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-rw-r--r--python/notebooks/Curve Trades.ipynb151
1 files changed, 8 insertions, 143 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb
index d8d1b7ce..4165bd98 100644
--- a/python/notebooks/Curve Trades.ipynb
+++ b/python/notebooks/Curve Trades.ipynb
@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
- "execution_count": 13,
+ "execution_count": null,
"metadata": {},
"outputs": [],
"source": [
@@ -21,24 +21,9 @@
},
{
"cell_type": "code",
- "execution_count": 3,
+ "execution_count": null,
"metadata": {},
- "outputs": [
- {
- "data": {
- "application/vnd.jupyter.widget-view+json": {
- "model_id": "48e324f064aa450f9ca82dd064a3082f",
- "version_major": 2,
- "version_minor": 0
- },
- "text/plain": [
- "Dropdown(description='Index:', options=('IG', 'EU'), value='IG')"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- }
- ],
+ "outputs": [],
"source": [
"w = widgets.Dropdown(\n",
" options=['IG', 'EU'],\n",
@@ -51,7 +36,7 @@
},
{
"cell_type": "code",
- "execution_count": 7,
+ "execution_count": null,
"metadata": {},
"outputs": [],
"source": [
@@ -61,34 +46,9 @@
},
{
"cell_type": "code",
- "execution_count": 8,
+ "execution_count": null,
"metadata": {},
- "outputs": [
- {
- "data": {
- "application/vnd.jupyter.widget-view+json": {
- "model_id": "260c86a418564dbe92079d66f6da64d5",
- "version_major": 2,
- "version_minor": 0
- },
- "text/plain": [
- "Canvas(toolbar=Toolbar(toolitems=[('Home', 'Reset original view', 'home', 'home'), ('Back', 'Back to previous …"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- },
- {
- "data": {
- "text/plain": [
- "<matplotlib.axes._subplots.AxesSubplot at 0x7f6018e50e50>"
- ]
- },
- "execution_count": 8,
- "metadata": {},
- "output_type": "execute_result"
- }
- ],
+ "outputs": [],
"source": [
"#On the run spread differences\n",
"spreads_diff = curve_spread_diff(index, 6)\n",
@@ -97,104 +57,9 @@
},
{
"cell_type": "code",
- "execution_count": 14,
+ "execution_count": null,
"metadata": {},
- "outputs": [
- {
- "data": {
- "application/vnd.jupyter.widget-view+json": {
- "model_id": "1f6848430d7c4cdca60133d2b6edf190",
- "version_major": 2,
- "version_minor": 0
- },
- "text/plain": [
- "Canvas(toolbar=Toolbar(toolitems=[('Home', 'Reset original view', 'home', 'home'), ('Back', 'Back to previous …"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- },
- {
- "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>3-5</th>\n",
- " <th>5-7</th>\n",
- " <th>7-10</th>\n",
- " <th>5-10</th>\n",
- " </tr>\n",
- " </thead>\n",
- " <tbody>\n",
- " <tr>\n",
- " <th>min</th>\n",
- " <td>21.219659</td>\n",
- " <td>20.056528</td>\n",
- " <td>16.047530</td>\n",
- " <td>40.126583</td>\n",
- " </tr>\n",
- " <tr>\n",
- " <th>max</th>\n",
- " <td>34.068608</td>\n",
- " <td>27.193659</td>\n",
- " <td>24.195653</td>\n",
- " <td>48.782836</td>\n",
- " </tr>\n",
- " <tr>\n",
- " <th>mean</th>\n",
- " <td>29.106575</td>\n",
- " <td>24.588519</td>\n",
- " <td>20.883679</td>\n",
- " <td>45.472198</td>\n",
- " </tr>\n",
- " <tr>\n",
- " <th>current</th>\n",
- " <td>21.603603</td>\n",
- " <td>21.392519</td>\n",
- " <td>23.498862</td>\n",
- " <td>44.891380</td>\n",
- " </tr>\n",
- " <tr>\n",
- " <th>zscore</th>\n",
- " <td>-2.698133</td>\n",
- " <td>-2.206748</td>\n",
- " <td>1.378322</td>\n",
- " <td>-0.287849</td>\n",
- " </tr>\n",
- " </tbody>\n",
- "</table>\n",
- "</div>"
- ],
- "text/plain": [
- " 3-5 5-7 7-10 5-10\n",
- "min 21.219659 20.056528 16.047530 40.126583\n",
- "max 34.068608 27.193659 24.195653 48.782836\n",
- "mean 29.106575 24.588519 20.883679 45.472198\n",
- "current 21.603603 21.392519 23.498862 44.891380\n",
- "zscore -2.698133 -2.206748 1.378322 -0.287849"
- ]
- },
- "execution_count": 14,
- "metadata": {},
- "output_type": "execute_result"
- }
- ],
+ "outputs": [],
"source": [
"#Table of Spread Differences, and Z-score of current spread differences\n",
"spreads_diff_table(spreads_diff)"