# Stock Data Analysis with Python (Second Edition)

## Introduction

This is a lecture for MATH 4100/CS 5160: Introduction to Data Science, offered at the University of Utah, introducing time series data analysis applied to finance. This is also an update to my earlier blog posts on the same topic (this one combining them together). I strongly advise referring to this blog post instead of the previous ones (which I am not altering for the sake of preserving a record). The code should work as of July 7th, 2018. (And sorry for some of the formatting; WordPress.com’s free version doesn’t play nice with code or tables.)

# R Function for Simulating Gaussian Processes

This semester my studies all involve one key mathematical object: Gaussian processes. I’m taking a course on stochastic processes (which will talk about Wiener processes, a type of Gaussian process and arguably the most common) and mathematical finance, which involves stochastic differential equations (SDEs) used for derivative pricing, including in the Black-Scholes-Merton equation. Then I’m involved in a Gaussian process and stochastic calculus reading group. So these processes will take up a lot of my attention.

# An Introduction to Stock Market Data Analysis with R (Part 1)

Around September of 2016 I wrote two articles on using Python for accessing, visualizing, and evaluating trading strategies (see part 1 and part 2). These have been my most popular posts, up until I published my article on learning programming languages (featuring my dad’s story as a programmer), and has been translated into both Russian (which used to be on backtest.ru at a link that now appears to no longer work) and Chinese (here and here). R has excellent packages for analyzing stock data, so I feel there should be a “translation” of the post for using R for stock data analysis.

# An Introduction to Stock Market Data Analysis with Python (Part 1)

THIS POST IS OUT OF DATE: AN UPDATE OF THIS POST’S INFORMATION IS AT THIS LINK HERE! (Also I bet that WordPress.com just garbled the code in this post.)

I’m keeping this post up for the sake of preserving a record.

This post is the first in a two-part series on stock data analysis using Python, based on a lecture I gave on the subject for MATH 3900 (Data Science) at the University of Utah. In these posts, I will discuss basics such as obtaining the data from Yahoo! Finance using pandas, visualizing stock data, moving averages, developing a moving-average crossover strategy, backtesting, and benchmarking. The final post will include practice problems. This first post discusses topics up to introducing moving averages.

NOTE: The information in this post is of a general nature containing information and opinions from the author’s perspective. None of the content of this post should be considered financial advice. Furthermore, any code written here is provided without any form of guarantee. Individuals who choose to use it do so at their own risk.

# SSA Baby Names Visualization with R and Shiny

CapitalOne contacted me a few months ago and requested that I apply for an internship with them for a data science related position. I never got the job (nor did I really want it; I had already agreed to teach during the summer and I was apprehensive about leaving people hanging, and also about moving), but I did go through part of the interview process. CapitalOne had me complete their data science challenge, which had some problems that were supposedly common tasks in data science. Some of it I was not well equipped for, such as regression; I was used to regression from an econometric point of view, not a computer science or data science point of view, and I was still learning. But there was one part of the challenge that I remember very well, and I was very happy with the solution.

# Information and Beauty

I went and explored Candy Chang’s website containing projects she initiated in cities. These projects strike me as almost the definition of “pinpricks of change,” being so simple and elegant yet make a difference in a community, adding a certain “spice” (for a lack of a better word) that adds character. I really liked the elegance and the visual appeal of her projects. I especially like some of the guides she has made for renters and street vendors, which contain all the information these people (who often are vulnerable) need in order to get by and at the same time are visually appealing. I think it was from this project I learned the most.