pandas

Computing Cointegration and Augmented Dickey Fuller test in Amibroker…

In this tutorial we discussed how to bring Cointegration statistics into Amibroker using Amipy and how to interpret the values returned by Augmented Dickey...
Rajandran R
3 min read

Kalman Filter and Unscented Kalman Filter AFL in Amibroker…

In the last tutorial we explored Kalman filter and how to build kalman filter using pykalman python library. In this section we will be...
Rajandran R
1 min read

Implementation of Kalman Filter Estimation of Mean in Python…

Kalman Filter is an optimal estimation algorithm to estimate the variable which can be measured indirectly and to find the best estimate of states...
Rajandran R
1 min read

A Quick Start Guide to Compute Correlation Matrix in…

Here is a quick tutorial in python to compute Correlation Matrix between multiple stock instruments using python packages like NSEpy & Pandas. Generally Correlation...
Shilpa Santosh
1 min read

Fetch Intraday Data from Google and Plot using Python

Here is an yet another interesting python tutorial to fetch intraday data using Google Finance API , , store the data in csv...
Rajandran R
47 sec read

Compute Cointegration using NsePy, Pandas Library

Here is a simple example to compute Cointegration between two stock pairs using python libraries like NSEpy, Pandas, statmodels, matplotlib
Rajandran R
47 sec read