{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Exploratory Data Analysis (EDA) of ETFs" ] }, { "cell_type": "markdown", "metadata": { "collapsed": true }, "source": [ "Original data from https://s3.amazonaws.com/zanran_storage/www.etftopics.com/ContentPages/13968652.xls , modified and available locally as ETFs.csv . \n", "\n", "This notebook only works in Quantopian Research, but one only needs to modify the loading of the file to work with it locally." ] }, { "cell_type": "code", "execution_count": 193, "metadata": { "collapsed": false }, "outputs": [], "source": [ "import numpy as np\n", "import pandas as pd\n", "import matplotlib.pyplot as pyplot\n", "import seaborn as sns" ] }, { "cell_type": "code", "execution_count": 194, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/html": [ "
\n", " | Name | \n", "Index | \n", "Description | \n", "Category | \n", "Provider | \n", "Expense_Ratio | \n", "Dividend | \n", "Div_Yield | \n", "Market_Cap | \n", "Shares | \n", "... | \n", "Beta | \n", "Asset | \n", "Size | \n", "Style | \n", "Region | \n", "Sector | \n", "Leveraged | \n", "Inverse | \n", "Top_Holdings | \n", "Chart | \n", "
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Symbol | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
AAXJ | \n", "iShares MSCI All Country Asia ex Japan Index Fund | \n", "MSCI All Country Asia ex Japan Index | \n", "The index measures the performance of 11 devel... | \n", "Asia Pacific Equities | \n", "iShares | \n", "0.7400% | \n", "$0.36 | \n", "1.8400% | \n", "$1,687.89 | \n", "31 | \n", "... | \n", "1 | \n", "Equity | \n", "NaN | \n", "NaN | \n", "Pacific ex-Japan | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "
ACWI | \n", "MSCI All Country World Index Fund | \n", "MSCI All Country World Index | \n", "The Index is designed to measure the performan... | \n", "Global Equities | \n", "iShares | \n", "0.3500% | \n", "$0.36 | \n", "1.4100% | \n", "$1,176.64 | \n", "30 | \n", "... | \n", "1 | \n", "Equity | \n", "Large-Cap | \n", "Blend | \n", "Global/Multi-Region | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "
2 rows × 21 columns
\n", "\n", " | Name | \n", "Index | \n", "Description | \n", "Category | \n", "Provider | \n", "Expense_Ratio | \n", "Dividend | \n", "Div_Yield | \n", "Market_Cap | \n", "Shares | \n", "Avg_Vol | \n", "Beta | \n", "Asset | \n", "Size | \n", "Style | \n", "Region | \n", "Sector | \n", "Leveraged | \n", "Inverse | \n", "
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Symbol | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
AAXJ | \n", "iShares MSCI All Country Asia ex Japan Index Fund | \n", "MSCI All Country Asia ex Japan Index | \n", "The index measures the performance of 11 devel... | \n", "Asia Pacific Equities | \n", "iShares | \n", "0.0074 | \n", "0.36 | \n", "0.0184 | \n", "1687.89 | \n", "31 | \n", "527890 | \n", "1 | \n", "Equity | \n", "NaN | \n", "NaN | \n", "Pacific ex-Japan | \n", "NaN | \n", "NaN | \n", "False | \n", "
ACWI | \n", "MSCI All Country World Index Fund | \n", "MSCI All Country World Index | \n", "The Index is designed to measure the performan... | \n", "Global Equities | \n", "iShares | \n", "0.0035 | \n", "0.36 | \n", "0.0141 | \n", "1176.64 | \n", "30 | \n", "379781 | \n", "1 | \n", "Equity | \n", "Large-Cap | \n", "Blend | \n", "Global/Multi-Region | \n", "NaN | \n", "NaN | \n", "False | \n", "
ACWX | \n", "iShares MSCI ACWI ex US Index Fund | \n", "MSCI All Country World ex-U.S. Index | \n", "The index measures the performance of global e... | \n", "Global Equities | \n", "iShares | \n", "0.0035 | \n", "0.52 | \n", "0.0147 | \n", "654.07 | \n", "17 | \n", "161924 | \n", "1 | \n", "Equity | \n", "Large-Cap | \n", "Blend | \n", "Ex-U.S. | \n", "NaN | \n", "NaN | \n", "False | \n", "