Quant-Finance-With-Python-Code

Repo for code examples in Quantitative Finance with Python by Chris Kelliher

Note: This book is the first edition of Quantitative Finance with Case Studies in Python. For readers of the second edition, please go to this repo.

[11/13/2023] Comment on Yahoo Finance data retrieval

Issue:

Function data.get_data_yahoo() in panadas_datareader no longer works due to Yahoo Finance codebase migration.
See detailed discussions here.

Solution:

Use yfinance. Example:

import yfinance as yf
df = yf.download(['XLK', 'SPY'], start='2023-01-01', end='2023-08-31', auto_adjust=False)['Adj Close']