This notebook contains the daily returns of the S&P500 sectors, VIX, 10-year Treasury Yield, 30-year Treasury Yield, and Crude Oil.
import yfinance as yf
import pandas as pd
import numpy as np
from wallstreet import get_moving_avg, get_dow_list, get_ytd_return, get_ytd_growth_percentage, get_spdr_sectors, get_daily_returns
from datetime import datetime
datetime.now()
datetime.datetime(2023, 2, 3, 17, 23, 10, 961410)
pd.options.display.float_format = '{:.2f}%'.format
my_list = get_spdr_sectors()
my_list.append('CL=F')
my_list.append('^TNX')
my_list.append('^TYX')
my_list.append('^VIX')
my_list.append('VOOG')
my_list.append('VOOV')
pd.options.display.float_format = '{:.2f}'.format
t = get_daily_returns(my_list)
t = t.sort_values(by='percent change',ascending=False)
t.set_index('ticker')
| name | previous_close | current_price | percent change | today_volume | previous_volume | |
|---|---|---|---|---|---|---|
| ticker | ||||||
| ^TNX | 3.40 | 3.53 | 4.00 | 0.00 | 0.00 | |
| ^TYX | 3.56 | 3.63 | 2.05 | 0.00 | 0.00 | |
| XLF | 36.66 | 36.59 | -0.19 | 42.92 | 42.11 | |
| XLE | 86.15 | 85.96 | -0.22 | 22.68 | 24.90 | |
| XLV | 133.08 | 132.69 | -0.29 | 10.05 | 11.27 | |
| XLP | 73.69 | 73.40 | -0.39 | 12.86 | 12.24 | |
| XLI | 103.39 | 102.85 | -0.52 | 13.54 | 13.46 | |
| VOOG | 227.99 | 226.43 | -0.68 | 0.18 | 0.21 | |
| XLK | 142.96 | 141.77 | -0.83 | 8.01 | 9.41 | |
| VOOV | 154.09 | 151.81 | -1.48 | 0.10 | 0.12 | |
| XLB | 84.94 | 83.41 | -1.80 | 5.93 | 6.16 | |
| XLC | 59.39 | 58.20 | -2.00 | 7.83 | 9.44 | |
| XLRE | 41.83 | 40.96 | -2.08 | 7.46 | 7.01 | |
| XLU | 69.36 | 67.91 | -2.09 | 12.67 | 12.50 | |
| ^VIX | 18.73 | 18.33 | -2.14 | 0.00 | 0.00 | |
| XLY | 156.16 | 151.35 | -3.08 | 6.79 | 7.02 | |
| CL=F | 75.88 | 73.23 | -3.49 | 0.39 | 0.36 |
spy_sectors = t[t['ticker'].str.startswith('X')]
spy_sectors.set_index('ticker')
| name | previous_close | current_price | percent change | today_volume | previous_volume | |
|---|---|---|---|---|---|---|
| ticker | ||||||
| XLF | 36.66 | 36.59 | -0.19 | 42.92 | 42.11 | |
| XLE | 86.15 | 85.96 | -0.22 | 22.68 | 24.90 | |
| XLV | 133.08 | 132.69 | -0.29 | 10.05 | 11.27 | |
| XLP | 73.69 | 73.40 | -0.39 | 12.86 | 12.24 | |
| XLI | 103.39 | 102.85 | -0.52 | 13.54 | 13.46 | |
| XLK | 142.96 | 141.77 | -0.83 | 8.01 | 9.41 | |
| XLB | 84.94 | 83.41 | -1.80 | 5.93 | 6.16 | |
| XLC | 59.39 | 58.20 | -2.00 | 7.83 | 9.44 | |
| XLRE | 41.83 | 40.96 | -2.08 | 7.46 | 7.01 | |
| XLU | 69.36 | 67.91 | -2.09 | 12.67 | 12.50 | |
| XLY | 156.16 | 151.35 | -3.08 | 6.79 | 7.02 |
Disclaimer: I am not a professional investment adviser and my opinions are based on my own technical analysis. Please consult an investment professional before making investment decisions.