FTSE 100 analysis in python

What is FTSE 100 index?

FTSE is Financial Times Stock Exchange.This is a share index  of the 100 companies listed on the London stock exchange.

How to get data in python?

There are many way to collect data,I am taking historical data from yahoo finance.

What is code in python to get data?

df = yf.download('^FTSE',
start='1985-01-01',
end='2021-07-28',
progress=False)

How to convert ftse100 data adj column in python?

df = df.loc[:, ['Adj Close']]
df.rename(columns={'Adj Close':'adj_close'}, inplace=True)

How to get simple and log return FTSE100 in python?

df['simple_rtn'] = df.adj_close.pct_change()
df['log_rtn'] = np.log(df.adj_close/df.adj_close.shift(1))

How to see simple and log return ftse100 in python?

df[['simple_rtn','log_rtn']].tail(20)

How to plot ftse100 log return in python?

simple and log return ftse100
simple and log return ftse100

How to plot time series ftse100 in python?

fig, ax = plt.subplots(31, figsize=(2420), sharex=True)
df.adj_close.plot(ax=ax[0])
ax[0].set(title = 'FTSE time series',
ylabel = 'Stock price ($)')
df.simple_rtn.plot(ax=ax[1])
ax[1].set(ylabel = 'Simple returns (%)')
df.log_rtn.plot(ax=ax[2])
ax[2].set(xlabel = 'Date',
ylabel = 'Log returns (%)')

time series ftse100
ftse100 time series

How to plot 3 volatility ftse100 in python?

fig, ax = plt.subplots()
ax.plot(df_outliers.index, df_outliers.simple_rtn,
color='blue', label='Normal')
ax.scatter(outliers.index, outliers.simple_rtn,
color='red', label='Anomaly')
ax.set_title("FTSE100 returns")
ax.legend(loc='lower right')
ftse100 3alpha

How to draw ftse100 daily return?

df.log_rtn.plot(title='Daily FTSE returns')
<matplotlib.axes._subplots.AxesSubplot at 0x7f47d720f550>
ftse100 return

How to find correlation ftse100 and vix?

More Important Research FTSE100




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