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alexrios22/Trend.ibpynb

Created November 22, 2020 22:03
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Trend.ibpynb
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Trend.ibpynb
window = 253
# detrend tome series by MA
ratesM = data['Adj Close'].rolling(window).mean().dropna()
ratesD = data['Adj Close'].reindex(ratesM.index).sub(ratesM)
fig, axs = plt.subplots(2, figsize=(16, 8), sharex=True)
data['Adj Close'].plot(ax=axs[0], title="Trend")
ratesM.plot(ax=axs[0])
ratesD.plot(ax=axs[1], c="g", title="Residuals");
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