from __future__ import print_function, division
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from scipy.stats import chi2, t, f
DJIA = pd.read_csv('^DJI.csv')
DJIA.index = pd.to_datetime(DJIA.Date)
# plt.plot(DJIA.Close)
# More profesional plot but can be even more professional
SP500 = pd.read_csv('^GSPC.csv')
SP500.index = pd.to_datetime(SP500.Date)
# plt.plot(SP500.Close)
LD, LS = np.log(DJIA.Close), np.log(SP500.Close)
rD, rS = np.diff(LD), np.diff(LS)
lr = pd.DataFrame(data = {
'DJIA': rD, 'SP500': rS})
lr.index = DJIA.index[1:]
plt.plot(lr.DJIA)
plt.show()
a = lr.mean()
s
statistic—偏度,峰度,卡方分布,t分布,f分布
最新推荐文章于 2025-04-16 10:22:04 发布