Eikon Data API

Predicting Financial Time Series Movements

Dr. Yves J. Hilpisch | The Python Quants GmbH

http://tpq.io | @dyjh | training@tpq.io

The Agenda

This tutorial shows

  • how to retrieve historical data across asset classes via the Eikon Data API,
  • how to work with such data using pandas, Plotly and Cufflinks and
  • how to apply machine learning (ML) techniques for time series prediction

Importing Required Packages

In [1]:
import eikon as ek  # the Eikon Python wrapper package
import numpy as np  # NumPy
import pandas as pd  # pandas
import cufflinks as cf  # Cufflinks
from sklearn.svm import SVC  # sckikit-learn
from sklearn.model_selection import train_test_split
import configparser as cp