Getting Started with Data Visualization in Python Pandas
DOWNLOAD DATASETS¶ To download the datasets used in this tutorial, pleas see the following links 1. gapminder.tsv 2. pew.csv 3. billboard.csv 4. ebola.csv 5. tips.csv TED Talk Dataset Excercises¶ In [5]: # Change directory In [6]: cd "D:\Dropbox\CLASSES\Data Science for Finance\Python\Lecture 1 - Assignment" D:\Dropbox\CLASSES\Data Science for Finance\Python\Lecture 1 - Assignment In [7]: import pandas as pd In [8]: ted [...]
asrol Cumulative Returns Over 12-months, skipping the Current month
Question Anomaly Hunters has asked: How Can I find cumulative returns from month T-1 to T-12, i.e. not including the current month in the calculation. I want to do it on a rolling window for each firm. Answer Let us use a small dataset. We shall create this dataset in Stata with the following code [...]
Step-by-Step: Portfolio Risk in Stata and Excel
Portfolio Risk in Excel To build our concept of the portfolio risk, we shall calculate it first manually in EXCEL, then we shall replicate the results using matrix notations in Stata. Consider the following set of returns for two assets, i.e asset A and B. A B .249917 .819483 .739069 .821416 .895491 .276843 .902722 .001586 [...]
How Fama and French June to July Portfolios are Constructed?
The description of portfolios' construction given in various Fama and Fench papers is usually confusing for many researchers, especially those who are new to asset pricing models. The typical language used in Fama and French papers reads like this The size breakpoint for year t is the median NYSE market equity at the end of [...]
fillmissing: Fill Missing Values in Stata
This post offers a brief tutorial on filling missing values in Stata variables. The tutorial utilizes the 'fillmissing' program, which you can download by entering the following command in the Stata command window ssc install fillmissing, replace Important Note: This post does not imply that filling missing values is theoretically justified. Users should exercise their [...]
Export output of Table command from Stata to Word using asdoc
Exporting tables from table command was the most challenging part in asdoc programming. Nevertheless, asdoc does a pretty good job in exporting table from table command. asdoc accepts almost all options with table command, except cellwidth(#), stubwidth(#), and csepwidth(#). 7.1 One-way table Example 54 : One-way table; frequencies shown by default sysuse auto, [...]