diff options
Diffstat (limited to 'python/notebooks/Beta & Compression.ipynb')
| -rw-r--r-- | python/notebooks/Beta & Compression.ipynb | 26 |
1 files changed, 22 insertions, 4 deletions
diff --git a/python/notebooks/Beta & Compression.ipynb b/python/notebooks/Beta & Compression.ipynb index 6b88b71c..8ddae861 100644 --- a/python/notebooks/Beta & Compression.ipynb +++ b/python/notebooks/Beta & Compression.ipynb @@ -49,8 +49,8 @@ "outputs": [], "source": [ "# HY -- EU\n", - "df = betas.xs('HY', level='index')\n", - "df = df.xs('EU', level='index', axis = 1)\n", + "df = betas.xs('EU', level='index')\n", + "df = df.xs('HY', level='index', axis = 1)\n", "plt.plot(df)\n", "plt.xlabel('date')\n", "plt.ylabel('beta')\n", @@ -64,7 +64,7 @@ "metadata": {}, "outputs": [], "source": [ - "# HY -- EU\n", + "# IG -- EU\n", "df = betas.xs('EU', level='index')\n", "df = df.xs('IG', level='index', axis = 1)\n", "plt.plot(df)\n", @@ -103,6 +103,24 @@ "execution_count": null, "metadata": {}, "outputs": [], + "source": [ + "run ../exploration/beta_trade.py" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "prog" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], "source": [] } ], @@ -122,7 +140,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.6.1" + "version": "3.6.4" } }, "nbformat": 4, |