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Last active August 19, 2024 20:53
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Python code to get price data for all S&P500 tickers
# Import packages
import yfinance as yf
import pandas as pd
# Read and print the stock tickers that make up S&P500
tickers = pd.read_html(
'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies')[0]
print(tickers.head())
# Get the data for this tickers from yahoo finance
data = yf.download(tickers.Symbol.to_list(),'2021-1-1','2021-7-12', auto_adjust=True)['Close']
print(data.head())
@stellt
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stellt commented Aug 13, 2024

Hi how do i clean this data up on vs code so I can use it in a regression analysis?

@quantra-go-algo
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So generally, the steps to clean the data involve handling missing data, feature engineering, and normalizing/scaling the data. If you are looking for something specific, please do let us know.

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