combine 3033 and 7552.xlsx
Missing file
3033
, 7552
, and VHSI
).VHSI
, 3033
, and 7552
) has been successfully loaded. Here are the first few rows of each dataframe: date adjusted_close open high low close adjusted_close.1 \
0 2017-02-01 13.60 13.76 14.16 13.49 13.60 13.60
1 2017-02-02 13.61 13.48 13.72 13.39 13.61 13.61
2 2017-02-03 13.72 13.61 13.91 13.60 13.72 13.72
3 2017-02-06 14.35 14.23 14.38 13.94 14.35 14.35
4 2017-02-07 14.06 14.35 14.43 14.05 14.06 14.06
volume
0 0.0
1 0.0
2 0.0
3 0.0
4 0.0
date adjusted_close date.1 open date.2 high date.3 \
0 2020-08-28 7.615 2020-08-28 20.000 2020-08-28 20.000 2020-08-28
1 2020-08-31 7.575 2020-08-31 7.750 2020-08-31 7.790 2020-08-31
2 2020-09-01 7.705 2020-09-01 7.650 2020-09-01 7.705 2020-09-01
3 2020-09-02 7.935 2020-09-02 7.820 2020-09-02 7.985 2020-09-02
4 2020-09-03 7.750 2020-09-03 7.750 2020-09-03 7.750 2020-09-03
low close adjusted_close.1 volume
0 7.615 7.615 7.615 382166406.0
1 7.565 7.575 7.575 80615297.0
2 7.580 7.705 7.705 24194189.0
3 7.780 7.935 7.935 56592500.0
4 7.700 7.750 7.750 59524801.0
date adjusted_close date.1 open date.2 high date.3 \
0 2020-12-10 8.000 2020-12-10 8.095 2020-12-10 8.105 2020-12-10
1 2020-12-11 7.865 2020-12-11 7.995 2020-12-11 7.995 2020-12-11
2 2020-12-14 7.790 2020-12-14 7.890 2020-12-14 7.935 2020-12-14
3 2020-12-15 7.900 2020-12-15 7.825 2020-12-15 7.965 2020-12-15
4 2020-12-16 7.780 2020-12-16 7.860 2020-12-16 7.890 2020-12-16
low close adjusted_close.1 volume
0 7.950 8.000 8.000 518900.0
1 7.740 7.865 7.865 1065600.0
2 7.775 7.790 7.790 1016100.0
3 7.825 7.900 7.900 403722.0
4 7.760 7.780 7.780 358200.0
date vhs_close stock_3033_close stock_3033_volume stock_7552_close stock_7552_volume
0 2020-12-10 17.56 7.990 13625000.0 8.000 518900.0
1 2020-12-11 17.74 8.050 10636440.0 7.865 1065600.0
2 2020-12-14 18.38 8.080 18620631.0 7.790 1016100.0
3 2020-12-15 18.65 8.050 14879900.0 7.900 403722.0
4 2020-12-16 18.17 8.105 16549961.0 7.780 358200.0
stock_3033_return
, stock_7552_return
vhs_ma_20
, stock_3033_ma_20
, stock_7552_ma_20
vhs_volatility
, stock_3033_volatility
, stock_7552_volatility
stock_3033
and stock_7552
. Based on these predictions, we will generate trading signals. The steps are as follows:stock_3033
and stock_7552
. We will use a RandomForestRegressor for this purpose.stock_3033
and stock_7552
. Here are the mean squared errors (MSE) on the test set:stock_3033
and stock_7552
, using a machine learning model. Based on these predictions, trading signals are generated to decide whether to buy or sell the stocks. Here are the detailed steps:stock_3033
and stock_7552
. Here are the specific conditions for going long (buying) each stock:stock_3033
:stock_3033
when the predicted return for stock_3033
is greater than 0.signal_3033
being equal to 1.stock_7552
:stock_7552
when the predicted return for stock_7552
is greater than 0.signal_7552
being equal to 1.stock_3033
: When signal_3033
= 1 (predicted return > 0)stock_7552
: When signal_7552
= 1 (predicted return > 0)date
. We will use this column to filter the data for the last 4 years and perform the backtest.stock_3033
performing better than stock_7552
. The annual returns are also positive, showing that the strategy has been profitable over the last 4 years. However, the maximum drawdowns are relatively high, especially for stock_7552
, indicating periods of significant losses.stock_3033
and stock_7552
. This includes daily closing prices, trading volumes, and other relevant features.3033
, 7552
, and VHSI
to develop a trading strategy that meets the specified criteria.3033
, 7552
, and VHSI
has been successfully loaded. Here are the first few rows of each dataset:date
, adjusted_close
, open
, high
, low
, close
, volume
date
