\u001b[0m \u001b[0mpandas_datareader\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mdata\u001b[0m \u001b[1;32mas\u001b[0m \u001b[0mwb\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 6\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0mdatetime\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mdatetime\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mtimedelta\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 7\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mjson\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;31mModuleNotFoundError\u001b[0m: No module named 'pandas_datareader'" + ] + } + ], "source": [ "import pandas as pd\n", "from pathlib import Path\n", @@ -2523,7 +2535,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.5" + "version": "3.7.4" } }, "nbformat": 4, diff --git a/debug.log b/debug.log new file mode 100644 index 0000000..531d72d --- /dev/null +++ b/debug.log @@ -0,0 +1,12 @@ +[0210/214612.549:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0210/214612.554:ERROR:registration_protocol_win.cc(84)] TransactNamedPipe: The pipe has been ended. (0x6D) +[0210/214612.555:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0212/190528.649:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0212/190528.654:ERROR:registration_protocol_win.cc(84)] TransactNamedPipe: The pipe has been ended. (0x6D) +[0212/190528.655:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0212/191934.428:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0212/191934.431:ERROR:registration_protocol_win.cc(84)] TransactNamedPipe: The pipe has been ended. (0x6D) +[0212/191934.432:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0212/192251.252:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) +[0212/192251.255:ERROR:registration_protocol_win.cc(84)] TransactNamedPipe: The pipe has been ended. (0x6D) +[0212/192251.256:ERROR:file_io_win.cc(179)] CreateFile C:\Users\Roger Hahn\AppData\Local\Google\Chrome\User Data\Crashpad\settings.dat: Access is denied. (0x5) diff --git a/sharpe_ratio.ipynb b/sharpe_ratio.ipynb index e280f7b..dcb320f 100644 --- a/sharpe_ratio.ipynb +++ b/sharpe_ratio.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 1, + "execution_count": 15, "metadata": {}, "outputs": [], "source": [ @@ -10,7 +10,7 @@ "from pathlib import Path\n", "import numpy as np\n", "import seaborn as sns\n", - "from pandas_datareader import data as wb\n", + "#from pandas_datareader import data as wb\n", "from datetime import datetime, timedelta\n", "import json\n", "import requests\n", @@ -20,7 +20,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 16, "metadata": {}, "outputs": [ { @@ -93,7 +93,7 @@ " \n", " \n", " \n", - " 3/31/15\n", + " 3/31/15\n", " 22.128880\n", " 33.179913\n", " 209.090057\n", @@ -117,7 +117,7 @@ " 72.461044\n", " \n", " \n", - " 4/30/15\n", + " 4/30/15\n", " 21.847523\n", " 30.422970\n", " 220.139389\n", @@ -141,7 +141,7 @@ " 71.839569\n", " \n", " \n", - " 5/31/15\n", + " 5/31/15\n", " 21.847523\n", " 30.422970\n", " 220.139389\n", @@ -165,7 +165,7 @@ " 71.839569\n", " \n", " \n", - " 6/30/15\n", + " 6/30/15\n", " 22.407070\n", " 28.825178\n", " 212.808884\n", @@ -189,7 +189,7 @@ " 72.359734\n", " \n", " \n", - " 7/31/15\n", + " 7/31/15\n", " 22.335381\n", " 28.542316\n", " 202.392349\n", @@ -212,1532 +212,48 @@ " 26.687109\n", " 70.814239\n", " \n", - " \n", - " 8/31/15\n", - " 21.161091\n", - " 32.475834\n", - " 181.500885\n", - " 15.513625\n", - " 58.219959\n", - " 46.991810\n", - " 15.852435\n", - " 60.325130\n", - " 65.642090\n", - " 14.388148\n", - " ...\n", - " 107.766403\n", - " 80.615135\n", - " 89.430000\n", - " 50.184113\n", - " 50.369987\n", - " 96.757385\n", - " 106.214287\n", - " 100.756577\n", - " 24.587204\n", - " 71.428711\n", - " \n", - " \n", - " 9/30/15\n", - " 21.115461\n", - " 33.015205\n", - " 166.460159\n", - " 15.030388\n", - " 58.318901\n", - " 43.470867\n", - " 14.947566\n", - " 57.081448\n", - " 61.115185\n", - " 12.989917\n", - " ...\n", - " 108.522560\n", - " 82.740372\n", - " 89.900002\n", - " 54.487957\n", - " 52.331020\n", - " 92.870461\n", - 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58 rows × 100 columns

\n", + "

5 rows × 100 columns

\n", "" ], "text/plain": [ - " DXC BBY AMG CNP WMT MRK \\\n", - "Date \n", - "3/31/15 22.128880 33.179913 209.090057 16.580273 73.015411 49.780846 \n", - "4/30/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", - "5/31/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", - "6/30/15 22.407070 28.825178 212.808884 15.652534 63.363731 49.679543 \n", - "7/31/15 22.335381 28.542316 202.392349 15.907512 64.301750 51.451008 \n", - "8/31/15 21.161091 32.475834 181.500885 15.513625 58.219959 46.991810 \n", - "9/30/15 21.115461 33.015205 166.460159 15.030388 58.318901 43.470867 \n", - "10/31/15 21.115461 33.015205 166.460159 15.030388 58.318901 43.470867 \n", - "11/30/15 25.582476 28.265713 172.534851 14.324827 52.922333 46.657028 \n", - "12/31/15 26.815847 27.285814 155.527679 15.516447 55.596737 46.891552 \n", - "1/31/16 26.815847 27.285814 155.527679 15.516447 55.596737 46.891552 \n", - "2/29/16 23.640289 29.024221 135.015884 15.966754 60.167824 44.574501 \n", - "3/31/16 28.219004 29.314409 158.097717 17.929384 62.577663 47.382389 \n", - "4/30/16 28.219004 29.314409 158.097717 17.929384 62.577663 47.382389 \n", - "5/31/16 40.562363 29.070423 168.923142 19.537806 65.143456 50.382408 \n", - "6/30/16 41.059937 27.911333 137.040772 20.812576 67.205070 52.012524 \n", - "7/31/16 41.059937 27.911333 137.040772 20.812576 67.205070 52.012524 \n", - "8/31/16 39.038528 35.098957 138.286850 19.709345 66.201012 56.689236 \n", - "9/30/16 43.329113 35.084381 140.866623 20.375975 66.831146 56.759338 \n", - "10/31/16 45.188084 35.755188 129.145615 19.998808 64.885139 53.403435 \n", - "11/30/16 50.316864 41.994656 144.176559 21.166372 65.265091 55.649796 \n", - "12/31/16 50.316864 41.994656 144.176559 21.166372 65.265091 55.649796 \n", - "1/31/17 51.760056 41.156464 148.323700 23.251072 62.288307 56.809978 \n", - "2/28/17 57.052559 40.795933 163.688858 24.481310 66.198830 60.365757 \n", - "3/31/17 57.564354 45.776936 159.799652 24.705330 67.766777 58.650665 \n", - "4/30/17 57.564354 45.776936 159.799652 24.705330 67.766777 58.650665 \n", - "5/31/17 64.662933 55.314182 150.159454 25.889845 74.391129 60.099854 \n", - "6/30/17 64.170967 53.715290 161.881348 24.776787 71.627495 59.593323 \n", - "7/31/17 65.559441 54.661610 181.372315 25.509777 75.706703 59.398060 \n", - "8/31/17 71.096611 50.838856 172.642731 27.054935 74.354294 59.379459 \n", - "9/30/17 71.096611 50.838856 172.642731 27.054935 74.354294 59.379459 \n", - "10/31/17 76.737999 52.756458 182.228027 27.018394 83.154503 51.595291 \n", - "11/30/17 80.611801 56.177425 194.328720 27.658188 92.602386 51.763878 \n", - "12/31/17 80.611801 56.177425 194.328720 27.658188 92.602386 51.763878 \n", - "1/31/18 83.657753 69.232704 195.267731 25.971605 102.061478 55.963413 \n", - "2/28/18 86.170441 68.645195 185.514008 25.191294 86.177803 51.212421 \n", - "3/31/18 86.170441 68.645195 185.514008 25.191294 86.177803 51.212421 \n", - "4/30/18 86.781143 72.989883 161.511597 23.589479 85.198738 56.090736 \n", - "5/31/18 77.560753 65.092903 156.312515 24.596424 79.997818 56.719578 \n", - "6/30/18 77.560753 65.092903 156.312515 24.596424 79.997818 56.719578 \n", - "7/31/18 82.672607 71.996803 157.048645 26.808502 86.481773 63.245296 \n", - "8/31/18 88.867668 76.343651 143.663376 26.419628 93.447189 65.856911 \n", - "9/30/18 88.867668 76.343651 143.663376 26.419628 93.447189 65.856911 \n", - "10/31/18 71.201675 67.712379 111.772079 25.678089 97.755928 71.159119 \n", - "11/30/18 61.630566 62.336689 109.558441 26.893230 95.192131 76.698326 \n", - "12/31/18 52.137238 51.494934 96.070694 27.104460 91.300919 74.383682 \n", - "1/31/19 62.874554 57.601208 103.475143 29.687208 