We have analysed the financial stocks from National Stock Exchange (NSE) for companies like TCS, INFOSYS. We have used 'NSEpy' library to get data from NSE. NIFTY IT data has also been analysed.
Various operations performed on the dataset includes:
- Handling of unequal time series data due to stock market holidays. Linear Interpolation Technique is used to get data for non-working days so as to maintain uniform time-series.
- Calculating Moving Average on weekly basis for window size of 4 weeks, 16 weeks, 28 weeks,40 weeks and 52 weeks.
- Calculating Volume Shocks ,i.e., Volume traded is 10% higher or lower than the previous day.
- Calculating Price Shocks ,i.e., Price difference between that day and next day is more than 2%.
- Calculating rolling window average for different window sizes on daily basis. Average is taken for window sizes of 10 days, 30 days,50 days and 75 days.
For Data Visualization, Bokeh library is used. This library provides immpressive visualizations.Basically, line plot is used to plot the daily stocks.