, adjusted_close
, open
, high
, low
, close
, volume
date
, adjusted_close
, open
, high
, low
, close
, volume
ta-lib
package. Instead, we can use the pandas_ta
library, which provides similar functionality for technical analysis.pandas_ta
to incorporate additional technical indicators and optimize the parameters of the existing indicators.3033
and 7552
. We can use news articles or social media posts for this purpose.3033
and 7552
. We will use the newsapi
library to fetch news articles from various sources.newsapi-python
library and fetching news articles related to the stocks 3033
and 7552
.newsapi-python
library has been successfully installed. Next, we will use this library to fetch news articles related to the stocks 3033
and 7552
.3033
and 7552
. Here are the first few rows of the data:Title | Description | Content | Published At | Source |
---|---|---|---|---|
One of LA’s Best Ice Cream Shops Is Opening in... | Plus, a super-cool Cambodian barbecue pop-up, ... | A selection of ice creams from Wanderlust Crea... | 2024-09-11T16:38:00Z | GlobeNewswire |
落語ファン必見! ”落語界の太陽”古今亭志ん朝の全てが手に入る分割販売がスタート!! | [株式会社ソニー・ミュージックレーベルズ レガシープラス]\n[画像: https://pr... | 2008DVD BOX2024912BOX\r\n919961994210161991199... | 2024-09-18T02:00:00Z | Seclists.org |
Shohei Ohtani Triple Crown watch: Where Dodger... | Ohtani has a chance to do something MLB hasn't... | Dodgers designated hitter Shohei Ohtani keeps ... | 2024-08-26T15:57[[...]] | Seclists.org |
Title | Description | Content | Published At | Source |
---|---|---|---|---|
Weekly Global IPv4 Routing Table Report | Rhodes Security Systems introduces the latest ... | Mentor, OH, Aug. 22, 2024 (GLOBE NEWSWIRE) -- ... | 2024-08-22T23:36:00Z | GlobeNewswire |
Posted by Routing Table Analysis Role Account ... | nanog\r\nmailing list archives\r\nFrom: Routin... | nanog\r\nmailing list archives\r\nFrom: Routin... | 2024-09-06T18:05:20Z | Seclists.org |
Posted by Routing Table Analysis Role Account ... | nanog\r\nmailing list archives\r\nFrom: Routin... | nanog\r\nmailing list archives\r\nFrom: Routin... | 2024-09-13T18:05:56Z | Seclists.org |
newsapi
library to fetch news articles related to these regions and topics.Title | Description | Content | Published At | Source |
---|---|---|---|---|
Hong Kong Convicts Journalists of Sedition, De... | Two former editors were found guilty of publis... | A Hong Kong court found two former editors gui... | 2024-08-29T09:10:00Z | Yahoo Entertainment |
Telegram’s Founder Reportedly Arrested in Fran... | French police detained the messaging app's bil... | Telegram’s cofounder Pavel Durov was arrested ... | 2024-08-25T21:01:51Z | The Verge |
Lacoste x CLOT Reversible Parka | A standout in the just-dropped collaborative c... | WYNK65.00.$50.0... | 2024-09-08T20:54[[...]] | Gizmodo.com |
Title | Description | Content | Published At | Source |
---|---|---|---|---|
In some good news for the environment, China h... | If you click 'Accept all', we and our partners... | If you click 'Accept all', we and our partners... | 2024-08-23T12:20:12Z | Yahoo Entertainment |
US takes aim at Shein and Temu with new import... | The Biden administration is addressing an impo... | US takes aim at Shein and Temu with new import... | 2024-09-13T14:35:02Z | The Verge |
Scientists in China believe they've discovered... | Ticks may cause even more harm to humans than ... | Ticks may cause even more harm to humans than ... | 2024-09-10T18:05:44Z | Gizmodo.com |
Title | Description | Content | Published At | Source |
---|---|---|---|---|
Scientists in China have found evidence in mon... | One of the world’s most commonly taken drugs c... | One of the world’s most commonly taken drugs c... | 2024-09-17T21:00:50Z | Gizmodo.com |
