diff options
Diffstat (limited to 'python/notebooks/Curve Trades.ipynb')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 151 |
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)" |
