The following program generates a return matrix with three stocks plus S&P500:
import statsimport numpy as np
import pandas as pd
tickers=['IBM','dell','wmt']
path1='http://chart.yahoo.com/table.csv?s=^GSPC'
final=pd.read_csv(path1,usecols=[0,6],index_col=0)
final.columns=['^GSPC']
path2='http://chart.yahoo.com/table.csv?s=ttt'
for ticker in tickers:
print ticker
x = pd.read_csv(path2.replace('ttt',ticker),usecols=[0,6],index_col=0)
x.columns=[ticker]
final=pd.merge(final,x,left_index=True,right_index=True)To show the first and last few lines, we use the .head() and .tail() functions as follows:
>>>final.head()
^GSPC IBM dell wmt
Date
2013-10-18 1744.50 172.85 13.83 75.71
2013-10-17 1733.15 173.90 13.85 75.78
2013-10-16 1721.54 185.73 13.85 75.60
2013-10-15 1698.06 183.67 13.83 74.37
2013-10-14 1710.14 185.97 13.85 74.68
>>>final.tail()
...