The sentencing of eight Taiwanese soldiers is ... | A court in Taipei has jailed eight Taiwanese s... | A court in Taipei has jailed eight Taiwanese s... | 2024-08-23T09:19:11Z | BBC News |
Title | Description | Content | Published At | Source | Sentiment |
---|---|---|---|---|---|
Hong Kong Convicts Journalists of Sedition, De... | Two former editors were found guilty of publis... | A Hong Kong court found two former editors gui... | 2024-08-29T09:10:00Z | Yahoo Entertainment | NEGATIVE (0.69) |
Telegram’s Founder Reportedly Arrested in Fran... | French police detained the messaging app's bil... | Telegram’s cofounder Pavel Durov was arrested ... | 2024-08-25T21:01:51Z | The Verge | NEGATIVE (0.99) |
Lacoste x CLOT Reversible Parka | A standout in the just-dropped collaborative c... | WYNK65.00.$50.0... | 2024-09-08T20:54[[...]] | Gizmodo.com | NEGATIVE (0.99) |
Title | Description | Content | Published At | Source | Sentiment |
---|---|---|---|---|---|
In some good news for the environment, China h... | If you click 'Accept all', we and our partners... | If you click 'Accept all', we and our partners... | 2024-08-23T12:20:12Z | Yahoo Entertainment | NEGATIVE (0.69) |
US takes aim at Shein and Temu with new import... | The Biden administration is addressing an impo... | US takes aim at Shein and Temu with new import... | 2024-09-13T14:35:02Z | The Verge | NEGATIVE (0.99) |
Scientists in China believe they've discovered... | Ticks may cause even more harm to humans than ... | Ticks may cause even more harm to humans than ... | 2024-09-10T18:05:44Z | Gizmodo.com | NEGATIVE (0.99) |
Title | Description | Content | Published At | Source | Sentiment |
---|---|---|---|---|---|
Scientists in China have found evidence in mon... | One of the world’s most commonly taken drugs c... | One of the world’s most commonly taken drugs c... | 2024-09-17T21:00:50Z | Gizmodo.com | NEGATIVE (0.98) |
The sentencing of eight Taiwanese soldiers is ... | A court in Taipei has jailed eight Taiwanese s... | A court in Taipei has jailed eight Taiwanese s... | 2024-08-23T09:19:11Z | BBC News | NEGATIVE (0.98) |
Title | Sentiment | Trading Signal |
---|---|---|
Hong Kong Convicts Journalists of Sedition, De... | NEGATIVE (0.69) | Sell |
Telegram’s Founder Reportedly Arrested in Fran... | NEGATIVE (0.99) | Sell |
Lacoste x CLOT Reversible Parka | NEGATIVE (0.99) | Sell |
Title | Sentiment | Trading Signal |
---|---|---|
In some good news for the environment, China h... | NEGATIVE (0.69) | Sell |
US takes aim at Shein and Temu with new import... | NEGATIVE (0.99) | Sell |
Scientists in China believe they've discovered... | NEGATIVE (0.99) | Sell |
Title | Sentiment | Trading Signal |
---|---|---|
Scientists in China have found evidence in mon... | NEGATIVE (0.98) | Sell |
The sentencing of eight Taiwanese soldiers is ... | NEGATIVE (0.98) | Sell |
3033
and 7552
has been successfully loaded. Here are the first few rows of each dataset:Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-08-28 | 7.615 | 20.00 | 20.00 | 7.565 | 7.615 | 382166406 |
2020-08-31 | 7.575 | 7.750 | 7.790 | 7.565 | 7.575 | 80615297 |
2020-09-01 | 7.705 | 7.650 | 7.705 | 7.580 | 7.705 | 24194189 |
2020-09-02 | 7.935 | 7.820 | 7.985 | 7.780 | 7.935 | 56592500 |
2020-09-03 | 7.750 | 7.975 | 7.975 | 7.700 | 7.750 | 59524801 |
Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-12-10 | 8.000 | 8.095 | 8.105 | 7.950 | 8.000 | 518900 |
2020-12-11 | 7.865 | 7.995 | 7.995 | 7.740 | 7.865 | 1065600 |
2020-12-14 | 7.790 | 7.890 | 7.935 | 7.775 | 7.790 | 1016100 |
2020-12-15 | 7.900 | 7.825 | 7.965 | 7.825 | 7.900 | 403722 |
2020-12-16 | 7.780 | 7.860 | 7.890 | 7.760 | 7.780 | 358200 |
3033
and 7552
