Inspired by Bryan Downing’s “QuantsLab HFT”
This Python iNotebook analyzes and visualizes most important U.S. economic indices using Matlab.
Data Source: St.Louis Fed FRED Economic Research
Here are the analyzed indices:
# [1] U.S. Gross Domestic Product from 1948-2015
# [2] U.S. New Orders Nondefense Capital Goods Excluding Aircraft Index
# [3] U.S. ISM Manufacturing PMI Composite Index
# [4] U.S. Industrial Production Mining Index
# [5] U.S. Industrial Production Business Equipment Index
# [6] U.S. Continued Claims Insured Unemployment Index
# [7] U.S. New Private Housing Units Authorized by Building Permits Index
# [8] U.S. Industrial Production Materials Index
This Python iNotebook analyzes and visualizes most important U.S. economic indices using Matlab.
Data Source: St.Louis Fed FRED Economic Research
Here are the analyzed indices:
# [1] U.S. Gross Domestic Product from 1948-2015
# [2] U.S. New Orders Nondefense Capital Goods Excluding Aircraft Index
# [3] U.S. ISM Manufacturing PMI Composite Index
# [4] U.S. Industrial Production Mining Index
# [5] U.S. Industrial Production Business Equipment Index
# [6] U.S. Continued Claims Insured Unemployment Index
# [7] U.S. New Private Housing Units Authorized by Building Permits Index
# [8] U.S. Industrial Production Materials Index
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In [34]:
%matplotlib inline
import pandas as pd
import matplotlib
matplotlib.use("Agg")
import matplotlib.pyplot as plt
import datetime
import urllib2
import re
In [53]:
# [1] U.S. Gross Domestic Product from 1948-2015
url = 'https://research.stlouisfed.org/fred2/data/GDP.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [55]:
# [2] U.S. New Orders Nondefense Capital Goods Excluding Aircraft Index
url = 'https://research.stlouisfed.org/fred2/data/NEWORDER.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [56]:
# [3] U.S. ISM Manufacturing PMI Composite Index
url = 'https://research.stlouisfed.org/fred2/data/NAPM.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [57]:
# [4] U.S. Industrial Production Mining Index
url = 'https://research.stlouisfed.org/fred2/data/IPMINE.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [58]:
# [5] U.S. Industrial Production Business Equipment Index
url = 'https://research.stlouisfed.org/fred2/data/IPBUSEQ.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [60]:
# [6] U.S. Continued Claims Insured Unemployment Index
url = 'https://research.stlouisfed.org/fred2/data/CCSA.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [62]:
# [7] U.S. New Private Housing Units Authorized by Building Permits Index
url = 'https://research.stlouisfed.org/fred2/data/PERMIT.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
In [63]:
# [8] U.S. Industrial Production Materials Index
url = 'https://research.stlouisfed.org/fred2/data/IPMAT.txt'
dates = []
datas = []
for x in urllib2.urlopen(url):
if x[:5] == 'Title':
title = x
if(x[:2] != "19" and x[:2] != "20"):
continue
mycollapsedstring = ' '.join(x.split())
again = mycollapsedstring.split(" ", 1)
dates.append(again[0])
datas.append(again[1])
x = [datetime.datetime.strptime(elem, '%Y-%m-%d') for elem in dates]
y = datas
plt.plot_date(x, y, fmt="r-")
plt.xlabel("Dates")
title = re.sub(r'\W+','', title)
plt.title(title)
plt.grid(True)
plt.show()
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