This repository contains the materials for a course on time series analysis using Pandas library.
- Getting started with Pandas
- Plotting
- Asset and Portfolio Returns
- Volatility
- Moving Averages (SMA, EMA, MACD)
- Value at Risk (VaR)
- Forecasting - ARIMA
- Forecasting - Facebook's Prophet
- Blaze
- Queue Simulation
- Graphs, matrices and SVD
- Assignments - in Spanish
- Exercises and their solutions
TL;DR Run make up and navigate to the URL displayed in the logs.
We recommend to use pyenv along with direnv to manage different versions of Python. There's a .python-version file indicating the version we have tested the notebooks with. Also, all required packages are defined in requirements.txt, you may want to run the usual pip install -r requirements.txt to install them.
In case you want to run Jupyter Lab using Docker, this is a good starting point:
docker run -it --rm -p 8888:8888 -v "${PWD}":/home/jovyan/work jupyter/scipy-notebookThere is more information about the different Jupyter stacks here. If you want to install packages inside, you could either access to the container and run pip install or use a custom Dockerfile for this. We have done some work for you, running make up in this repository will bring JupyterLab up.