93.927734 72.456200 \n", - "2/28/19 64.580742 66.935638 108.396370 29.207359 97.024994 79.134270 \n", - "3/31/19 64.580742 66.935638 108.396370 29.207359 97.024994 79.134270 \n", - "4/30/19 64.653778 72.870277 109.691856 30.040749 101.340942 77.142639 \n", - "5/31/19 46.754498 61.373203 83.183350 27.828625 100.492363 77.632690 \n", - "6/30/19 46.754498 61.373203 83.183350 27.828625 100.492363 77.632690 \n", - "7/31/19 55.096588 75.522736 85.138382 28.386372 109.348846 81.880653 \n", - "8/31/19 55.096588 75.522736 85.138382 28.386372 109.348846 81.880653 \n", - "9/30/19 29.329197 68.583168 83.044022 29.837587 118.150047 83.606712 \n", - "10/31/19 27.509792 71.406425 79.586761 28.740181 116.736389 86.069824 \n", - "11/30/19 27.509792 71.406425 79.586761 28.740181 116.736389 86.069824 \n", - "12/31/19 37.590000 87.800003 84.739998 27.270000 118.839996 90.949997 \n", + " DXC BBY AMG CNP WMT MRK \\\n", + "Date \n", + "3/31/15 22.128880 33.179913 209.090057 16.580273 73.015411 49.780846 \n", + "4/30/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", + "5/31/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", + "6/30/15 22.407070 28.825178 212.808884 15.652534 63.363731 49.679543 \n", + "7/31/15 22.335381 28.542316 202.392349 15.907512 64.301750 51.451008 \n", "\n", - " NEM VFC MDT HST ... UNH \\\n", - "Date ... \n", - "3/31/15 20.141970 62.421577 70.460373 16.215014 ... 109.714111 \n", - "4/30/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", - "5/31/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", - "6/30/15 21.693781 58.084694 67.285637 16.092331 ... 113.634422 \n", - "7/31/15 15.945307 64.206329 71.181107 15.727145 ... 113.075554 \n", - "8/31/15 15.852435 60.325130 65.642090 14.388148 ... 107.766403 \n", - "9/30/15 14.947566 57.081448 61.115185 12.989917 ... 108.522560 \n", - "10/31/15 14.947566 57.081448 61.115185 12.989917 ... 108.522560 \n", - "11/30/15 17.124123 54.144100 68.784248 13.639001 ... 105.435532 \n", - "12/31/15 16.755075 52.416546 70.576515 12.765546 ... 110.522690 \n", - "1/31/16 16.755075 52.416546 70.576515 12.765546 ... 110.522690 \n", - "2/29/16 24.056902 54.824753 71.007759 12.740582 ... 111.894348 \n", - "3/31/16 24.778769 54.855011 69.164337 14.069514 ... 121.601227 \n", - "4/30/16 24.778769 54.855011 69.164337 14.069514 ... 121.601227 \n", - "5/31/16 30.213682 52.788200 74.217926 12.974280 ... 126.101135 \n", - "6/30/16 36.494720 52.412842 80.018494 13.843898 ... 133.811340 \n", - "7/31/16 36.494720 52.412842 80.018494 13.843898 ... 133.811340 \n", - "8/31/16 35.673771 52.890171 80.656677 15.218894 ... 128.930832 \n", - "9/30/16 36.676029 48.092011 80.472588 13.468453 ... 133.286789 \n", - "10/31/16 34.575726 46.513248 76.393074 13.390602 ... 134.553009 \n", - "11/30/16 30.281761 46.770664 68.001205 15.432062 ... 151.328476 \n", - "12/31/16 30.281761 46.770664 68.001205 15.432062 ... 151.328476 \n", - "1/31/17 33.916935 44.521397 71.227501 15.839879 ... 154.941559 \n", - "2/28/17 32.009811 45.360283 75.809235 15.769750 ... 158.076721 \n", - "3/31/17 30.859922 47.946079 75.883514 16.539112 ... 157.351578 \n", - "4/30/17 30.859922 47.946079 75.883514 16.539112 ... 157.351578 \n", - "5/31/17 31.974108 46.925579 79.387589 15.945264 ... 168.068070 \n", - "6/30/17 30.371120 50.660656 83.598106 16.367468 ... 178.626968 \n", - "7/31/17 34.853180 54.697674 79.507401 16.716854 ... 184.782883 \n", - "8/31/17 35.950256 55.295757 76.335442 16.233086 ... 191.613144 \n", - "9/30/17 35.950256 55.295757 76.335442 16.233086 ... 191.613144 \n", - "10/31/17 33.972576 62.126492 76.693970 17.714226 ... 203.286987 \n", - "11/30/17 34.752365 65.078949 78.227470 17.922523 ... 221.389969 \n", - "12/31/17 34.752365 65.078949 78.227470 17.922523 ... 221.389969 \n", - "1/31/18 38.139263 72.872009 82.271690 18.989470 ... 229.744095 \n", - "2/28/18 35.964447 66.971481 76.524460 16.977100 ... 219.439697 \n", - "3/31/18 35.964447 66.971481 76.524460 16.977100 ... 219.439697 \n", - "4/30/18 37.124443 73.115486 77.198006 18.089184 ... 230.134857 \n", - "5/31/18 36.784283 73.377670 83.161514 20.003532 ... 235.109436 \n", - "6/30/18 36.784283 73.377670 83.161514 20.003532 ... 235.109436 \n", - "7/31/18 34.784622 83.727707 87.436928 19.551176 ... 247.381073 \n", - "8/31/18 29.426577 83.782280 93.425613 20.102041 ... 262.269653 \n", - "9/30/18 29.426577 83.782280 93.425613 20.102041 ... 262.269653 \n", - "10/31/18 29.461466 75.775894 87.480675 18.013945 ... 256.185089 \n", - "11/30/18 30.814484 74.322197 94.989876 17.910254 ... 276.680908 \n", - "12/31/18 33.290813 65.669937 89.093422 15.902760 ... 244.977097 \n", - "1/31/19 32.771988 77.480217 86.576164 17.228785 ... 265.706543 \n", - "2/28/19 32.781593 80.416672 88.642868 18.707445 ... 238.191849 \n", - "3/31/19 32.781593 80.416672 88.642868 18.707445 ... 238.191849 \n", - "4/30/19 30.710388 87.461044 87.464340 18.549736 ... 230.068802 \n", - "5/31/19 32.717537 80.556206 91.177231 17.460276 ... 238.686386 \n", - "6/30/19 32.717537 80.556206 91.177231 17.460276 ... 238.686386 \n", - "7/31/19 36.256660 86.499443 100.947082 16.956413 ... 246.892044 \n", - "8/31/19 36.256660 86.499443 100.947082 16.956413 ... 246.892044 \n", - "9/30/19 37.785187 88.517586 108.104446 17.060812 ... 216.487717 \n", - "10/31/19 39.588757 81.853157 108.383118 16.172741 ... 251.732208 \n", - "11/30/19 39.588757 81.853157 108.383118 16.172741 ... 251.732208 \n", - "12/31/19 43.450001 99.660004 113.449997 18.549999 ... 293.980011 \n", + " NEM VFC MDT HST ... UNH \\\n", + "Date ... \n", + "3/31/15 20.141970 62.421577 70.460373 16.215014 ... 109.714111 \n", + "4/30/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", + "5/31/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", + "6/30/15 21.693781 58.084694 67.285637 16.092331 ... 113.634422 \n", + "7/31/15 15.945307 64.206329 71.181107 15.727145 ... 113.075554 \n", "\n", - " HSY FB EIX SBUX MCO \\\n", - "Date \n", - "3/31/15 89.785667 82.220001 53.208439 43.336098 97.564026 \n", - "4/30/15 81.786682 78.769997 51.905262 45.377064 101.060547 \n", - "5/31/15 81.786682 78.769997 51.905262 45.377064 101.060547 \n", - "6/30/15 79.484596 85.769997 47.695503 49.230713 101.788795 \n", - "7/31/15 83.117447 94.010002 51.497070 53.187904 104.117599 \n", - "8/31/15 80.615135 89.430000 50.184113 50.369987 96.757385 \n", - "9/30/15 82.740372 89.900002 54.487957 52.331020 92.870461 \n", - "10/31/15 82.740372 89.900002 54.487957 52.331020 92.870461 \n", - "11/30/15 78.263832 104.239998 51.282780 56.703079 97.852180 \n", - "12/31/15 80.947891 104.660004 51.562756 55.446911 95.214180 \n", - "1/31/16 80.947891 104.660004 51.562756 55.446911 95.214180 \n", - "2/29/16 82.952133 106.919998 59.356838 53.941563 84.637756 \n", - "3/31/16 84.047325 114.099999 63.029285 55.322311 92.034012 \n", - "4/30/16 84.047325 114.099999 63.029285 55.322311 92.034012 \n", - "5/31/16 85.288765 118.809998 62.801308 51.042995 94.389252 \n", - "6/30/16 104.247917 114.279999 68.527138 53.116703 89.671700 \n", - "7/31/16 104.247917 114.279999 68.527138 53.116703 89.671700 \n", - "8/31/16 92.256035 126.120003 64.159828 52.471176 104.376976 \n", - "9/30/16 88.293922 128.270004 64.159981 50.520889 103.983254 \n", - "10/31/16 94.629646 130.990005 65.252251 49.522415 96.531174 \n", - "11/30/16 89.817619 118.419998 61.069637 54.345436 96.875198 \n", - "12/31/16 89.817619 118.419998 61.069637 54.345436 96.875198 \n", - "1/31/17 98.024269 130.320007 65.211189 51.767387 99.930870 \n", - "2/28/17 101.277916 135.539993 71.349335 53.554459 108.101776 \n", - "3/31/17 102.119156 142.050003 71.713928 54.985832 108.752106 \n", - "4/30/17 102.119156 142.050003 71.713928 54.985832 108.752106 \n", - "5/31/17 108.339951 151.460007 73.479530 60.148254 115.362129 \n", - "6/30/17 100.914902 150.979996 70.921417 55.136703 118.507919 \n", - "7/31/17 98.978752 169.250000 71.365868 51.042339 128.198517 \n", - "8/31/17 