has been successfully filtered for the last 4 years. Here are the first few rows of each filtered dataset:Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-08-28 | 7.615 | 20.00 | 20.00 | 7.565 | 7.615 | 382166406 |
2020-08-31 | 7.575 | 7.750 | 7.790 | 7.565 | 7.575 | 80615297 |
2020-09-01 | 7.705 | 7.650 | 7.705 | 7.580 | 7.705 | 24194189 |
2020-09-02 | 7.935 | 7.820 | 7.985 | 7.780 | 7.935 | 56592500 |
2020-09-03 | 7.750 | 7.975 | 7.975 | 7.700 | 7.750 | 59524801 |
Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-12-10 | 8.000 | 8.095 | 8.105 | 7.950 | 8.000 | 518900 |
2020-12-11 | 7.865 | 7.995 | 7.995 | 7.740 | 7.865 | 1065600 |
2020-12-14 | 7.790 | 7.890 | 7.935 | 7.775 | 7.790 | 1016100 |
2020-12-15 | 7.900 | 7.825 | 7.965 | 7.825 | 7.900 | 403722 |
2020-12-16 | 7.780 | 7.860 | 7.890 | 7.760 | 7.780 | 358200 |
3033
and 7552
has been successfully filtered for the last 4 years. Here are the first few rows of each filtered dataset:Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-08-28 | 7.615 | 20.00 | 20.00 | 7.565 | 7.615 | 382166406 |
2020-08-31 | 7.575 | 7.750 | 7.790 | 7.565 | 7.575 | 80615297 |
2020-09-01 | 7.705 | 7.650 | 7.705 | 7.580 | 7.705 | 24194189 |
2020-09-02 | 7.935 | 7.820 | 7.985 | 7.780 | 7.935 | 56592500 |
2020-09-03 | 7.750 | 7.975 | 7.975 | 7.700 | 7.750 | 59524801 |
Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-12-10 | 8.000 | 8.095 | 8.105 | 7.950 | 8.000 | 518900 |
2020-12-11 | 7.865 | 7.995 | 7.995 | 7.740 | 7.865 | 1065600 |
2020-12-14 | 7.790 | 7.890 | 7.935 | 7.775 | 7.790 | 1016100 |
2020-12-15 | 7.900 | 7.825 | 7.965 | 7.825 | 7.900 | 403722 |
2020-12-16 | 7.780 | 7.860 | 7.890 | 7.760 | 7.780 | 358200 |
3033
and 7552
to evaluate the performance.Date | Hong Kong | US Financial | China |
---|---|---|---|
2024-08-20 | 0.997173 | 0.969876 | 0.989522 |
2024-08-21 | 0.981916 | 0.954198 | NaN |
2024-08-22 | 0.966846 | 0.856437 | 0.984747 |
2024-08-23 | 0.887291 | 0.842209 | 0.876016 |
2024-08-24 | 0.997367 | 0.990493 | 0.870822 |
Date | Average Sentiment |
---|---|
2024-08-20 | 0.985524 |
2024-08-21 | 0.968057 |
2024-08-22 | 0.936010 |
2024-08-23 | 0.868505 |
2024-08-24 | 0.952894 |
Date | Trading Signal |
---|---|
2024-08-20 | Buy |
2024-08-21 | Buy |
2024-08-22 | Buy |
2024-08-23 | Buy |
2024-08-24 | Buy |
3033
and 7552
to evaluate the performance.3033
and 7552
has been successfully filtered for the last 4 years. Here are the first few rows of each filtered dataset:Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-08-28 | 7.615 | 20.00 | 20.00 | 7.565 | 7.615 | 382166406 |
2020-08-31 | 7.575 | 7.750 | 7.790 | 7.565 | 7.575 | 80615297 |
2020-09-01 | 7.705 | 7.650 | 7.705 | 7.580 | 7.705 | 24194189 |
2020-09-02 | 7.935 | 7.820 | 7.985 | 7.780 | 7.935 | 56592500 |
2020-09-03 | 7.750 | 7.975 | 7.975 | 7.700 | 7.750 | 59524801 |
Date | Adjusted Close | Open | High | Low | Close | Volume |
---|---|---|---|---|---|---|
2020-12-10 | 8.000 | 8.095 | 8.105 | 7.950 | 8.000 | 518900 |
2020-12-11 | 7.865 | 7.995 | 7.995 | 7.740 | 7.865 | 1065600 |
2020-12-14 | 7.790 | 7.890 | 7.935 | 7.775 | 7.790 | 1016100 |
2020-12-15 | 7.900 | 7.825 | 7.965 | 7.825 | 7.900 | 403722 |
2020-12-16 | 7.780 | 7.860 | 7.890 | 7.760 | 7.780 | 358200 |
3033
and 7552
.3033
and 7552
. Here are the first few rows of the dataframes with cumulative returns:Date | Adjusted Close | Signal | Daily Return | Cumulative Return |
---|---|---|---|---|
2020-08-28 | 7.615 | NaN | NaN | 100000.0 |
2020-08-31 | 7.575 | NaN | -0.005253 | 100000.0 |
2020-09-01 | 7.705 | NaN | 0.017162 | 100000.0 |
2020-09-02 | 7.935 | NaN | 0.029851 | 100000.0 |
2020-09-03 | 7.750 | NaN | -0.023314 | 100000.0 |
Date | Adjusted Close | Signal | Daily Return | Cumulative Return |
---|---|---|---|---|
2020-12-10 | 8.000 | NaN | NaN | 100000.0 |
2020-12-11 | 7.865 | NaN | -0.016875 | 100000.0 |
