Algorithm for finance
Project description
This package has multiple purposes.
Covid Resilience :
The first purpose of the package is, given a list of stock tickers is to state what are the most covid resilient stocks and what are the worst ones. It computes a very simple score based on the volatility and return of the stocks over different periods.
CovidResilience(stock_index = "STOXX 600", start_date = None, end_date = None, tickers = None)
Input:
- stock_index : benchmark (example : "CAC 40","S&P 500", "STOXX 600")
- start_date, end_date : strings, format "YYYY-MM-DD"
- tickers : list of tickers ex : CovidResilience("STOXX 600","2020-01-19", "2021-01-19", tickers = list_of_tickers)
Output:
- .relevant_data
- .relevant_data_returns
- .volatilities
- .rslt
Example (copy/paste):
!pip install FINANCEPP
from finance import covidresilient as cr
list_of_tickers = ["FP.PA","MC.PA","AI.PA","OR.PA", "RI.PA","AIR.PA"]
covidfilter = cr.CovidResilience("CAC 40","2020-01-19", "2021-01-19", tickers = list_of_tickers)
covidfilter.run()
covidfilter.rslt
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