99.216187 171.970001 73.218330 52.108620 130.917969 \n", - "9/30/17 99.216187 171.970001 73.218330 52.108620 130.917969 \n", - "10/31/17 100.407692 180.059998 73.519112 52.089626 139.103470 \n", - "11/30/17 105.528229 177.179993 74.732925 55.211117 148.679840 \n", - "12/31/17 105.528229 177.179993 74.732925 55.211117 148.679840 \n", - "1/31/18 104.957459 186.889999 58.045616 54.246693 158.443603 \n", - "2/28/18 94.105843 178.320007 56.244740 54.819340 163.860092 \n", - "3/31/18 94.105843 178.320007 56.244740 54.819340 163.860092 \n", - "4/30/18 88.053032 172.000000 61.409504 55.270565 159.264770 \n", - "5/31/18 86.851974 191.779999 58.260304 54.691010 167.914017 \n", - "6/30/18 86.851974 191.779999 58.260304 54.691010 167.914017 \n", - "7/31/18 94.732704 172.580002 63.050781 50.560478 168.455444 \n", - "8/31/18 97.664635 175.729996 62.199135 51.942581 175.698608 \n", - "9/30/18 97.664635 175.729996 62.199135 51.942581 175.698608 \n", - "10/31/18 104.106316 151.789993 66.262566 56.626644 143.582916 \n", - "11/30/18 105.929520 140.610001 52.826702 65.186462 157.463242 \n", - "12/31/18 104.834038 131.089996 54.800213 62.919781 138.625458 \n", - "1/31/19 103.777664 166.690002 54.993275 66.573822 156.908905 \n", - "2/28/19 108.968254 161.449997 57.811955 69.003349 171.875061 \n", - "3/31/19 108.968254 161.449997 57.811955 69.003349 171.875061 \n", - "4/30/19 122.919106 193.399994 62.153934 76.290642 195.206070 \n", - "5/31/19 130.636734 177.470001 57.865437 75.046150 182.045792 \n", - "6/30/19 130.636734 177.470001 57.865437 75.046150 182.045792 \n", - "7/31/19 150.218384 194.229996 73.314941 93.427818 213.362274 \n", - "8/31/19 150.218384 194.229996 73.314941 93.427818 213.362274 \n", - "9/30/19 154.186569 178.080002 74.780304 87.572060 204.372528 \n", - "10/31/19 146.108658 191.649994 62.366497 83.749084 220.197098 \n", - "11/30/19 146.108658 191.649994 62.366497 83.749084 220.197098 \n", - "12/31/19 146.979996 205.250000 75.410004 87.512138 237.410004 \n", + " HSY FB EIX SBUX MCO HII \\\n", + "Date \n", + "3/31/15 89.785667 82.220001 53.208439 43.336098 97.564026 131.290314 \n", + "4/30/15 81.786682 78.769997 51.905262 45.377064 101.060547 123.271454 \n", + "5/31/15 81.786682 78.769997 51.905262 45.377064 101.060547 123.271454 \n", + "6/30/15 79.484596 85.769997 47.695503 49.230713 101.788795 105.818543 \n", + "7/31/15 83.117447 94.010002 51.497070 53.187904 104.117599 110.348679 \n", "\n", - " HII RL LNT AXP \n", - "Date \n", - "3/31/15 131.290314 118.733910 26.846176 72.461044 \n", - "4/30/15 123.271454 120.458458 25.997549 71.839569 \n", - "5/31/15 123.271454 120.458458 25.997549 71.839569 \n", - "6/30/15 105.818543 119.940102 24.815250 72.359734 \n", - "7/31/15 110.348679 114.077202 26.687109 70.814239 \n", - "8/31/15 106.214287 100.756577 24.587204 71.428711 \n", - "9/30/15 101.091324 107.559921 25.376841 69.017326 \n", - "10/31/15 101.091324 107.559921 25.376841 69.017326 \n", - "11/30/15 123.981049 113.067169 26.354477 66.951530 \n", - "12/31/15 120.126739 101.939995 27.344021 64.998291 \n", - "1/31/16 120.126739 101.939995 27.344021 64.998291 \n", - "2/29/16 124.113609 82.993134 30.032972 52.169907 \n", - "3/31/16 130.172043 88.480911 32.830753 57.632820 \n", - "4/30/16 130.172043 88.480911 32.830753 57.632820 \n", - "5/31/16 146.310715 86.706879 33.032482 62.024155 \n", - "6/30/16 160.254120 82.848854 35.395138 57.596676 \n", - "7/31/16 160.254120 82.848854 35.395138 57.596676 \n", - "8/31/16 157.998459 95.791069 34.084858 62.165730 \n", - "9/30/16 146.758621 93.978600 34.408192 60.705921 \n", - "10/31/16 154.353867 91.153854 34.444859 63.278843 \n", - "11/30/16 171.582657 97.202904 32.516678 68.633064 \n", - "12/31/16 171.582657 97.202904 32.516678 68.633064 \n", - "1/31/17 186.172348 82.627090 34.375820 73.078163 \n", - "2/28/17 209.727035 74.124245 36.046673 76.599075 \n", - "3/31/17 192.729462 76.733871 36.165375 75.690155 \n", - "4/30/17 192.729462 76.733871 36.165375 75.690155 \n", - "5/31/17 189.044250 63.741196 38.164089 73.916206 \n", - "6/30/17 179.727646 69.861298 36.967716 80.929298 \n", - "7/31/17 198.988327 71.612564 37.588726 82.189453 \n", - "8/31/17 207.165482 83.199310 39.638351 83.028412 \n", - "9/30/17 207.165482 83.199310 39.638351 83.028412 \n", - "10/31/17 225.436218 85.134346 40.411568 92.467964 \n", - "11/30/17 234.709640 90.579590 42.139767 94.587990 \n", - "12/31/17 234.709640 90.579590 42.139767 94.587990 \n", - "1/31/18 230.698532 109.348480 37.450371 96.563484 \n", - "2/28/18 255.141953 101.246101 36.414009 94.727425 \n", - "3/31/18 255.141953 101.246101 36.414009 94.727425 \n", - "4/30/18 236.834793 105.563690 40.784012 96.292183 \n", - "5/31/18 215.974136 129.328735 39.331177 95.853394 \n", - "6/30/18 215.974136 129.328735 39.331177 95.853394 \n", - "7/31/18 227.677994 130.355804 41.123840 97.391411 \n", - "8/31/18 239.533402 128.260132 40.999428 103.713257 \n", - "9/30/18 239.533402 128.260132 40.999428 103.713257 \n", - "10/31/18 214.068207 125.741570 41.451687 100.895607 \n", - "11/30/18 212.000534 108.075081 43.775990 110.265244 \n", - "12/31/18 187.219574 100.991310 40.747639 93.617920 \n", - "1/31/19 203.097473 113.368751 43.245396 101.278946 \n", - "2/28/19 206.814835 122.183273 44.606846 106.249206 \n", - "3/31/19 206.814835 122.183273 44.606846 106.249206 \n", - "4/30/19 219.821610 129.084000 46.279095 116.017158 \n", - "5/31/19 203.410919 103.135735 46.504463 113.523231 \n", - "6/30/19 203.410919 103.135735 46.504463 113.523231 \n", - "7/31/19 226.397797 102.866303 48.888660 123.468193 \n", - "8/31/19 226.397797 102.866303 48.888660 123.468193 \n", - "9/30/19 210.915329 94.914963 53.220940 117.422356 \n", - "10/31/19 224.728058 95.501526 52.996922 116.874901 \n", - "11/30/19 224.728058 95.501526 52.996922 116.874901 \n", - "12/31/19 250.880005 117.220001 54.368046 124.059998 \n", + " RL LNT AXP \n", + "Date \n", + "3/31/15 118.733910 26.846176 72.461044 \n", + "4/30/15 120.458458 25.997549 71.839569 \n", + "5/31/15 120.458458 25.997549 71.839569 \n", + "6/30/15 119.940102 24.815250 72.359734 \n", + "7/31/15 114.077202 26.687109 70.814239 \n", "\n", - "[58 rows x 100 columns]" + "[5 rows x 100 columns]" ] }, - "execution_count": 4, + "execution_count": 16, "metadata": {}, "output_type": "execute_result" } @@ -1745,12 +261,12 @@ "source": [ "csv_path = Path('monthly_data.csv')\n", "monthly_df = pd.read_csv(csv_path, index_col = \"Date\")\n", - "monthly_df" + "monthly_df.head()" ] }, { "cell_type": "code", - "execution_count": 7, + "execution_count": 17, "metadata": {}, "outputs": [], "source": [ @@ -1759,7 +275,7 @@ }, { "cell_type": "code", - "execution_count": 13, + "execution_count": 18, "metadata": {}, "outputs": [ { @@ -1779,7 +295,7 @@ "Length: 100, dtype: float64" ] }, - "execution_count": 13, + "execution_count": 18, "metadata": {}, "output_type": "execute_result" } @@ -1791,16 +307,16 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": 19, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "" + "" ] }, - "execution_count": 9, + "execution_count": 19, "metadata": {}, "output_type": "execute_result" }, @@ -1821,6 +337,13 @@ "sharpe_ratio.plot(kind='bar', figsize=(25,10))" ] }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + }, { "cell_type": "code", "execution_count": null, @@ -1845,7 +368,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.5" + "version": "3.7.4" } }, "nbformat": 4, From 89ee25a7d49034b3fa1dc0299aa7e1b4a3fb6a8a Mon Sep 17 00:00:00 2001 From: rhahn28 Date: Wed, 12 Feb 2020 19:57:52 -0500 Subject: [PATCH 2/2] second try adding working copy of sharpe ratio --- ..._Research_Data_Factors-checkpoint-old.csv} | 0 ...