2020-12-14 | 7.790 | NaN | -0.009536 | 100000.0 |
2020-12-15 | 7.900 | NaN | 0.014121 | 100000.0 |
2020-12-16 | 7.780 | NaN | -0.015190 | 100000.0 |
3033
and 7552
.3033
and 7552
.3033
and 7552
. Here are the first few rows of the dataframes with cumulative returns:Date | Adjusted Close | Signal | Daily Return | Cumulative Return |
---|---|---|---|---|
2020-08-28 | 7.615 | Hold | NaN | 100000.0 |
2020-08-31 | 7.575 | Buy | -0.005253 | 100000.0 |
2020-09-01 | 7.705 | Hold | 0.017162 | 100000.0 |
2020-09-02 | 7.935 | Hold | 0.029851 | 100000.0 |
2020-09-03 | 7.750 | Buy | -0.023314 | 100000.0 |
Date | Adjusted Close | Signal | Daily Return | Cumulative Return |
---|---|---|---|---|
2020-12-10 | 8.000 | Buy | NaN | 100000.0 |
2020-12-11 | 7.865 | Buy | -0.016875 | 98312.5 |
2020-12-14 | 7.790 | Sell | -0.009536 | 97375.0 |
2020-12-15 | 7.900 | Buy | 0.014121 | 97375.0 |
2020-12-16 | 7.780 | Hold | -0.015190 | 95895.886076 |
3033
and 7552
.date
, 3033 adjusted close price
, 7552 adjusted close price
, and VHSI
:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI |
---|---|---|---|
2020-12-10 | 7.990 | 8.000 | 17.56 |
2020-12-11 | 8.050 | 7.865 | 17.74 |
2020-12-14 | 8.080 | 7.790 | 18.38 |
2020-12-15 | 8.050 | 7.900 | 18.65 |
2020-12-16 | 8.105 | 7.780 | 18.17 |
date
, 3033 adjusted close price
, 7552 adjusted close price
, VHSI
, and the moving average of VHSI price for the previous 100 days:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average |
---|---|---|---|---|
2020-12-10 | 7.990 | 8.000 | 17.56 | NaN |
2020-12-11 | 8.050 | 7.865 | 17.74 | NaN |
2020-12-14 | 8.080 | 7.790 | 18.38 | NaN |
2020-12-15 | 8.050 | 7.900 | 18.65 | NaN |
2020-12-16 | 8.105 | 7.780 | 18.17 | NaN |
NaN
for the initial rows because there are not enough previous days to calculate the moving average for the first 100 days.x
or perform any further analysis or visualizations on this data?date
, 3033 adjusted close price
, 7552 adjusted close price
, VHSI
, the moving average of VHSI price for the previous 100 days, and the difference of the VHSI moving average with the day before (MA Diff
):Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff |
---|---|---|---|---|---|
2020-12-10 | 7.990 | 8.000 | 17.56 | NaN | NaN |
2020-12-11 | 8.050 | 7.865 | 17.74 | NaN | NaN |
2020-12-14 | 8.080 | 7.790 | 18.38 | NaN | NaN |
2020-12-15 | 8.050 | 7.900 | 18.65 | NaN | NaN |
2020-12-16 | 8.105 | 7.780 | 18.17 | NaN | NaN |
NaN
for the initial rows because there are not enough previous days to calculate the moving average for the first 100 days.x
or perform any further analysis or visualizations on this data?date
, 3033 adjusted close price
, 7552 adjusted close price
, VHSI
, the moving average of VHSI price for the previous 100 days, and the difference of the VHSI moving average with the day before (MA Diff
) for days 101 to 110:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff |
---|---|---|---|---|---|
2021-05-10 | 7.825 | 6.695 | 17.28 | 20.6329 | -0.0028 |
2021-05-11 | 7.570 | 7.130 | 18.55 | 20.6410 | 0.0081 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 20.6425 | 0.0015 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 20.6601 | 0.0176 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 20.6671 | 0.0070 |
2021-05-17 | 7.625 | 6.945 | 18.38 | 20.6698 | 0.0027 |
2021-05-18 | 7.755 | 6.700 | 17.51 | 20.6604 | -0.0094 |
2021-05-20 | 7.875 | 6.545 | 17.99 | 20.6460 | -0.0144 |
2021-05-21 | 7.945 | 6.400 | 17.15 | 20.6100 | -0.0360 |
2021-05-24 | 7.830 | 6.590 | 17.09 | 20.5833 | -0.0267 |
x
or perform any further analysis or visualizations on this data?date
, 3033 adjusted close price
, 7552 adjusted close price
, VHSI
