Time-Series Analysis using Pandas

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

Starting Jupyter Lab

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-notebook

There 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.