=> Linear_Regression_old-checkpoint.ipynb} | 0 ...ynb => data_cleaning_old-checkpoint.ipynb} | 0 ...pynb => sharpe_ratio_old-checkpoint.ipynb} | 0 Linear_Regression.ipynb | 2068 ----------------- Linear_Regression_old.ipynb | 548 +++++ ..._cleaning.ipynb => data_cleaning_old.ipynb | 0 sharpe_ratio.ipynb => sharpe_ratio_old.ipynb | 0 8 files changed, 548 insertions(+), 2068 deletions(-) rename .ipynb_checkpoints/{F-F_Research_Data_Factors-checkpoint.csv => F-F_Research_Data_Factors-checkpoint-old.csv} (100%) rename .ipynb_checkpoints/{Linear_Regression-checkpoint.ipynb => Linear_Regression_old-checkpoint.ipynb} (100%) rename .ipynb_checkpoints/{data_cleaning-checkpoint.ipynb => data_cleaning_old-checkpoint.ipynb} (100%) rename .ipynb_checkpoints/{sharpe_ratio-checkpoint.ipynb => sharpe_ratio_old-checkpoint.ipynb} (100%) delete mode 100644 Linear_Regression.ipynb create mode 100644 Linear_Regression_old.ipynb rename data_cleaning.ipynb => data_cleaning_old.ipynb (100%) rename sharpe_ratio.ipynb => sharpe_ratio_old.ipynb (100%) diff --git a/.ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint.csv b/.ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint-old.csv similarity index 100% rename from .ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint.csv rename to .ipynb_checkpoints/F-F_Research_Data_Factors-checkpoint-old.csv diff --git a/.ipynb_checkpoints/Linear_Regression-checkpoint.ipynb b/.ipynb_checkpoints/Linear_Regression_old-checkpoint.ipynb similarity index 100% rename from .ipynb_checkpoints/Linear_Regression-checkpoint.ipynb rename to .ipynb_checkpoints/Linear_Regression_old-checkpoint.ipynb diff --git a/.ipynb_checkpoints/data_cleaning-checkpoint.ipynb b/.ipynb_checkpoints/data_cleaning_old-checkpoint.ipynb similarity index 100% rename from .ipynb_checkpoints/data_cleaning-checkpoint.ipynb rename to .ipynb_checkpoints/data_cleaning_old-checkpoint.ipynb diff --git a/.ipynb_checkpoints/sharpe_ratio-checkpoint.ipynb b/.ipynb_checkpoints/sharpe_ratio_old-checkpoint.ipynb similarity index 100% rename from .ipynb_checkpoints/sharpe_ratio-checkpoint.ipynb rename to .ipynb_checkpoints/sharpe_ratio_old-checkpoint.ipynb diff --git a/Linear_Regression.ipynb b/Linear_Regression.ipynb deleted file mode 100644 index 90bd616..0000000 --- a/Linear_Regression.ipynb +++ /dev/null @@ -1,2068 +0,0 @@ -{ - "cells": [ - { - "cell_type": "code", - "execution_count": 1, - "metadata": {}, - "outputs": [], - "source": [ - "import pandas as pd\n", - "import numpy as np\n", - "from sklearn import linear_model\n", - "from pathlib import Path" - ] - }, - { - "cell_type": "code", - "execution_count": 6, - "metadata": {}, - "outputs": [ - { - "data": { - "text/html": [ - "
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DXCBBYAMGCNPWMTMRKNEMVFCMDTHST...UNHHSYFBEIXSBUXMCOHIIRLLNTAXP
Date
1/31/15NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN...NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
2/28/15NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN...NaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
3/31/1522.12888033.179913209.09005716.58027373.01541149.78084620.14197062.42157770.46037316.215014...109.71411189.78566782.22000153.20843943.33609897.564026131.290314118.73391026.84617672.461044
4/30/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
5/31/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
6/30/1522.40707028.825178212.80888415.65253463.36373149.67954321.69378158.08469467.28563716.092331...113.63442279.48459685.76999747.69550349.230713101.788795105.818543119.94010224.81525072.359734
7/31/1522.33538128.542316202.39234915.90751264.30175051.45100815.94530764.20632971.18110715.727145...113.07555483.11744794.01000251.49707053.187904104.117599110.348679114.07720226.68710970.814239
8/31/1521.16109132.475834181.50088515.51362558.21995946.99181015.85243560.32513065.64209014.388148...107.76640380.61513589.43000050.18411350.36998796.757385106.214287100.75657724.58720471.428711
9/30/1521.11546133.015205166.46015915.03038858.31890143.47086714.94756657.08144861.11518512.989917...108.52256082.74037289.90000254.48795752.33102092.870461101.091324107.55992125.37684169.017326
10/31/1521.11546133.015205166.46015915.03038858.31890143.47086714.94756657.08144861.11518512.989917...108.52256082.74037289.90000254.48795752.33102092.870461101.091324107.55992125.37684169.017326
11/30/1525.58247628.265713172.53485114.32482752.92233346.65702817.12412354.14410068.78424813.639001...105.43553278.263832104.23999851.28278056.70307997.852180123.981049113.06716926.35447766.951530
12/31/1526.81584727.285814155.52767915.51644755.59673746.89155216.75507552.41654670.57651512.765546...110.52269080.947891104.66000451.56275655.44691195.214180120.126739101.93999527.34402164.998291
1/31/1626.81584727.285814155.52767915.51644755.59673746.89155216.75507552.41654670.57651512.765546...110.52269080.947891104.66000451.56275655.44691195.214180120.126739101.93999527.34402164.998291
2/29/1623.64028929.024221135.01588415.96675460.16782444.57450124.05690254.82475371.00775912.740582...111.89434882.952133106.91999859.35683853.94156384.637756124.11360982.99313430.03297252.169907
3/31/1628.21900429.314409158.09771717.92938462.57766347.38238924.77876954.85501169.16433714.069514...121.60122784.047325114.09999963.02928555.32231192.034012130.17204388.48091132.83075357.632820
4/30/1628.21900429.314409158.09771717.92938462.57766347.38238924.77876954.85501169.16433714.069514...121.60122784.047325114.09999963.02928555.32231192.034012130.17204388.48091132.83075357.632820
5/31/1640.56236329.070423168.92314219.53780665.14345650.38240830.21368252.78820074.21792612.974280...126.10113585.288765118.80999862.80130851.04299594.389252146.31071586.70687933.03248262.024155
6/30/1641.05993727.911333137.04077220.81257667.20507052.01252436.49472052.41284280.01849413.843898...133.811340104.247917114.27999968.52713853.11670389.671700160.25412082.84885435.39513857.596676
7/31/1641.05993727.911333137.04077220.81257667.20507052.01252436.49472052.41284280.01849413.843898...133.811340104.247917114.27999968.52713853.11670389.671700160.25412082.84885435.39513857.596676
8/31/1639.03852835.098957138.28685019.70934566.20101256.68923635.67377152.89017180.65667715.218894...128.93083292.256035126.12000364.15982852.471176104.376976157.99845995.79106934.08485862.165730
9/30/1643.32911335.084381140.86662320.37597566.83114656.75933836.67602948.09201180.47258813.468453...133.28678988.293922128.27000464.15998150.520889103.983254146.75862193.97860034.40819260.705921
10/31/1645.18808435.755188129.14561519.99880864.88513953.40343534.57572646.51324876.39307413.390602...134.55300994.629646130.99000565.25225149.52241596.531174154.35386791.15385434.44485963.278843
11/30/1650.31686441.994656144.17655921.16637265.26509155.64979630.28176146.77066468.00120515.432062...151.32847689.817619118.41999861.06963754.34543696.875198171.58265797.20290432.51667868.633064
12/31/1650.31686441.994656144.17655921.16637265.26509155.64979630.28176146.77066468.00120515.432062...151.32847689.817619118.41999861.06963754.34543696.875198171.58265797.20290432.51667868.633064
1/31/1751.76005641.156464148.32370023.25107262.28830756.80997833.91693544.52139771.22750115.839879...154.94155998.024269130.32000765.21118951.76738799.930870186.17234882.62709034.37582073.078163
2/28/1757.05255940.795933163.68885824.48131066.19883060.36575732.00981145.36028375.80923515.769750...158.076721101.277916135.53999371.34933553.554459108.101776209.72703574.12424536.04667376.599075
3/31/1757.56435445.776936159.79965224.70533067.76677758.65066530.85992247.94607975.88351416.539112...157.351578102.119156142.05000371.71392854.985832108.752106192.72946276.73387136.16537575.690155
4/30/1757.56435445.776936159.79965224.70533067.76677758.65066530.85992247.94607975.88351416.539112...157.351578102.119156142.05000371.71392854.985832108.752106192.72946276.73387136.16537575.690155
5/31/1764.66293355.314182150.15945425.88984574.39112960.09985431.97410846.92557979.38758915.945264...168.068070108.339951151.46000773.47953060.148254115.362129189.04425063.74119638.16408973.916206