, the moving average of VHSI price for the previous 100 days, and the difference of the VHSI moving average with the day before (MA Diff
) for days 101 to 120:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff |
---|---|---|---|---|---|
2021-05-10 | 7.825 | 6.695 | 17.28 | 20.6329 | -0.0028 |
2021-05-11 | 7.570 | 7.130 | 18.55 | 20.6410 | 0.0081 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 20.6425 | 0.0015 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 20.6601 | 0.0176 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 20.6671 | 0.0070 |
2021-05-17 | 7.625 | 6.945 | 18.38 | 20.6698 | 0.0027 |
2021-05-18 | 7.755 | 6.700 | 17.51 | 20.6604 | -0.0094 |
2021-05-20 | 7.875 | 6.545 | 17.99 | 20.6460 | -0.0144 |
2021-05-21 | 7.945 | 6.400 | 17.15 | 20.6100 | -0.0360 |
2021-05-24 | 7.830 | 6.590 | 17.09 | 20.5833 | -0.0267 |
2021-05-25 | 7.985 | 6.375 | 16.59 | 20.5573 | -0.0260 |
2021-05-26 | 7.890 | 6.420 | 16.73 | 20.5214 | -0.0359 |
2021-05-27 | 7.935 | 6.450 | 16.59 | 20.4869 | -0.0345 |
2021-05-28 | 7.960 | 6.480 | 16.46 | 20.4558 | -0.0311 |
2021-05-31 | 8.020 | 6.510 | 16.29 | 20.4285 | -0.0273 |
2021-06-01 | 8.045 | 6.530 | 16.26 | 20.4046 | -0.0239 |
2021-06-02 | 8.080 | 6.570 | 16.21 | 20.3773 | -0.0273 |
2021-06-03 | 8.095 | 6.110 | 16.92 | 20.3463 | -0.0310 |
2021-06-04 | 8.035 | 6.190 | 16.44 | 20.3049 | -0.0414 |
2021-06-07 | 7.980 | 6.255 | 16.86 | 20.2720 | -0.0329 |
x
or perform any further analysis or visualizations on this data?date
, 3033 adjusted close price
, 7552 adjusted close price
, VHSI
, the moving average of VHSI price for the previous 100 days, the difference of the VHSI moving average with the day before (MA Diff
), and the percentile rank of the VHSI price for each day:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | Percentile |
---|---|---|---|---|---|---|
2020-12-10 | 7.990 | 8.000 | 17.56 | NaN | NaN | 4.85 |
2020-12-11 | 8.050 | 7.865 | 17.74 | NaN | NaN | 5.07 |
2020-12-14 | 8.080 | 7.790 | 18.38 | NaN | NaN | 7.50 |
2020-12-15 | 8.050 | 7.900 | 18.65 | NaN | NaN | 9.17 |
2020-12-16 | 8.105 | 7.780 | 18.17 | NaN | NaN | 6.58 |
date
, 3033 adjusted close price
, 7552 adjusted close price
, VHSI
, the moving average of VHSI price for the previous 100 days, the difference of the VHSI moving average with the day before (MA Diff
), and the percentrank.exc of the VHSI price for each day:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2020-12-10 | 7.990 | 8.000 | 17.56 | NaN | NaN | 0.048 |
2020-12-11 | 8.050 | 7.865 | 17.74 | NaN | NaN | 0.050 |
2020-12-14 | 8.080 | 7.790 | 18.38 | NaN | NaN | 0.075 |
2020-12-15 | 8.050 | 7.900 | 18.65 | NaN | NaN | 0.092 |
2020-12-16 | 8.105 | 7.780 | 18.17 | NaN | NaN | 0.065 |
Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2021-05-27 | 8.05 | 6.22 | 16.4 | 20.4869 | -0.0345 | 0.0076 |
PercentRank
calculation, it is comparing each day's VHSI price with the entire range of VHSI prices available in the dataset. This means that each day's VHSI price is ranked against all other VHSI prices from the start of the dataset to the end of the dataset.PercentRank
comparison or perform any other analysis?PercentRank
calculation has been updated to start from 2020-12-11.Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2020-12-11 | 8.050 | 7.865 | 17.74 | NaN | NaN | 0.049 |
2020-12-14 | 8.080 | 7.790 | 18.38 | NaN | NaN | 0.074 |
2020-12-15 | 8.050 | 7.900 | 18.65 | NaN | NaN | 0.091 |
2020-12-16 | 8.105 | 7.780 | 18.17 | NaN | NaN | 0.064 |
2020-12-17 | 8.300 | 7.440 | 18.11 | NaN | NaN | 0.062 |
Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2021-05-11 | 7.570 | 7.130 | 18.55 | 20.6410 | 0.0081 | 0.0822 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 20.6425 | 0.0015 | 0.0789 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 20.6601 | 0.0176 | 0.2249 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 20.6671 | 0.0070 | 0.1049 |
