Items like a global pandemic are not pre-planned, but US presidential elections are.Īre there certain events that we suspect impact the stock returns more than others? Can we look at some of these and determine the size of the impact on stock returns? The Fed Most notably is the Covid-19 pandemic, but you can probably spot the great financial crisis and other bigger moves like the 2016 election. Looking at the chart above, most of us would be able to identify a few points on the chart even if we didn’t display the date labels on the X-axis. But for the analysis we will be doing, this won’t be a primary concern. The data source that includes them is a premium service currently from Alpha Vantage. One thing to note about this data is that it doesn’t include dividends. Return pd.read_csv(url, parse_dates=, index_col='timestamp').sort_index() Print("Put your AlphaVantage API key in the file '.alphavantage.key' in your home directory: ", ex)įunction = "TIME_SERIES_DAILY" # daily dataĭatatype = "csv" # CSV - comma separated values import pandas as pdĪPI_KEY = open(os.path.expanduser("~/.alphavantage.key"), 'r').readline().strip() You should get your own API key if you want to follow along on your own since I cannot give you this data. We’ll be getting our data from Alpha Vantage, just like last time. Again, SPY is a special type of stock that mirrors the return of the S&P 500. Getting dataįirst, let’s grab our historical stock data. In this article, we’ll build on that knowledge to look at daily returns for the stock market and how they are impacted by some major events. In my earlier article on financial market data analysis with pandas, I looked at the basics of obtaining free market data, visualizing the returns of the SPY Exchange Traded Fund, and examined the concept of seasonality, finding some evidence of it in the data. We can use pandas to obtain financial data and see the impacts of events the returns of stocks. Sometimes these events are unexpected or a surprise (natural disasters, global pandemics, terrorism) and other times they are scheduled (presidential elections, earnings announcements, financial data releases). Stock returns can be heavily impacted by certain events.
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