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Python for Finance Cookbook

You're reading from  Python for Finance Cookbook

Product type Book
Published in Jan 2020
Publisher Packt
ISBN-13 9781789618518
Pages 432 pages
Edition 1st Edition
Languages
Concepts
Author (1):
Eryk Lewinson Eryk Lewinson
Profile icon Eryk Lewinson
LinkedIn
Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
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Table of Contents (12) Chapters

Preface Financial Data and Preprocessing Technical Analysis in Python Time Series Modeling Multi-Factor Models Modeling Volatility with GARCH Class Models Monte Carlo Simulations in Finance Asset Allocation in Python Identifying Credit Default with Machine Learning Advanced Machine Learning Models in Finance Deep Learning in Finance Other Books You May Enjoy

Getting data from Yahoo Finance

One of the most popular sources of free financial data is Yahoo Finance. It contains not only historical and current stock prices in different frequencies (daily, weekly, monthly), but also calculated metrics, such as the beta (a measure of the volatility of an individual asset in comparison to the volatility of the entire market) and many more. In this recipe, we focus on retrieving historical stock prices.

For a long period of time, the go-to tool for downloading data from Yahoo Finance was the pandas-datareader library. The goal of the library was to extract data from a variety of sources and store it in the form of a pandas DataFrame. However, after some changes to the Yahoo Finance API, this functionality was deprecated. It is still good to be familiar with this library, as it facilitates downloading data from sources such as FRED (Federal...

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Authors (1)

Profile icon Eryk Lewinson
LinkedIn
Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
Read more
See other products by Eryk Lewinson

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