6/30/1764.17096753.715290161.88134824.77678771.62749559.59332330.37112050.66065683.59810616.367468...178.626968100.914902150.97999670.92141755.136703118.507919179.72764669.86129836.96771680.929298
7/31/1765.55944154.661610181.37231525.50977775.70670359.39806034.85318054.69767479.50740116.716854...184.78288398.978752169.25000071.36586851.042339128.198517198.98832771.61256437.58872682.189453
8/31/1771.09661150.838856172.64273127.05493574.35429459.37945935.95025655.29575776.33544216.233086...191.61314499.216187171.97000173.21833052.108620130.917969207.16548283.19931039.63835183.028412
9/30/1771.09661150.838856172.64273127.05493574.35429459.37945935.95025655.29575776.33544216.233086...191.61314499.216187171.97000173.21833052.108620130.917969207.16548283.19931039.63835183.028412
10/31/1776.73799952.756458182.22802727.01839483.15450351.59529133.97257662.12649276.69397017.714226...203.286987100.407692180.05999873.51911252.089626139.103470225.43621885.13434640.41156892.467964
11/30/1780.61180156.177425194.32872027.65818892.60238651.76387834.75236565.07894978.22747017.922523...221.389969105.528229177.17999374.73292555.211117148.679840234.70964090.57959042.13976794.587990
12/31/1780.61180156.177425194.32872027.65818892.60238651.76387834.75236565.07894978.22747017.922523...221.389969105.528229177.17999374.73292555.211117148.679840234.70964090.57959042.13976794.587990
1/31/1883.65775369.232704195.26773125.971605102.06147855.96341338.13926372.87200982.27169018.989470...229.744095104.957459186.88999958.04561654.246693158.443603230.698532109.34848037.45037196.563484
2/28/1886.17044168.645195185.51400825.19129486.17780351.21242135.96444766.97148176.52446016.977100...219.43969794.105843178.32000756.24474054.819340163.860092255.141953101.24610136.41400994.727425
3/31/1886.17044168.645195185.51400825.19129486.17780351.21242135.96444766.97148176.52446016.977100...219.43969794.105843178.32000756.24474054.819340163.860092255.141953101.24610136.41400994.727425
4/30/1886.78114372.989883161.51159723.58947985.19873856.09073637.12444373.11548677.19800618.089184...230.13485788.053032172.00000061.40950455.270565159.264770236.834793105.56369040.78401296.292183
5/31/1877.56075365.092903156.31251524.59642479.99781856.71957836.78428373.37767083.16151420.003532...235.10943686.851974191.77999958.26030454.691010167.914017215.974136129.32873539.33117795.853394
6/30/1877.56075365.092903156.31251524.59642479.99781856.71957836.78428373.37767083.16151420.003532...235.10943686.851974191.77999958.26030454.691010167.914017215.974136129.32873539.33117795.853394
7/31/1882.67260771.996803157.04864526.80850286.48177363.24529634.78462283.72770787.43692819.551176...247.38107394.732704172.58000263.05078150.560478168.455444227.677994130.35580441.12384097.391411
8/31/1888.86766876.343651143.66337626.41962893.44718965.85691129.42657783.78228093.42561320.102041...262.26965397.664635175.72999662.19913551.942581175.698608239.533402128.26013240.999428103.713257
9/30/1888.86766876.343651143.66337626.41962893.44718965.85691129.42657783.78228093.42561320.102041...262.26965397.664635175.72999662.19913551.942581175.698608239.533402128.26013240.999428103.713257
10/31/1871.20167567.712379111.77207925.67808997.75592871.15911929.46146675.77589487.48067518.013945...256.185089104.106316151.78999366.26256656.626644143.582916214.068207125.74157041.451687100.895607
11/30/1861.63056662.336689109.55844126.89323095.19213176.69832630.81448474.32219794.98987617.910254...276.680908105.929520140.61000152.82670265.186462157.463242212.000534108.07508143.775990110.265244
12/31/1852.13723851.49493496.07069427.10446091.30091974.38368233.29081365.66993789.09342215.902760...244.977097104.834038131.08999654.80021362.919781138.625458187.219574100.99131040.74763993.617920
1/31/1962.87455457.601208103.47514329.68720893.92773472.45620032.77198877.48021786.57616417.228785...265.706543103.777664166.69000254.99327566.573822156.908905203.097473113.36875143.245396101.278946
2/28/1964.58074266.935638108.39637029.20735997.02499479.13427032.78159380.41667288.64286818.707445...238.191849108.968254161.44999757.81195569.003349171.875061206.814835122.18327344.606846106.249206
3/31/1964.58074266.935638108.39637029.20735997.02499479.13427032.78159380.41667288.64286818.707445...238.191849108.968254161.44999757.81195569.003349171.875061206.814835122.18327344.606846106.249206
4/30/1964.65377872.870277109.69185630.040749101.34094277.14263930.71038887.46104487.46434018.549736...230.068802122.919106193.39999462.15393476.290642195.206070219.821610129.08400046.279095116.017158
5/31/1946.75449861.37320383.18335027.828625100.49236377.63269032.71753780.55620691.17723117.460276...238.686386130.636734177.47000157.86543775.046150182.045792203.410919103.13573546.504463113.523231
6/30/1946.75449861.37320383.18335027.828625100.49236377.63269032.71753780.55620691.17723117.460276...238.686386130.636734177.47000157.86543775.046150182.045792203.410919103.13573546.504463113.523231
7/31/1955.09658875.52273685.13838228.386372109.34884681.88065336.25666086.499443100.94708216.956413...246.892044150.218384194.22999673.31494193.427818213.362274226.397797102.86630348.888660123.468193
8/31/1955.09658875.52273685.13838228.386372109.34884681.88065336.25666086.499443100.94708216.956413...246.892044150.218384194.22999673.31494193.427818213.362274226.397797102.86630348.888660123.468193
9/30/1929.32919768.58316883.04402229.837587118.15004783.60671237.78518788.517586108.10444617.060812...216.487717154.186569178.08000274.78030487.572060204.372528210.91532994.91496353.220940117.422356
10/31/1927.50979271.40642579.58676128.740181116.73638986.06982439.58875781.853157108.38311816.172741...251.732208146.108658191.64999462.36649783.749084220.197098224.72805895.50152652.996922116.874901
11/30/1927.50979271.40642579.58676128.740181116.73638986.06982439.58875781.853157108.38311816.172741...251.732208146.108658191.64999462.36649783.749084220.197098224.72805895.50152652.996922116.874901
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60 rows × 100 columns

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UNH \\\n", - "Date ... \n", - "1/31/15 NaN NaN NaN NaN ... NaN \n", - "2/28/15 NaN NaN NaN NaN ... NaN \n", - "3/31/15 20.141970 62.421577 70.460373 16.215014 ... 109.714111 \n", - "4/30/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", - "5/31/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", - "6/30/15 21.693781 58.084694 67.285637 16.092331 ... 113.634422 \n", - "7/31/15 15.945307 64.206329 71.181107 15.727145 ... 113.075554 \n", - "8/31/15 15.852435 60.325130 65.642090 14.388148 ... 107.766403 \n", - "9/30/15 14.947566 57.081448 61.115185 12.989917 ... 108.522560 \n", - "10/31/15 14.947566 57.081448 61.115185 12.989917 ... 108.522560 \n", - "11/30/15 17.124123 54.144100 68.784248 13.639001 ... 105.435532 \n", - "12/31/15 16.755075 52.416546 70.576515 12.765546 ... 110.522690 \n", - "1/31/16 16.755075 52.416546 70.576515 12.765546 ... 110.522690 \n", - "2/29/16 24.056902 54.824753 71.007759 12.740582 ... 111.894348 \n", - "3/31/16 24.778769 54.855011 69.164337 14.069514 ... 121.601227 \n", - "4/30/16 24.778769 54.855011 69.164337 14.069514 ... 121.601227 \n", - "5/31/16 30.213682 52.788200 74.217926 12.974280 ... 126.101135 \n", - "6/30/16 36.494720 52.412842 80.018494 13.843898 ... 133.811340 \n", - "7/31/16 36.494720 52.412842 80.018494 13.843898 ... 133.811340 \n", - "8/31/16 35.673771 52.890171 80.656677 15.218894 ... 128.930832 \n", - "9/30/16 36.676029 48.092011 80.472588 13.468453 ... 133.286789 \n", - "10/31/16 34.575726 46.513248 76.393074 13.390602 ... 134.553009 \n", - "11/30/16 30.281761 46.770664 68.001205 15.432062 ... 151.328476 \n", - "12/31/16 30.281761 46.770664 68.001205 15.432062 ... 151.328476 \n", - "1/31/17 33.916935 44.521397 71.227501 15.839879 ... 154.941559 \n", - "2/28/17 32.009811 45.360283 75.809235 15.769750 ... 