Quantitative calculations
Author: Matthew Wright, CPA, PSM, ACA
This software creates quantitative based calculations with time series results in a graphical output format
To run this program:
#1) Get poetry operational for your environment
pip install poetry
python -m poetry lock --no-update
python -m poetry install
need extra package? poetry add 'packagename'
#2) Running program
For index argument, current options are:
S&P 500 Index: "^GSPC"
Dow Jones Industrial Average: "^DJI"
Nasdaq Composite: "^IXIC"
Russell 2000 Index: "^RUT"
MSCI Emerging Markets Index: "^EEM"
CBOE Volatility Index (VIX): "^VIX"
For tickers, create a list of any NYSE stocks
start_date: YYYY-MM-DD format
date_range = YYYY-MM-DD format of end of first period
periods= # of periods of comparison
freq = Valid frequency intervals:
[1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo]
Example output of:
tickers_list = ["UL", "HSBC", "AZN", "BP", "VOD", "BHP", "GSK"]
index = "^GSPC"
start_date = '2020-01-01'
date_range = pd.date_range('2021-01-31', periods=24, freq='M')