Tesla's Stock Market data: Mastering Time Resampling with OpenBB and Pandas
In the financial sector, we often deal with time series data that have a DateTimeIndex on a specific time scale, like every day or every hour. Sometimes, it's necessary to aggregate this data based on frequency, such as monthly or quarterly. You might think that a simple groupby could solve this challenge. However, a groupby can only tackle part of the issue. For instance, it doesn't have the capability to understand business quarters.
This is where Pandas' time resampling feature becomes invaluable. In this tutorial, we delve into using this feature to analyze Tesla's stock market data. We'll showcase how to effectively manipulate time series data for insightful analysis.
We'll cover the following points:
Technical requirements
Load time series data with OpenBB
Explore time series data
Time Resampling
To read this post you'll need to become a member. Members help us fund our work to ensure we can stick around long-term.
See our plans (Opens in a new window)
Already a member? Log in (Opens in a new window)
