NASDAQ Composite Price Analysis
Ghost effect/feature fig;
What is NASDAQ Composite?
The NASDAQ Composite (ticker symbol ^IXIC) is a stock market index that includes almost more than 2500 stocks
How to get NASDAQ data from yahoo finance?
! pip install yfinance
df = yf.download('^IXIC', IXIC-NASDAQ
start='2000-01-01',
end='2021-07-27',
progress=False)
df.tail()
How to get simple and log return of NASDAQ?.
simple_rtn | log_rtn | |
---|---|---|
Date | ||
2021-06-28 | 0.009757 | 0.009710 |
2021-06-29 | 0.001919 | 0.001917 |
2021-06-30 | -0.001678 | -0.001680 |
2021-07-01 | 0.001271 | 0.001270 |
2021-07-02 | 0.008053 | 0.008021 |
2021-07-06 | 0.001661 | 0.001659 |
2021-07-07 | 0.000097 | 0.000097 |
2021-07-08 | -0.007179 | -0.007205 |
2021-07-09 | 0.009762 | 0.009715 |
2021-07-12 | 0.002130 | 0.002128 |
2021-07-13 | -0.003773 | -0.003780 |
2021-07-14 | -0.002228 | -0.002230 |
2021-07-15 | -0.006953 | -0.006977 |
2021-07-16 | -0.007969 | -0.008001 |
2021-07-19 | -0.010554 | -0.010610 |
2021-07-20 | 0.015685 | 0.015563 |
2021-07-21 | 0.009178 | 0.009136 |
2021-07-22 | 0.003598 | 0.003592 |
2021-07-23 | 0.010378 | 0.010324 |
2021-07-26 | 0.000251 | 0.000251 |
Calculate the monthly realized volatility NASDAQ * **
Annualize the values NASDAD:
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