Hi all. Newbie here and trying to use this notebook to teach myself. I have external data that I would like to run through the model. It is data from the South African Index (J200) and the South African Rand (ZAR). I would like to import the data via a CSV, but I have not idea on how to use the data when imported and whether I should synchronize the dates and then symbol in the file or will the code automatically plot each symbol associated with the date? My main issue was what to do in this section of the code:
SAS = local_csv('ZARvsJ200.csv')
start = '2014-01-01'
end = '2015-01-01'
asset = get_pricing('J200', fields='price', start_date=start, end_date=end)
benchmark = get_pricing('ZAR', fields='price', start_date=start, end_date=end)
We have to take the percent changes to get to returns
Get rid of the first (0th) element because it is NAN
r_a = asset.pct_change()[1:]
r_b = benchmark.pct_change()[1:]