Tag: IPython

Using ETF Internal Analytics to Identify Mean Reversion Opportunities (python)

FOR A DEEPER DIVE INTO ETF PERFORMANCE AND RELATIVE VALUE SUBSCRIBE TO THE ETF INTERNAL ANALYTICS PACKAGE HERE Since I started producing the following graphic for the ETF Internal Analytics product, I found the weekly return bin information compelling. I became curious about whether there was an opportunity to be exploited in the distribution patterns. Blackarbs ETF Internal Analytics Sample for SPY I distilled all the questions I had into two: 1. Does the percentage of ETF component stocks

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GET FREE FINANCIAL DATA W/ PYTHON (EARNINGS ESTIMATES-FROM YAHOO FINANCE)

Today I present a simple function to extract Earnings Estimates from Yahoo Finance. If you have any questions feel free to leave it in the comments. This code uses Python 3 on Windows 8.1 but could be easily adapted for Python 2 by changing the 'urllib' import. First we import the necessary packages into our programming environment. I also suppress warnings for the deprecation warning for the Pandas "Dataframe.convert_objects()"method within the scraper function that follows. This function t

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How to get Free Intraday Stock Data with Python and BarCharts OnDemand API

To this day the most popular article I have ever written on this blog was "How to get Free Intraday Stock Data with Netfonds". Unfortunately the Netfonds API has really declined in terms of usability, with too many popular stocks missing, and irregular trade and price quotes. Simply put, as the API went down, so did the code. However, all hope is not lost. The wonderful people at BarChart.com have created a well documented, easily accessible API for intraday stock data and even near real-time q

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Get Free Financial Data w/ Python (State street ETF Holdings - SPY)

One issue I frequently encounter during my research is the need to compare an individual stock, or collection of stocks vs its ETF benchmark. To do this I need accurate ETF holdings data. Generally this information is located on the ETF provider's website. However, this information is often inconvenient to access. Most websites including the ETF provider will do something like the following, where they only show the top 10 holdings, when what we really need is accessible only by clicking the hi

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Get Free Financial Data w/ Python (Fundamental Ratios-From Finviz.com)

A simple script to scrape fundamental ratios from Finviz.com. This basic code can be tailored to suit your application. The function should produce the following: Very simple adaptable code, allowing you to spend more time analyzing the data and less time aggregating it.

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COMPOSITE SECTOR ETF VALUATION REPORT [7.6.2015]

Check out the updated IPython notebook by following the link. In this update we see the interest rate sensitive sectors like Financials, Real Estate, Utilities may be offering a good tactical buying opportunity.

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How do Bank Stocks Perform During Periods of Rising Rates? (Python Code Version)

This is the Python version of a guest article that originally appeared on RectitudeMarket.com. In this version I include the Python code used to generate the anaylsis. This subject has garnered a healthy debate among market participants in recent weeks. Conventional wisdom says that banks and the financial sector overall should benefit from a rising rate environment. The story goes that bank profitability is inextricably linked to `Net Interest Margin (NIM)`. If rates are rising, it is assumed

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