FTSE 100 analysis in python

What is the 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 ways 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)

Simple return and log return

How to plot ftse100 log return in python?

simple and log return ftse100

How to plot time series ftse100 in python?

fig, ax = plt.subplots(3, 1, figsize=(24, 20), 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 (%)')

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')

How to draw ftse100 daily return?

df.log_rtn.plot(title='Daily FTSE returns')

<matplotlib.axes._subplots.AxesSubplot at 0x7f47d720f550>

How to find a correlation between ftse100 and vix?

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