Quant Trading: Intro to Pandas

Installation

The '!pip' command lets us run pip commands, such as installing packages.

See https://pypi.org/ for the main package registry

!pip install quandl

Setting up packages

First, we import the modules we want to use.

import numpy as np
import pandas as pd
import quandl

# Set to your API key
quandl.ApiConfig.api_key = 'nvSnyRtEe5ZoFB_rfdwr'

• Numpy provides efficient matrices
• Pandas gives us an easy to use API for manipulating tables
• Quandl allows us to easily load data

We won't be using Numpy for this, but it's good habit to import it.

Downloading data

Here we will download a dataset from Quandl. It will be saved as a Pandas DataFrame.

quandl_df = quandl.get('CHRIS/ICE_G6', start_date='2018-01-01', end_date='2020-01-01')