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Hands-On Financial Trading with Python

You're reading from   Hands-On Financial Trading with Python A practical guide to using Zipline and other Python libraries for backtesting trading strategies

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Product type Paperback
Published in Apr 2021
Publisher Packt
ISBN-13 9781838982881
Length 360 pages
Edition 1st Edition
Languages
Tools
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Authors (2):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Jiri Pik Jiri Pik
Author Profile Icon Jiri Pik
Jiri Pik
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Toc

Table of Contents (15) Chapters Close

Preface 1. Section 1: Introduction to Algorithmic Trading
2. Chapter 1: Introduction to Algorithmic Trading FREE CHAPTER 3. Section 2: In-Depth Look at Python Libraries for the Analysis of Financial Datasets
4. Chapter 2: Exploratory Data Analysis in Python 5. Chapter 3: High-Speed Scientific Computing Using NumPy 6. Chapter 4: Data Manipulation and Analysis with pandas 7. Chapter 5: Data Visualization Using Matplotlib 8. Chapter 6: Statistical Estimation, Inference, and Prediction 9. Section 3: Algorithmic Trading in Python
10. Chapter 7: Financial Market Data Access in Python 11. Chapter 8: Introduction to Zipline and PyFolio 12. Chapter 9: Fundamental Algorithmic Trading Strategies 13. Other Books You May Enjoy Appendix A: How to Setup a Python Environment

Exploring the pandas_datareader Python library

pandas_datareader is one of the most advanced libraries for financial data and offers access to multiple data sources.

Some of the data sources supported are as follows:

  • Yahoo Finance
  • The Federal Reserve Bank of St Louis' FRED
  • IEX
  • Quandl
  • Kenneth French's data library
  • World Bank
  • OECD
  • Eurostat
  • Econdb
  • Nasdaq Trader symbol definitions

Refer to https://pandas-datareader.readthedocs.io/en/latest/remote_data.html for a full list.

Installation is simple:

pip install pandas-datareader

Let's now set up the basic data retrieval parameters:

from pandas_datareader import data
start_date = '2010-01-01'
end_date = '2020-12-31'

The general access method for downloading the data is data.DataReader(ticker, data_source, start_date, end_date).

Access to Yahoo Finance

Let's download the last 10 years' worth of Apple stock prices:

aapl...
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