import numpy as np
import pandas as pd
import pandas_datareader. data as web
import matplotlib. pyplot as plt
all_data = { ticker: web. get_data_yahoo( ticker) for ticker in [ 'AAPL' , 'IBM' , 'MSFT' , 'GOOG' ] }
price = pd. DataFrame( { ticker: data[ 'Adj Close' ] for ticker, data in all_data. items( ) } )
volume = pd. DataFrame( { ticker: data[ 'Volume' ] for ticker, data in all_data. items( ) } )
returns = price. pct_change( )
returns. tail( )
AAPL IBM MSFT GOOG Date 2020-06-08 0.005912 0.027942 0.006197 0.005715 2020-06-09 0.031578 -0.028582 0.007645 0.006602 2020-06-10 0.025728 -0.015166 0.037092 0.006654 2020-06-11 -0.048010 -0.091322 -0.053698 -0.042303 2020-06-12 0.008634 0.033048 0.007892 0.006653
import seaborn as sns
obj= np. random. normal( 0 , 1 , size= 100 )
obj2 = np. random. normal( 10 , 2 , size= 100 )
values = pd. Series( np. concatenate( [ obj, obj2] ) )
sns. distplot( values, bins= 100 , color= 'k' )
<matplotlib.axes._subplots.AxesSubplot at 0x236f2f88908>
values = price[ 'AAPL' ]
sns. distplot( values, bins= 100 , color= 'k' )
<matplotlib.axes._subplots.AxesSubplot at 0x236ec07c5c0>
price[ 'AAPL' ] . plot( )
<matplotlib.axes._subplots.AxesSubplot at 0x236f11105f8>
sns. regplot( 'AAPL' , 'IBM' , data= price)
plt. title( 'Changes in log %s versus log %s' % ( 'AAPL' , 'IBM' ) )
Text(0.5, 1.0, 'Changes in log AAPL versus log IBM')