New blog post on Kaggle competition

This commit is contained in:
Bradlee Speice
2016-03-05 11:58:46 -05:00
parent e682eb2a35
commit f60cb5f8ef
31 changed files with 3765 additions and 210 deletions

View File

@ -28,6 +28,17 @@
<script src="https://oss.maxcdn.com/respond/1.4.2/respond.min.js"></script>
<![endif]-->
<!-- Google Analytics -->
<script>
(function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
(i[r].q=i[r].q||[]).push(arguments)},i[r].l=1*new Date();a=s.createElement(o),
m=s.getElementsByTagName(o)[0];a.async=1;a.src=g;m.parentNode.insertBefore(a,m)
})(window,document,'script','//www.google-analytics.com/analytics.js','ga');
ga('create', 'UA-74711362-1', 'auto');
ga('send', 'pageview');
</script>
<!-- /Google Analytics -->
</head>
@ -107,7 +118,7 @@
<div class="prompt input_prompt">In&nbsp;[19]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="kn">import</span> <span class="nn">pandas</span> <span class="k">as</span> <span class="nn">pd</span>
<span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="k">as</span> <span class="nn">plt</span>
<span class="kn">from</span> <span class="nn">Quandl</span> <span class="k">import</span> <span class="n">get</span> <span class="k">as</span> <span class="n">qget</span>
@ -206,7 +217,7 @@
<div class="prompt input_prompt">In&nbsp;[7]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">fang_df</span> <span class="o">=</span> <span class="n">simulate_tickers</span><span class="p">([</span><span class="s2">&quot;YAHOO/FB&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/AAPL&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/NFLX&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/GOOG&quot;</span><span class="p">])</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">fang_df</span> <span class="o">=</span> <span class="n">simulate_tickers</span><span class="p">([</span><span class="s2">&quot;YAHOO/FB&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/AAPL&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/NFLX&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/GOOG&quot;</span><span class="p">])</span>
</pre></div>
</div>
@ -219,7 +230,7 @@
<div class="prompt input_prompt">In&nbsp;[8]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">fang_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;days&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">hist</span><span class="p">()</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">fang_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;days&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">hist</span><span class="p">()</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">set_size_inches</span><span class="p">(</span><span class="mi">18</span><span class="p">,</span> <span class="mi">8</span><span class="p">);</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="s2">&quot;Distribution of Days Until Profitability&quot;</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">18</span><span class="p">);</span>
</pre></div>
@ -693,7 +704,7 @@ kiSpNScYJEmSJElSa04wSJIkSZKk1pxgkCRJkiRJrf1/uiw9D8O0d6EAAAAASUVORK5CYII=
<div class="prompt input_prompt">In&nbsp;[10]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">fang_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;score&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">fang_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;score&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">set_size_inches</span><span class="p">(</span><span class="mi">18</span><span class="p">,</span> <span class="mi">6</span><span class="p">)</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="s2">&quot;Profitability score over time&quot;</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">18</span><span class="p">);</span>
</pre></div>
@ -2332,7 +2343,7 @@ EZIkSZIkSZIkSZIk6RIpIiRJkiRJkiRJkiRJ0iX+D91jLOlExGw8AAAAAElFTkSuQmCC
<div class="prompt input_prompt">In&nbsp;[13]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">cyclic_df</span> <span class="o">=</span> <span class="n">simulate_tickers</span><span class="p">([</span><span class="s2">&quot;YAHOO/X&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/CAT&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/NFLX&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/GOOG&quot;</span><span class="p">])</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">cyclic_df</span> <span class="o">=</span> <span class="n">simulate_tickers</span><span class="p">([</span><span class="s2">&quot;YAHOO/X&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/CAT&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/NFLX&quot;</span><span class="p">,</span> <span class="s2">&quot;YAHOO/GOOG&quot;</span><span class="p">])</span>
</pre></div>
</div>
@ -2345,7 +2356,7 @@ EZIkSZIkSZIkSZIk6RIpIiRJkiRJkiRJkiRJ0iX+D91jLOlExGw8AAAAAElFTkSuQmCC
<div class="prompt input_prompt">In&nbsp;[14]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">cyclic_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;days&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">hist</span><span class="p">()</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">cyclic_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;days&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">hist</span><span class="p">()</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">set_size_inches</span><span class="p">(</span><span class="mi">18</span><span class="p">,</span> <span class="mi">8</span><span class="p">);</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="s2">&quot;Distribution of Days Until Profitability&quot;</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">18</span><span class="p">);</span>
</pre></div>
@ -2833,7 +2844,7 @@ JEmSJEnSwGwwSJIkSZKkgdlgkCRJkiRJA7PBIEmSJEmSBvb/AfKAew4+oiojAAAAAElFTkSuQmCC
<div class="prompt input_prompt">In&nbsp;[15]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">cyclic_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;score&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">cyclic_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;score&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">set_size_inches</span><span class="p">(</span><span class="mi">18</span><span class="p">,</span> <span class="mi">6</span><span class="p">)</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="s2">&quot;Profitability score over time&quot;</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">18</span><span class="p">);</span>
</pre></div>
@ -4618,7 +4629,7 @@ hUKhUCgUpor/A9AnO0PoIItTAAAAAElFTkSuQmCC
<div class="prompt input_prompt">In&nbsp;[21]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">biotech_df</span> <span class="o">=</span> <span class="n">simulate_tickers</span><span class="p">([</span><span class="s1">&#39;YAHOO/REGN&#39;</span><span class="p">,</span> <span class="s1">&#39;YAHOO/CELG&#39;</span><span class="p">,</span> <span class="s1">&#39;GOOG/NASDAQ_BIB&#39;</span><span class="p">,</span> <span class="s1">&#39;GOOG/NASDAQ_IBB&#39;</span><span class="p">])</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">biotech_df</span> <span class="o">=</span> <span class="n">simulate_tickers</span><span class="p">([</span><span class="s1">&#39;YAHOO/REGN&#39;</span><span class="p">,</span> <span class="s1">&#39;YAHOO/CELG&#39;</span><span class="p">,</span> <span class="s1">&#39;GOOG/NASDAQ_BIB&#39;</span><span class="p">,</span> <span class="s1">&#39;GOOG/NASDAQ_IBB&#39;</span><span class="p">])</span>
</pre></div>
</div>
@ -4631,7 +4642,7 @@ hUKhUCgUpor/A9AnO0PoIItTAAAAAElFTkSuQmCC
<div class="prompt input_prompt">In&nbsp;[22]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">biotech_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;days&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">hist</span><span class="p">()</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">biotech_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;days&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">hist</span><span class="p">()</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">set_size_inches</span><span class="p">(</span><span class="mi">18</span><span class="p">,</span> <span class="mi">8</span><span class="p">);</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="s2">&quot;Distribution of Days Until Profitability&quot;</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">18</span><span class="p">);</span>
</pre></div>
@ -5184,7 +5195,7 @@ WKBTQVcCAAAAAElFTkSuQmCC
<div class="prompt input_prompt">In&nbsp;[23]:</div>
<div class="inner_cell">
<div class="input_area">
<div class=" highlight hl-ipython3"><pre><span class="n">biotech_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;score&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
<div class=" highlight hl-ipython3"><pre><span></span><span class="n">biotech_df</span><span class="o">.</span><span class="n">xs</span><span class="p">(</span><span class="s1">&#39;score&#39;</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span> <span class="n">level</span><span class="o">=</span><span class="mi">1</span><span class="p">)</span><span class="o">.</span><span class="n">plot</span><span class="p">()</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">set_size_inches</span><span class="p">(</span><span class="mi">18</span><span class="p">,</span> <span class="mi">6</span><span class="p">)</span>
<span class="n">plt</span><span class="o">.</span><span class="n">gcf</span><span class="p">()</span><span class="o">.</span><span class="n">suptitle</span><span class="p">(</span><span class="s2">&quot;Profitability score over time&quot;</span><span class="p">,</span> <span class="n">fontsize</span><span class="o">=</span><span class="mi">18</span><span class="p">);</span>
</pre></div>
@ -6951,6 +6962,20 @@ MathJax.Hub.Config({tex2jax: {inlineMath: [['$','$'], ['\\(','\\)']]}});
<script async src='https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_CHTML'></script>
<div class="comments">
<div id="disqus_thread"></div>
<script type="text/javascript">
var disqus_shortname = 'bradleespeice';
var disqus_identifier = 'profitability-using-the-investment-formula.html';
var disqus_url = 'https://bspeice.github.io/profitability-using-the-investment-formula.html';
(function() {
var dsq = document.createElement('script'); dsq.type = 'text/javascript'; dsq.async = true;
dsq.src = '//' + disqus_shortname + '.disqus.com/embed.js';
(document.getElementsByTagName('head')[0] || document.getElementsByTagName('body')[0]).appendChild(dsq);
})();
</script>
<noscript>Please enable JavaScript to view the comments.</noscript>
</div>
</div>
<!-- /Content -->