Week 1 - Building modules.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Building modules"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import hello as h"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'Hello Jane'"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "h.message"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# How to allow autoreload of imported library"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "# How to update imported library when library changed in the meantime\n",
    "%load_ext autoreload"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "%autoreload 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "import hello as h"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'Hello World'"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "h.message2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'Hello Anybody'"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "h.message3"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [],
   "source": [
    "import edhec_risk_kit as erk"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [],
   "source": [
    "returns = erk.get_ffme_returns()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>SmallCap</th>\n",
       "      <th>LargeCap</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1926-07</th>\n",
       "      <td>-0.0145</td>\n",
       "      <td>0.0329</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1926-08</th>\n",
       "      <td>0.0512</td>\n",
       "      <td>0.0370</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1926-09</th>\n",
       "      <td>0.0093</td>\n",
       "      <td>0.0067</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1926-10</th>\n",
       "      <td>-0.0484</td>\n",
       "      <td>-0.0243</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1926-11</th>\n",
       "      <td>-0.0078</td>\n",
       "      <td>0.0270</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         SmallCap  LargeCap\n",
       "1926-07   -0.0145    0.0329\n",
       "1926-08    0.0512    0.0370\n",
       "1926-09    0.0093    0.0067\n",
       "1926-10   -0.0484   -0.0243\n",
       "1926-11   -0.0078    0.0270"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "returns.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "-0.6312068077252386"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "erk.drawdown(returns[\"1975\":][\"SmallCap\"])[\"Drawdown\"].min()"
   ]
  }
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