Stock Market and Portfolio Anaylsis of the S&P 500 with pandas and quandl

This post includes code adapted from python for finance and trading algorithms udemy course and python for finance and trading algorithms udemy course notebooks.

import pandas as pd
import quandl

start = pd.to_datetime('2010-01-01')
end = pd.to_datetime('today')

SP500 = quandl.get("MULTPL/SP500_REAL_PRICE_MONTH",start_date = start,end_date = end)

SP500.head()

	Value
Date
2010-01-01	1123.58
2010-02-01	1089.16
2010-03-01	1152.05
2010-04-01	1197.32
2010-05-01	1125.06

SP500.tail()

	Value
Date
2020-07-01	3207.62
2020-07-31	3271.12
2020-08-01	3391.71
2020-08-31	3500.31
2020-09-01	3526.65

import matplotlib.pyplot as plt
%matplotlib inline

SP500['Value'].plot(figsize = (12, 8))
plt.title('Total S&P 500 from 2010 to 2020 Value')

Text(0.5, 1.0, 'Total S&P 500 from 2010 to 2020 Value')