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

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
%matplotlib inline

import pandas_datareader
import datetime
import pandas_datareader.data as web

import statsmodels.api as sm
import quandl

start = datetime.datetime(2019, 1, 1)
end = pd.to_datetime('today')

SP500 = quandl.get("MULTPL/SP500_REAL_PRICE_MONTH",start_date = start,end_date = end)
SP500
Value
Date
2019-01-01 2607.39
2019-02-01 2754.86
2019-03-01 2803.98
2019-04-01 2903.80
2019-05-01 2854.71
2019-05-31 2752.08
2019-06-01 2890.17
2019-07-01 2996.11
2019-08-01 2897.50
2019-09-01 2982.16
2019-10-01 2977.68
2019-11-01 3104.90
2019-12-01 3176.75
2019-12-31 3230.58
2020-01-01 3278.20
2020-01-31 3225.04
2020-02-01 3277.31
2020-02-28 2954.81
2020-03-01 2652.39
2020-03-31 2584.59
2020-04-01 2761.98
2020-04-30 2912.43
2020-05-01 2919.61
2020-06-01 3104.66
2020-06-30 3100.29
2020-07-01 3207.62
2020-07-31 3271.12
2020-08-01 3391.71
2020-08-31 3500.31
2020-09-01 3365.52
2020-09-30 3363.00
2020-10-01 3418.70
2020-11-01 3429.33
2020-11-30 3621.63
2020-12-01 3662.45 
SP500
Value
Date
2019-01-01 2607.39
2019-02-01 2754.86
2019-03-01 2803.98
2019-04-01 2903.80
2019-05-01 2854.71
2019-05-31 2752.08
2019-06-01 2890.17
2019-07-01 2996.11
2019-08-01 2897.50
2019-09-01 2982.16
2019-10-01 2977.68
2019-11-01 3104.90
2019-12-01 3176.75
2019-12-31 3230.58
2020-01-01 3278.20
2020-01-31 3225.04
2020-02-01 3277.31
2020-02-28 2954.81
2020-03-01 2652.39
2020-03-31 2584.59
2020-04-01 2761.98
2020-04-30 2912.43
2020-05-01 2919.61
2020-06-01 3104.66
2020-06-30 3100.29
2020-07-01 3207.62
2020-07-31 3271.12
2020-08-01 3391.71
2020-08-31 3500.31
2020-09-01 3365.52
2020-09-30 3363.00
2020-10-01 3418.70
2020-11-01 3429.33
2020-11-30 3621.63
2020-12-01 3662.45 
SP500.dropna(inplace=True)
SP500.index = pd.to_datetime(SP500.index)

SP500.head()
Value
Date
2019-01-01 2607.39
2019-02-01 2754.86
2019-03-01 2803.98
2019-04-01 2903.80
2019-05-01 2854.71

Simple Moving Averages 

SP500['6-month-SMA']=SP500['Value'].rolling(window=6).mean()
SP500['12-month-SMA']=SP500['Value'].rolling(window=12).mean()

SP500.head()
Value 6-month-SMA 12-month-SMA
Date
2019-01-01 2607.39 NaN NaN
2019-02-01 2754.86 NaN NaN
2019-03-01 2803.98 NaN NaN
2019-04-01 2903.80 NaN NaN
2019-05-01 2854.71 NaN NaN 
SP500.plot()

<AxesSubplot:xlabel='Date'>

Exponentially-weighted moving averages 

SP500['EWMA12'] = SP500['Value'].ewm(span=12).mean()

SP500[['Value','EWMA12']].plot()

<AxesSubplot:xlabel='Date'>