2021-05-17 | 7.625 | 6.945 | 18.38 | 20.6698 | 0.0027 | 0.0735 |
2021-05-18 | 7.755 | 6.700 | 17.51 | 20.6604 | -0.0094 | 0.0443 |
2021-05-20 | 7.875 | 6.545 | 17.99 | 20.6460 | -0.0144 | 0.0551 |
2021-05-21 | 7.945 | 6.400 | 17.15 | 20.6100 | -0.0360 | 0.0314 |
2021-05-24 | 7.830 | 6.590 | 17.09 | 20.5833 | -0.0267 | 0.0292 |
2021-05-25 | 7.985 | 6.375 | 16.59 | 20.5573 | -0.0260 | 0.0162 |
2021-05-26 | 7.995 | 6.285 | 16.72 | 20.5214 | -0.0359 | 0.0173 |
2021-05-27 | 8.050 | 6.220 | 16.40 | 20.4869 | -0.0345 | 0.0076 |
2021-05-28 | 8.050 | 6.220 | 16.40 | 20.4558 | -0.0311 | 0.0043 |
2021-05-31 | 8.050 | 6.220 | 16.40 | 20.4285 | -0.0273 | 0.0151 |
2021-06-01 | 8.050 | 6.220 | 16.40 | 20.4046 | -0.0239 | 0.0324 |
2021-06-02 | 8.050 | 6.220 | 16.40 | 20.3773 | -0.0273 | 0.0227 |
2021-06-03 | 8.050 | 6.220 | 16.40 | 20.3463 | -0.0310 | 0.0238 |
2021-06-04 | 8.050 | 6.220 | 16.40 | 20.3049 | -0.0414 | 0.0108 |
2021-06-07 | 8.050 | 6.220 | 16.40 | 20.2720 | -0.0329 | 0.0205 |
2021-06-08 | 8.050 | 6.220 | 16.40 | 20.2224 | -0.0496 | 0.0108 |
Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2021-05-11 | 7.570 | 7.130 | 18.55 | 20.6410 | 0.0081 | 0.0822 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 20.6425 | 0.0015 | 0.0789 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 20.6601 | 0.0176 | 0.2249 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 20.6671 | 0.0070 | 0.1049 |
2021-05-17 | 7.625 | 6.945 | 18.38 | 20.6698 | 0.0027 | 0.0735 |
2021-05-18 | 7.755 | 6.700 | 17.51 | 20.6604 | -0.0094 | 0.0443 |
2021-05-20 | 7.875 | 6.545 | 17.99 | 20.6460 | -0.0144 | 0.0551 |
2021-05-21 | 7.945 | 6.400 | 17.15 | 20.6100 | -0.0360 | 0.0314 |
2021-05-24 | 7.830 | 6.590 | 17.09 | 20.5833 | -0.0267 | 0.0292 |
2021-05-25 | 7.985 | 6.375 | 16.59 | 20.5573 | -0.0260 | 0.0162 |
2021-05-26 | 7.995 | 6.285 | 16.72 | 20.5214 | -0.0359 | 0.0173 |
2021-05-27 | 8.050 | 6.220 | 16.40 | 20.4869 | -0.0345 | 0.0076 |
2021-05-28 | 8.050 | 6.220 | 16.40 | 20.4558 | -0.0311 | 0.0043 |
2021-05-31 | 8.050 | 6.220 | 16.40 | 20.4285 | -0.0273 | 0.0151 |
2021-06-01 | 8.050 | 6.220 | 16.40 | 20.4046 | -0.0239 | 0.0324 |
2021-06-02 | 8.050 | 6.220 | 16.40 | 20.3773 | -0.0273 | 0.0227 |
2021-06-03 | 8.050 | 6.220 | 16.40 | 20.3463 | -0.0310 | 0.0238 |
2021-06-04 | 8.050 | 6.220 | 16.40 | 20.3049 | -0.0414 | 0.0108 |
2021-06-07 | 8.050 | 6.220 | 16.40 | 20.2720 | -0.0329 | 0.0205 |
2021-06-08 | 8.050 | 6.220 | 16.40 | 20.2224 | -0.0496 | 0.0108 |
percentileofscore
percentileofscore
:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2021-05-11 | 7.570 | 7.130 | 18.55 | 20.6410 | 0.0081 | 0.0832 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 20.6425 | 0.0015 | 0.0799 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 20.6601 | 0.0176 | 0.2257 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 20.6671 | 0.0070 | 0.1058 |
2021-05-17 | 7.625 | 6.945 | 18.38 | 20.6698 | 0.0027 | 0.0740 |
2021-05-18 | 7.755 | 6.700 | 17.51 | 20.6604 | -0.0094 | 0.0454 |
2021-05-20 | 7.875 | 6.545 | 17.99 | 20.6460 | -0.0144 | 0.0562 |
2021-05-21 | 7.945 | 6.400 | 17.15 | 20.6100 | -0.0360 | 0.0324 |
2021-05-24 | 7.830 | 6.590 | 17.09 | 20.5833 | -0.0267 | 0.0302 |
2021-05-25 | 7.985 | 6.375 | 16.59 | 20.5573 | -0.0260 | 0.0173 |
2021-05-26 | 7.995 | 6.285 | 16.72 | 20.5214 | -0.0359 | 0.0184 |
2021-05-27 | 8.050 | 6.220 | 16.40 | 20.4869 | -0.0345 | 0.0086 |
2021-05-28 | 8.050 | 6.220 | 16.40 | 20.4558 | -0.0311 | 0.0054 |
2021-05-31 | 8.050 | 6.220 | 16.40 | 20.4285 | -0.0273 | 0.0162 |
2021-06-01 | 8.050 | 6.220 | 16.40 | 20.4046 | -0.0239 | 0.0335 |
2021-06-02 | 8.050 | 6.220 | 16.40 | 20.3773 | -0.0273 | 0.0238 |
