Presenter: Dr. Yves Hilpisch of The Python Quants         

Length: 24 mins
It is easy to retrieve historical inter- and intra-day pricing data across asset classes via the Eikon Data API. Plotly and Cufflinks make financial data visualization convenient. As an example we show how these elements can be used to test the 'Random Walk Hypothesis' based on OLS regression analysis with ease.

• How to retrieve historical data across asset classes via the Eikon Data API
• How to work with such data using pandas, Plotly and Cufflinks
• How to test the Random Walk Hypothesis using financial time series data
• Analyzing the data using linear OLS regression
• Visualizing the results with Plotly and Cufflinks                                                                                                                                                                                                                                Next Tutorial>>>