webappPP 1.0.3

Algorithm for finance

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