158.076721 \n", - "3/31/17 30.859922 47.946079 75.883514 16.539112 ... 157.351578 \n", - "4/30/17 30.859922 47.946079 75.883514 16.539112 ... 157.351578 \n", - "5/31/17 31.974108 46.925579 79.387589 15.945264 ... 168.068070 \n", - "6/30/17 30.371120 50.660656 83.598106 16.367468 ... 178.626968 \n", - "7/31/17 34.853180 54.697674 79.507401 16.716854 ... 184.782883 \n", - "8/31/17 35.950256 55.295757 76.335442 16.233086 ... 191.613144 \n", - "9/30/17 35.950256 55.295757 76.335442 16.233086 ... 191.613144 \n", - "10/31/17 33.972576 62.126492 76.693970 17.714226 ... 203.286987 \n", - "11/30/17 34.752365 65.078949 78.227470 17.922523 ... 221.389969 \n", - "12/31/17 34.752365 65.078949 78.227470 17.922523 ... 221.389969 \n", - "1/31/18 38.139263 72.872009 82.271690 18.989470 ... 229.744095 \n", - "2/28/18 35.964447 66.971481 76.524460 16.977100 ... 219.439697 \n", - "3/31/18 35.964447 66.971481 76.524460 16.977100 ... 219.439697 \n", - "4/30/18 37.124443 73.115486 77.198006 18.089184 ... 230.134857 \n", - "5/31/18 36.784283 73.377670 83.161514 20.003532 ... 235.109436 \n", - "6/30/18 36.784283 73.377670 83.161514 20.003532 ... 235.109436 \n", - "7/31/18 34.784622 83.727707 87.436928 19.551176 ... 247.381073 \n", - "8/31/18 29.426577 83.782280 93.425613 20.102041 ... 262.269653 \n", - "9/30/18 29.426577 83.782280 93.425613 20.102041 ... 262.269653 \n", - "10/31/18 29.461466 75.775894 87.480675 18.013945 ... 256.185089 \n", - "11/30/18 30.814484 74.322197 94.989876 17.910254 ... 276.680908 \n", - "12/31/18 33.290813 65.669937 89.093422 15.902760 ... 244.977097 \n", - "1/31/19 32.771988 77.480217 86.576164 17.228785 ... 265.706543 \n", - "2/28/19 32.781593 80.416672 88.642868 18.707445 ... 238.191849 \n", - "3/31/19 32.781593 80.416672 88.642868 18.707445 ... 238.191849 \n", - "4/30/19 30.710388 87.461044 87.464340 18.549736 ... 230.068802 \n", - "5/31/19 32.717537 80.556206 91.177231 17.460276 ... 238.686386 \n", - "6/30/19 32.717537 80.556206 91.177231 17.460276 ... 238.686386 \n", - "7/31/19 36.256660 86.499443 100.947082 16.956413 ... 246.892044 \n", - "8/31/19 36.256660 86.499443 100.947082 16.956413 ... 246.892044 \n", - "9/30/19 37.785187 88.517586 108.104446 17.060812 ... 216.487717 \n", - "10/31/19 39.588757 81.853157 108.383118 16.172741 ... 251.732208 \n", - "11/30/19 39.588757 81.853157 108.383118 16.172741 ... 251.732208 \n", - "12/31/19 43.450001 99.660004 113.449997 18.549999 ... 293.980011 \n", - "\n", - " HSY FB EIX SBUX MCO \\\n", - "Date \n", - "1/31/15 NaN NaN NaN NaN NaN \n", - "2/28/15 NaN NaN NaN NaN NaN \n", - "3/31/15 89.785667 82.220001 53.208439 43.336098 97.564026 \n", - "4/30/15 81.786682 78.769997 51.905262 45.377064 101.060547 \n", - "5/31/15 81.786682 78.769997 51.905262 45.377064 101.060547 \n", - "6/30/15 79.484596 85.769997 47.695503 49.230713 101.788795 \n", - "7/31/15 83.117447 94.010002 51.497070 53.187904 104.117599 \n", - "8/31/15 80.615135 89.430000 50.184113 50.369987 96.757385 \n", - "9/30/15 82.740372 89.900002 54.487957 52.331020 92.870461 \n", - "10/31/15 82.740372 89.900002 54.487957 52.331020 92.870461 \n", - "11/30/15 78.263832 104.239998 51.282780 56.703079 97.852180 \n", - "12/31/15 80.947891 104.660004 51.562756 55.446911 95.214180 \n", - "1/31/16 80.947891 104.660004 51.562756 55.446911 95.214180 \n", - "2/29/16 82.952133 106.919998 59.356838 53.941563 84.637756 \n", - "3/31/16 84.047325 114.099999 63.029285 55.322311 92.034012 \n", - "4/30/16 84.047325 114.099999 63.029285 55.322311 92.034012 \n", - "5/31/16 85.288765 118.809998 62.801308 51.042995 94.389252 \n", - "6/30/16 104.247917 114.279999 68.527138 53.116703 89.671700 \n", - "7/31/16 104.247917 114.279999 68.527138 53.116703 89.671700 \n", - "8/31/16 92.256035 126.120003 64.159828 52.471176 104.376976 \n", - "9/30/16 88.293922 128.270004 64.159981 50.520889 103.983254 \n", - "10/31/16 94.629646 130.990005 65.252251 49.522415 96.531174 \n", - "11/30/16 89.817619 118.419998 61.069637 54.345436 96.875198 \n", - "12/31/16 89.817619 118.419998 61.069637 54.345436 96.875198 \n", - "1/31/17 98.024269 130.320007 65.211189 51.767387 99.930870 \n", - "2/28/17 101.277916 135.539993 71.349335 53.554459 108.101776 \n", - "3/31/17 102.119156 142.050003 71.713928 54.985832 108.752106 \n", - "4/30/17 102.119156 142.050003 71.713928 54.985832 108.752106 \n", - "5/31/17 108.339951 151.460007 73.479530 60.148254 115.362129 \n", - "6/30/17 100.914902 150.979996 70.921417 55.136703 118.507919 \n", - "7/31/17 98.978752 169.250000 71.365868 51.042339 128.198517 \n", - "8/31/17 99.216187 171.970001 73.218330 52.108620 130.917969 \n", - "9/30/17 99.216187 171.970001 73.218330 52.108620 130.917969 \n", - "10/31/17 100.407692 180.059998 73.519112 52.089626 139.103470 \n", - "11/30/17 105.528229 177.179993 74.732925 55.211117 148.679840 \n", - "12/31/17 105.528229 177.179993 74.732925 55.211117 148.679840 \n", - "1/31/18 104.957459 186.889999 58.045616 54.246693 158.443603 \n", - "2/28/18 94.105843 178.320007 56.244740 54.819340 163.860092 \n", - "3/31/18 94.105843 178.320007 56.244740 54.819340 163.860092 \n", - "4/30/18 88.053032 172.000000 61.409504 55.270565 159.264770 \n", - "5/31/18 86.851974 191.779999 58.260304 54.691010 167.914017 \n", - "6/30/18 86.851974 191.779999 58.260304 54.691010 167.914017 \n", - "7/31/18 94.732704 172.580002 63.050781 50.560478 168.455444 \n", - "8/31/18 97.664635 175.729996 62.199135 51.942581 175.698608 \n", - "9/30/18 97.664635 175.729996 62.199135 51.942581 175.698608 \n", - "10/31/18 104.106316 151.789993 66.262566 56.626644 143.582916 \n", - "11/30/18 105.929520 140.610001 52.826702 65.186462 157.463242 \n", - "12/31/18 104.834038 131.089996 54.800213 62.919781 138.625458 \n", - "1/31/19 103.777664 166.690002 54.993275 66.573822 156.908905 \n", - "2/28/19 108.968254 161.449997 57.811955 69.003349 171.875061 \n", - "3/31/19 108.968254 161.449997 57.811955 69.003349 171.875061 \n", - "4/30/19 122.919106 193.399994 62.153934 76.290642 195.206070 \n", - "5/31/19 130.636734 177.470001 57.865437 75.046150 182.045792 \n", - "6/30/19 130.636734 177.470001 57.865437 75.046150 182.045792 \n", - "7/31/19 150.218384 194.229996 73.314941 93.427818 213.362274 \n", - "8/31/19 150.218384 194.229996 73.314941 93.427818 213.362274 \n", - "9/30/19 154.186569 178.080002 74.780304 87.572060 204.372528 \n", - "10/31/19 146.108658 191.649994 62.366497 83.749084 220.197098 \n", - "11/30/19 146.108658 191.649994 62.366497 83.749084 220.197098 \n", - "12/31/19 146.979996 205.250000 75.410004 87.512138 237.410004 \n", - "\n", - " HII RL LNT AXP \n", - "Date \n", - "1/31/15 NaN NaN NaN NaN \n", - "2/28/15 NaN NaN NaN NaN \n", - "3/31/15 131.290314 118.733910 26.846176 72.461044 \n", - "4/30/15 123.271454 120.458458 25.997549 71.839569 \n", - "5/31/15 123.271454 120.458458 25.997549 71.839569 \n", - "6/30/15 105.818543 119.940102 24.815250 72.359734 \n", - "7/31/15 110.348679 114.077202 26.687109 70.814239 \n", - "8/31/15 106.214287 100.756577 24.587204 71.428711 \n", - "9/30/15 101.091324 107.559921 25.376841 69.017326 \n", - "10/31/15 101.091324 107.559921 25.376841 69.017326 \n", - "11/30/15 123.981049 113.067169 26.354477 66.951530 \n", - "12/31/15 120.126739 101.939995 27.344021 64.998291 \n", - "1/31/16 120.126739 101.939995 27.344021 64.998291 \n", - "2/29/16 124.113609 82.993134 30.032972 52.169907 \n", - "3/31/16 130.172043 88.480911 32.830753 57.632820 \n", - "4/30/16 130.172043 88.480911 32.830753 57.632820 \n", - "5/31/16 146.310715 86.706879 33.032482 62.024155 \n", - "6/30/16 160.254120 82.848854 35.395138 57.596676 \n", - "7/31/16 160.254120 82.848854 35.395138 57.596676 \n", - "8/31/16 157.998459 95.791069 34.084858 62.165730 \n", - "9/30/16 146.758621 93.978600 34.408192 60.705921 \n", - "10/31/16 154.353867 91.153854 34.444859 63.278843 \n", - "11/30/16 171.582657 97.202904 32.516678 68.633064 \n", - "12/31/16 171.582657 97.202904 32.516678 68.633064 \n", - "1/31/17 186.172348 82.627090 34.375820 73.078163 \n", - "2/28/17 209.727035 74.124245 36.046673 76.599075 \n", - "3/31/17 192.729462 76.733871 36.165375 75.690155 \n", - "4/30/17 192.729462 76.733871 36.165375 75.690155 \n", - "5/31/17 189.044250 63.741196 38.164089 73.916206 \n", - "6/30/17 179.727646 69.861298 36.967716 80.929298 \n", - "7/31/17 198.988327 71.612564 37.588726 82.189453 \n", - "8/31/17 207.165482 83.199310 39.638351 83.028412 \n", - "9/30/17 207.165482 83.199310 39.638351 83.028412 \n", - "10/31/17 225.436218 85.134346 40.411568 92.467964 \n", - "11/30/17 234.709640 90.579590 42.139767 94.587990 \n", - "12/31/17 234.709640 90.579590 42.139767 94.587990 \n", - "1/31/18 230.698532 109.348480 37.450371 96.563484 \n", - "2/28/18 255.141953 101.246101 36.414009 94.727425 \n", - "3/31/18 255.141953 101.246101 36.414009 94.727425 \n", - "4/30/18 236.834793 105.563690 40.784012 96.292183 \n", - "5/31/18 215.974136 129.328735 39.331177 95.853394 \n", - "6/30/18 215.974136 129.328735 39.331177 95.853394 \n", - "7/31/18 227.677994 130.355804 41.123840 97.391411 \n", - "8/31/18 239.533402 128.260132 40.999428 103.713257 \n", - "9/30/18 239.533402 128.260132 40.999428 103.713257 \n", - "10/31/18 214.068207 125.741570 41.451687 100.895607 \n", - "11/30/18 212.000534 108.075081 43.775990 110.265244 \n", - "12/31/18 187.219574 100.991310 40.747639 93.617920 \n", - "1/31/19 203.097473 113.368751 43.245396 101.278946 \n", - "2/28/19 206.814835 122.183273 44.606846 106.249206 \n", - "3/31/19 206.814835 122.183273 44.606846 106.249206 \n", - "4/30/19 219.821610 129.084000 46.279095 116.017158 \n", - "5/31/19 203.410919 103.135735 46.504463 113.523231 \n", - "6/30/19 203.410919 103.135735 46.504463 113.523231 \n", - "7/31/19 226.397797 102.866303 48.888660 123.468193 \n", - "8/31/19 226.397797 102.866303 48.888660 123.468193 \n", - "9/30/19 210.915329 94.914963 53.220940 117.422356 \n", - "10/31/19 224.728058 95.501526 52.996922 116.874901 \n", - "11/30/19 224.728058 95.501526 52.996922 116.874901 \n", - "12/31/19 250.880005 117.220001 54.368046 124.059998 \n", - "\n", - "[60 rows x 100 columns]" - ] - }, - "execution_count": 8, - "metadata": {}, - "output_type": "execute_result" - } - ], - "source": [ - "#importing the mmf_df\n", - "ffm_csv_path = Path('F-F_Research_Data_Factors.csv')\n", - "ffm_data = pd.read_csv(ffm_csv_path, index_col='Date')\n", - "ffm_data" - ] - }, - { - "cell_type": "code", - "execution_count": 3, - "metadata": {}, - "outputs": [ - { - "ename": "KeyError", - "evalue": "\"None of [Index(['SMB', 'HML', 'RF'], dtype='object')] are in the [columns]\"", - "output_type": "error", - "traceback": [ - "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m", - "\u001b[1;31mKeyError\u001b[0m Traceback (most recent call last)", - "\u001b[1;32m\u001b[0m in \u001b[0;36m\u001b[1;34m\u001b[0m\n\u001b[0;32m 4\u001b[0m \u001b[0mffm_data\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 5\u001b[0m \u001b[0mreg\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mlinear_model\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mLinearRegression\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 6\u001b[1;33m \u001b[0mreg\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfit\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mffm_data\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'SMB'\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'HML'\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'RF'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m,\u001b[0m\u001b[0mmonthly_df\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mGPC\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m", - "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\frame.py\u001b[0m in \u001b[0;36m__getitem__\u001b[1;34m(self, key)\u001b[0m\n\u001b[0;32m 2984\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mis_iterator\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2985\u001b[0m \u001b[0mkey\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mlist\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 2986\u001b[1;33m \u001b[0mindexer\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_convert_to_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mTrue\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 2987\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2988\u001b[0m \u001b[1;31m# take() does not accept boolean indexers\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", - "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_convert_to_indexer\u001b[1;34m(self, obj, axis, is_setter, raise_missing)\u001b[0m\n\u001b[0;32m 1283\u001b[0m \u001b[1;31m# When setting, missing keys are not allowed, even with .loc:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1284\u001b[0m \u001b[0mkwargs\u001b[0m \u001b[1;33m=\u001b[0m \u001b[1;33m{\u001b[0m\u001b[1;34m\"raise_missing\"\u001b[0m\u001b[1;33m:\u001b[0m \u001b[1;32mTrue\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mis_setter\u001b[0m \u001b[1;32melse\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m}\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1285\u001b[1;33m \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_listlike_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;33m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1286\u001b[0m \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1287\u001b[0m \u001b[1;32mtry\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", - "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_get_listlike_indexer\u001b[1;34m(self, key, axis, raise_missing)\u001b[0m\n\u001b[0;32m 1090\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1091\u001b[0m self._validate_read_indexer(\n\u001b[1;32m-> 1092\u001b[1;33m \u001b[0mkeyarr\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindexer\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mo\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_number\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mraise_missing\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1093\u001b[0m )\n\u001b[0;32m 1094\u001b[0m \u001b[1;32mreturn\u001b[0m \u001b[0mkeyarr\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindexer\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", - "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_validate_read_indexer\u001b[1;34m(self, key, indexer, axis, raise_missing)\u001b[0m\n\u001b[0;32m 1175\u001b[0m raise KeyError(\n\u001b[0;32m 1176\u001b[0m \"None of [{key}] are in the [{axis}]\".format(\n\u001b[1;32m-> 1177\u001b[1;33m \u001b[0mkey\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_name\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1178\u001b[0m )\n\u001b[0;32m 1179\u001b[0m )\n", - "\u001b[1;31mKeyError\u001b[0m: \"None of [Index(['SMB', 'HML', 'RF'], dtype='object')] are in the [columns]\"" - ] - } - ], - "source": [ - "reg = linear_model.LinearRegression()\n", - "reg.fit(ffm_data[['SMB','HML','RF']],monthly_df.GPC)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [ - "#retrieving the 3 beta coefficients\n", - "reg.coef_" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [ - "#retrieving the y intercept \n", - "reg.intercept_" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [] - } - ], - "metadata": { - "kernelspec": { - "display_name": "Python 3", - "language": "python", - "name": "python3" - }, - "language_info": { - "codemirror_mode": { - "name": "ipython", - "version": 3 - }, - "file_extension": ".py", - "mimetype": "text/x-python", - "name": "python", - "nbconvert_exporter": "python", - "pygments_lexer": "ipython3", - "version": "3.7.4" - } - }, - "nbformat": 4, - "nbformat_minor": 4 -} diff --git a/Linear_Regression_old.ipynb b/Linear_Regression_old.ipynb new file mode 100644 index 0000000..07d726d --- /dev/null +++ b/Linear_Regression_old.ipynb @@ -0,0 +1,548 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 1, + "metadata": {}, + "outputs": [], + "source": [ + "import pandas as pd\n", + "import numpy as np\n", + "from sklearn import linear_model\n", + "from pathlib import Path" + ] + }, + { + "cell_type": "code", + "execution_count": 6, + "metadata": {}, + "outputs": [ + { + "data": { + "text/html": [ + "
