Sure! :-) I have a video building a momentum trading strategy with Indian stocks. Might be interesting for you: th-cam.com/video/YIsKSQh1xpY/w-d-xo.html Love ❤️ back to India. We are with you in these times!
I wonder if you could show how to denoise the matrix perhaps? Via deprados work with Wiltshire Matrices? That’s be great to see on a Pandas data frame matrix. Love your videos
what libraries are these functions .cov() & .var() etc. part of? numpy or the datareader? I also noticed that you are not installing yfinance. It appears that datareader has this already built in function? thanks, amazing video like always
Hi great video - is it possible to create a correlation matrix for specific dates only - for example AAPL correlation with GOOG on 19th April and 22nd July only etc
Hey Great Video! Is it possible to generate a portfolio of for example 5 assets out of 20 assets. But the 5 assets are in combination the leastest correlated ones?
@@Algovibes As I can see, you work with weights there. I know this. But I'm speaking about selecting Assets out of a Universe of Assets. After that, it would make sense to speak about weighing or Portfolio optimization.
Why pct_change and not log returns? Does it make sense to evaluate monthly and compare month to month evolution? Are there any libraries to animate these results?
Thankyou for noticing Indian viewers. Love from INDIA...
Sure! :-) I have a video building a momentum trading strategy with Indian stocks. Might be interesting for you: th-cam.com/video/YIsKSQh1xpY/w-d-xo.html
Love ❤️ back to India. We are with you in these times!
I wonder if you could show how to denoise the matrix perhaps? Via deprados work with Wiltshire
Matrices? That’s be great to see on a
Pandas data frame matrix. Love your videos
Thanks a lot mate. Do you have any more context / resources on your request? Sound's interesting.
It was on 42 likes... I liked it anyway. :) Thanks for doing these!
DON'T TRY THIS HARD TO CHANGE UR INDIAN ACCENT,YOUR CONTENT QUALITY IS AWESOME
thx buddy, I will NEVER change my Indian accent!
what libraries are these functions .cov() & .var() etc. part of? numpy or the datareader?
I also noticed that you are not installing yfinance. It appears that datareader has this already built in function?
thanks, amazing video like always
Pandas. And numpy under the hood. Thanks a lot for your kind words man.
Hi great video - is it possible to create a correlation matrix for specific dates only - for example AAPL correlation with GOOG on 19th April and 22nd July only etc
Thanks buddy. Yes that's possible. After calculating the returns you are filtering the data frame for the date and then apply the corr function.
thank you
Thanks for watching :-)
Thanks alot
Welcome :-) Thanks for watching!
Hey Great Video!
Is it possible to generate a portfolio of for example 5 assets out of 20 assets. But the 5 assets are in combination the leastest correlated ones?
Thanks mate,
yes, that's definitely possible.
Efficient frontier could also be interesting for you btw:
th-cam.com/video/mJTrQfzr0R4/w-d-xo.html
@@Algovibes As I can see, you work with weights there. I know this. But I'm speaking about selecting Assets out of a Universe of Assets. After that, it would make sense to speak about weighing or Portfolio optimization.
@@erenselman6873 Sounds like simply screening for the least correlated ones or am I getting you wrong?
Why pct_change and not log returns? Does it make sense to evaluate monthly and compare month to month evolution? Are there any libraries to animate these results?
you can use log returns... I just didn't here. Regarding the second question: Can you elaborate what you want to animate?
Please include the code file(s) at the description. Thanks!
Thanks for watching! :) Sure, I will in the near future. Kindly asking for you patience until then.
excellent video - running into an error /usr/local/lib/python3.7/dist-packages/pandas_datareader/base.py:272: SymbolWarning: Failed to read symbol: 'ES=F', replacing with NaN.
warnings.warn(msg.format(sym), SymbolWarning)
---------------------------------------------------------------------------
RemoteDataError Traceback (most recent call last)
in ()
----> 1 df = reader.get_data_yahoo(porti,start,end)
Thanks man! Probably just a wrong ticker name. Can you double check?
@@Algovibes its happening with multiple tickers (using google colab btw , will that make a difference ?)