{"id":3246,"date":"2017-10-11T15:20:18","date_gmt":"2017-10-11T15:20:18","guid":{"rendered":"http:\/\/joapen.com\/blog\/?p=3246"},"modified":"2017-11-10T18:09:23","modified_gmt":"2017-11-10T18:09:23","slug":"quantitative-trading-strategy-pandas-matplotlib","status":"publish","type":"post","link":"http:\/\/joapen.com\/blog\/2017\/10\/11\/quantitative-trading-strategy-pandas-matplotlib\/","title":{"rendered":"Quantitative trading strategy: Pandas and matplotlib"},"content":{"rendered":"

Start from basis is important to me to understand how to handle basic data and start having real contact with the data and the code.<\/p>\n

I found this tutorial<\/a> very useful for these purposes. The use of Pandas for reading data from yahoo, google… and matplotlib to build an easy chart is key to take the first steps. The best of the tutorial are the comments about each step.<\/p>\n

Problems I have found<\/h1>\n

Yahoo has closed the API that enabled Pandas to retrieve data. My colleague has found a workaround to continue using the API. The solution consists on:<\/p>\n

    \n
  1. Add with pip the library: fix_yahoo_finance<\/a>.<\/li>\n
  2. Add these 2 lines to the code:<\/li>\n<\/ol>\n

    import fix_yahoo_finance as yf<\/em><\/p>\n

    yf.pdr_override() # <== that’s all it takes \ud83d\ude42<\/em><\/p>\n

    This video<\/a> is a must see to me as Jev Kuznetsov<\/a> explains it from scratch.<\/p>\n