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5/31/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
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5/31/1521.84752330.422970220.13938917.03519169.28697251.58223724.57673160.03445467.26213816.182875...103.32363981.78668278.76999751.90526245.377064101.060547123.271454120.45845825.99754971.839569
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" + ], + "text/plain": [ + " DXC BBY AMG CNP WMT MRK \\\n", + "Date \n", + "1/31/15 NaN NaN NaN NaN NaN NaN \n", + "2/28/15 NaN NaN NaN NaN NaN NaN \n", + "3/31/15 22.128880 33.179913 209.090057 16.580273 73.015411 49.780846 \n", + "4/30/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", + "5/31/15 21.847523 30.422970 220.139389 17.035191 69.286972 51.582237 \n", + "\n", + " NEM VFC MDT HST ... UNH \\\n", + "Date ... \n", + "1/31/15 NaN NaN NaN NaN ... NaN \n", + "2/28/15 NaN NaN NaN NaN ... NaN \n", + "3/31/15 20.141970 62.421577 70.460373 16.215014 ... 109.714111 \n", + "4/30/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", + "5/31/15 24.576731 60.034454 67.262138 16.182875 ... 103.323639 \n", + "\n", + " HSY FB EIX SBUX MCO HII \\\n", + "Date \n", + "1/31/15 NaN NaN NaN NaN NaN NaN \n", + "2/28/15 NaN NaN NaN NaN NaN NaN \n", + "3/31/15 89.785667 82.220001 53.208439 43.336098 97.564026 131.290314 \n", + "4/30/15 81.786682 78.769997 51.905262 45.377064 101.060547 123.271454 \n", + "5/31/15 81.786682 78.769997 51.905262 45.377064 101.060547 123.271454 \n", + "\n", + " RL LNT AXP \n", + "Date \n", + "1/31/15 NaN NaN NaN \n", + "2/28/15 NaN NaN NaN \n", + "3/31/15 118.733910 26.846176 72.461044 \n", + "4/30/15 120.458458 25.997549 71.839569 \n", + "5/31/15 120.458458 25.997549 71.839569 \n", + "\n", + "[5 rows x 100 columns]" + ] + }, + "execution_count": 10, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "#importing the mmf_df\n", + "ffm_csv_path = Path('F-F_Research_Data_Factors.csv')\n", + "ffm_data = pd.read_csv(ffm_csv_path, index_col='Date')\n", + "ffm_data.head()" + ] + }, + { + "cell_type": "code", + "execution_count": 13, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "LinearRegression(copy_X=True, fit_intercept=True, n_jobs=None, normalize=False)" + ] + }, + "execution_count": 13, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "reg = linear_model.LinearRegression()\n", + "reg" + ] + }, + { + "cell_type": "code", + "execution_count": 12, + "metadata": {}, + "outputs": [ + { + "ename": "KeyError", + "evalue": "\"None of [Index(['SMB', 'HML', 'RF'], dtype='object')] are in the [columns]\"", + "output_type": "error", + "traceback": [ + "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m", + "\u001b[1;31mKeyError\u001b[0m Traceback (most recent call last)", + "\u001b[1;32m\u001b[0m in \u001b[0;36m\u001b[1;34m\u001b[0m\n\u001b[0;32m 1\u001b[0m \u001b[0mreg\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mlinear_model\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mLinearRegression\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 2\u001b[1;33m \u001b[0mreg\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfit\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mffm_data\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'SMB'\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'HML'\u001b[0m\u001b[1;33m,\u001b[0m\u001b[1;34m'RF'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m,\u001b[0m\u001b[0mmonthly_df\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\frame.py\u001b[0m in \u001b[0;36m__getitem__\u001b[1;34m(self, key)\u001b[0m\n\u001b[0;32m 2984\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mis_iterator\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2985\u001b[0m \u001b[0mkey\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mlist\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 2986\u001b[1;33m \u001b[0mindexer\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mloc\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_convert_to_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;32mTrue\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 2987\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 2988\u001b[0m \u001b[1;31m# take() does not accept boolean indexers\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_convert_to_indexer\u001b[1;34m(self, obj, axis, is_setter, raise_missing)\u001b[0m\n\u001b[0;32m 1283\u001b[0m \u001b[1;31m# When setting, missing keys are not allowed, even with .loc:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1284\u001b[0m \u001b[0mkwargs\u001b[0m \u001b[1;33m=\u001b[0m \u001b[1;33m{\u001b[0m\u001b[1;34m\"raise_missing\"\u001b[0m\u001b[1;33m:\u001b[0m \u001b[1;32mTrue\u001b[0m \u001b[1;32mif\u001b[0m \u001b[0mis_setter\u001b[0m \u001b[1;32melse\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m}\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1285\u001b[1;33m \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_listlike_indexer\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;33m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1286\u001b[0m \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1287\u001b[0m \u001b[1;32mtry\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_get_listlike_indexer\u001b[1;34m(self, key, axis, raise_missing)\u001b[0m\n\u001b[0;32m 1090\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 1091\u001b[0m self._validate_read_indexer(\n\u001b[1;32m-> 1092\u001b[1;33m \u001b[0mkeyarr\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindexer\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mo\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_number\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mraise_missing\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mraise_missing\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1093\u001b[0m )\n\u001b[0;32m 1094\u001b[0m \u001b[1;32mreturn\u001b[0m \u001b[0mkeyarr\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mindexer\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", + "\u001b[1;32mC:\\ProgramData\\Anaconda3\\lib\\site-packages\\pandas\\core\\indexing.py\u001b[0m in \u001b[0;36m_validate_read_indexer\u001b[1;34m(self, key, indexer, axis, raise_missing)\u001b[0m\n\u001b[0;32m 1175\u001b[0m raise KeyError(\n\u001b[0;32m 1176\u001b[0m \"None of [{key}] are in the [{axis}]\".format(\n\u001b[1;32m-> 1177\u001b[1;33m \u001b[0mkey\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mkey\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mobj\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_get_axis_name\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 1178\u001b[0m )\n\u001b[0;32m 1179\u001b[0m )\n", + "\u001b[1;31mKeyError\u001b[0m: \"None of [Index(['SMB', 'HML', 'RF'], dtype='object')] are in the [columns]\"" + ] + } + ], + "source": [ + "reg.fit(ffm_data[['SMB','HML','RF']],monthly_df)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "#retrieving the 3 beta coefficients\n", + "reg.coef_" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "#retrieving the y intercept \n", + "reg.intercept_" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.7.4" + } + }, + "nbformat": 4, + "nbformat_minor": 4 +} diff --git a/data_cleaning.ipynb b/data_cleaning_old.ipynb similarity index 100% rename from data_cleaning.ipynb rename to data_cleaning_old.ipynb diff --git a/sharpe_ratio.ipynb b/sharpe_ratio_old.ipynb similarity index 100% rename from sharpe_ratio.ipynb rename to sharpe_ratio_old.ipynb