2021-06-03 | 8.050 | 6.220 | 16.40 | 20.3463 | -0.0310 | 0.0248 |
2021-06-04 | 8.050 | 6.220 | 16.40 | 20.3049 | -0.0414 | 0.0113 |
2021-06-07 | 8.050 | 6.220 | 16.40 | 20.2720 | -0.0329 | 0.0205 |
2021-06-08 | 8.050 | 6.220 | 16.40 | 20.2224 | -0.0496 | 0.0113 |
percentrank.exc
percentrank.exc
:Date | 3033 Adjusted Close Price | 7552 Adjusted Close Price | VHSI | VHSI Moving Average | MA Diff | PercentRank |
---|---|---|---|---|---|---|
2021-05-11 | 7.570 | 7.130 | 18.55 | 20.6410 | 0.0081 | 0.0822 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 20.6425 | 0.0015 | 0.0789 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 20.6601 | 0.0176 | 0.2249 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 20.6671 | 0.0070 | 0.1049 |
2021-05-17 | 7.625 | 6.945 | 18.38 | 20.6698 | 0.0027 | 0.0735 |
2021-05-18 | 7.755 | 6.700 | 17.51 | 20.6604 | -0.0094 | 0.0443 |
2021-05-20 | 7.875 | 6.545 | 17.99 | 20.6460 | -0.0144 | 0.0551 |
2021-05-21 | 7.945 | 6.400 | 17.15 | 20.6100 | -0.0360 | 0.0314 |
2021-05-24 | 7.830 | 6.590 | 17.09 | 20.5833 | -0.0267 | 0.0292 |
2021-05-25 | 7.985 | 6.375 | 16.59 | 20.5573 | -0.0260 | 0.0162 |
2021-05-26 | 7.995 | 6.285 | 16.72 | 20.5214 | -0.0359 | 0.0173 |
2021-05-27 | 8.050 | 6.220 | 16.40 | 20.4869 | -0.0345 | 0.0076 |
2021-05-28 | 8.050 | 6.220 | 16.40 | 20.4558 | -0.0311 | 0.0043 |
2021-05-31 | 8.050 | 6.220 | 16.40 | 20.4285 | -0.0273 | 0.0151 |
2021-06-01 | 8.050 | 6.220 | 16.40 | 20.4046 | -0.0239 | 0.0324 |
2021-06-02 | 8.050 | 6.220 | 16.40 | 20.3773 | -0.0273 | 0.0227 |
2021-06-03 | 8.050 | 6.220 | 16.40 | 20.3463 | -0.0310 | 0.0238 |
2021-06-04 | 8.050 | 6.220 | 16.40 | 20.3049 | -0.0414 | 0.0108 |
2021-06-07 | 8.050 | 6.220 | 16.40 | 20.2720 | -0.0329 | 0.0205 |
2021-06-08 | 8.050 | 6.220 | 16.40 | 20.2224 | -0.0496 | 0.0108 |
percentileofscore
for the date 2021-05-12 is approximately 0.2696. This value is very close to the 0.271 you mentioned, and the slight difference could be due to rounding or the method used for calculation.percentileofscore
for the date 2021-05-12 is approximately 0.2696. This value is very close to the 0.271 you mentioned, and the slight difference could be due to rounding or the method used for calculation.percentileofscore
for the date 2021-05-12 is approximately 0.0794. This value is different from the previously mentioned 0.2696, and it seems there was an error in the previous calculation.Date | Adjusted Close 3033 | Adjusted Close 7552 | Adjusted Close VHSI | PercentRank |
---|---|---|---|---|
2021-05-10 | 7.825 | 6.695 | 17.28 | 0.0650 |
2021-05-11 | 7.570 | 7.130 | 18.55 | 0.2822 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 0.2696 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 0.5583 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 0.3221 |
Date | Adjusted Close 3033 | Adjusted Close 7552 | Adjusted Close VHSI | PercentRank | Momentum |
---|---|---|---|---|---|
2021-04-26 | 8.400 | 5.830 | 17.54 | 0.0278 | -0.1111 |
2021-04-27 | 8.415 | 5.795 | 17.08 | 0.0055 | -0.9191 |
2021-04-28 | 8.430 | 5.760 | 16.22 | 0.0054 | -0.9190 |
2021-04-29 | 8.430 | 5.780 | 16.46 | 0.0161 | -0.9008 |
2021-04-30 | 8.255 | 6.060 | 16.89 | 0.0266 | -0.8723 |
2021-05-03 | 8.170 | 6.180 | 18.04 | 0.0671 | -0.7764 |
2021-05-04 | 8.215 | 6.085 | 17.32 | 0.0677 | -0.7014 |
2021-05-05 | 8.055 | 6.355 | 17.80 | 0.0618 | -0.8346 |
2021-05-06 | 8.070 | 6.325 | 17.52 | 0.0765 | -0.4144 |
2021-05-07 | 7.890 | 6.595 | 17.34 | 0.0758 | 0.2259 |
2021-05-10 | 7.825 | 6.695 | 17.28 | 0.0650 | 1.3400 |
2021-05-11 | 7.570 | 7.130 | 18.55 | 0.2822 | 50.3564 |
2021-05-12 | 7.785 | 6.680 | 18.53 | 0.2696 | 48.6078 |
2021-05-13 | 7.560 | 7.090 | 20.41 | 0.5583 | 33.6117 |
2021-05-14 | 7.515 | 7.170 | 18.87 | 0.3221 | 11.1115 |