To install pandas ons Apple Silicon Macs simply install it with pip
$ pip install pandas
Collecting pandas
Downloading pandas-1.4.2-cp310-cp310-macosx_11_0_arm64.whl (10.1 MB)
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Requirement already satisfied: python-dateutil>=2.8.1 in /opt/homebrew/lib/python3.10/site-packages (from pandas) (2.8.2)
Requirement already satisfied: pytz>=2020.1 in /opt/homebrew/lib/python3.10/site-packages (from pandas) (2021.3)
Collecting numpy>=1.21.0
Downloading numpy-1.22.3-cp310-cp310-macosx_11_0_arm64.whl (12.8 MB)
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Requirement already satisfied: six>=1.5 in /opt/homebrew/lib/python3.10/site-packages (from python-dateutil>=2.8.1->pandas) (1.16.0)
Installing collected packages: numpy, pandas
Successfully installed numpy-1.22.3 pandas-1.4.2
You can already (06.03.21) install pandas on M1 (ARM64). In the near feature it will be possible to install pandas by using simple pip command without compile errors, so check first if that is now possible.
A short step by step guide. Install numpy and python 3.9.x with brew by
$ brew install numpy
Download Pandas release as source package (version > 1.2.3) from github https://github.com/pandas-dev/pandas/releases/tag/v1.2.3 unpack and use python version from brew, it is usually the command python3.9
$ cd pandas-1.2.3
$ python3.9 setup.py build -j8
$ python3.9 setup.py install
Keep in mind that you have to use the python environment from brew /opt/homebrew/bin/python3.9, so start a shell with python3.9 and maybe you must install some packages again with the command pip3.9 install ...
$ python3.9 -c "import pandas; print('Pandas {}'.format(pandas.__version__))"
Importing pandas for the first time, it will take some time!
If you use virtualenv and want to use pandas you must include the systempackages as well!
$ virtualenv --system-site-packages myvenv
Use the native M1 Performance with Pandas :-)