Notebook
In [4]:
spy = get_pricing('spy', start_date='2019-01-02', end_date='2019-09-25', frequency='daily')
iwm = get_pricing('iwm', start_date='2019-01-02', end_date='2019-09-25', frequency='daily')
In [5]:
ratio = spy['price']/iwm['price']
In [6]:
ratio.tail()
Out[6]:
2019-09-19 00:00:00+00:00    1.931089
2019-09-20 00:00:00+00:00    1.925830
2019-09-23 00:00:00+00:00    1.926914
2019-09-24 00:00:00+00:00    1.940628
2019-09-25 00:00:00+00:00    1.931715
Freq: C, Name: price, dtype: float64
In [10]:
import talib as ta
In [16]:
ta.MACD(ratio,12,26,9)
Out[16]:
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        -0.00101582, -0.00208428, -0.00289346, -0.00327231, -0.00349633]),
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In [ ]:
In [ ]: