2. Creating a Time Series Object in Python.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Importing the Packages"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Importing the data "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "raw_csv_data = pd.read_csv(\"Index2018.csv\") \n",
    "df_comp=raw_csv_data.copy() "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Lenght of the Time Period"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>6269.000000</td>\n",
       "      <td>6269.000000</td>\n",
       "      <td>6269.000000</td>\n",
       "      <td>6269.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1288.127542</td>\n",
       "      <td>6080.063363</td>\n",
       "      <td>5422.713545</td>\n",
       "      <td>14597.055700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>487.586473</td>\n",
       "      <td>2754.361032</td>\n",
       "      <td>1145.572428</td>\n",
       "      <td>4043.122953</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>438.920000</td>\n",
       "      <td>1911.700000</td>\n",
       "      <td>2876.600000</td>\n",
       "      <td>7054.980000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>990.671905</td>\n",
       "      <td>4069.350000</td>\n",
       "      <td>4486.100000</td>\n",
       "      <td>10709.290000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>1233.420000</td>\n",
       "      <td>5773.340000</td>\n",
       "      <td>5662.430000</td>\n",
       "      <td>15028.170000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1459.987747</td>\n",
       "      <td>7443.070000</td>\n",
       "      <td>6304.250000</td>\n",
       "      <td>17860.470000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>2872.867839</td>\n",
       "      <td>13559.600000</td>\n",
       "      <td>7778.637689</td>\n",
       "      <td>24124.150000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               spx           dax         ftse        nikkei\n",
       "count  6269.000000   6269.000000  6269.000000   6269.000000\n",
       "mean   1288.127542   6080.063363  5422.713545  14597.055700\n",
       "std     487.586473   2754.361032  1145.572428   4043.122953\n",
       "min     438.920000   1911.700000  2876.600000   7054.980000\n",
       "25%     990.671905   4069.350000  4486.100000  10709.290000\n",
       "50%    1233.420000   5773.340000  5662.430000  15028.170000\n",
       "75%    1459.987747   7443.070000  6304.250000  17860.470000\n",
       "max    2872.867839  13559.600000  7778.637689  24124.150000"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.describe()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>07/01/1994</td>\n",
       "      <td>469.90</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.98</td>\n",
       "      <td>18124.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>10/01/1994</td>\n",
       "      <td>475.27</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.58</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>11/01/1994</td>\n",
       "      <td>474.13</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.77</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>12/01/1994</td>\n",
       "      <td>474.17</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.02</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>13/01/1994</td>\n",
       "      <td>472.47</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.01</td>\n",
       "      <td>18577.26</td>\n",
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      "text/plain": [
       "         date     spx      dax     ftse    nikkei\n",
       "0  07/01/1994  469.90  2224.95  3445.98  18124.01\n",
       "1  10/01/1994  475.27  2225.00  3440.58  18443.44\n",
       "2  11/01/1994  474.13  2228.10  3413.77  18485.25\n",
       "3  12/01/1994  474.17  2182.06  3372.02  18793.88\n",
       "4  13/01/1994  472.47  2142.37  3360.01  18577.26"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "count           6269\n",
       "unique          6269\n",
       "top       17/12/1997\n",
       "freq               1\n",
       "Name: date, dtype: object"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.date.describe()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### From Text to Date"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp.date = pd.to_datetime(df_comp.date, dayfirst = True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
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       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>1994-01-07</td>\n",
       "      <td>469.90</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.98</td>\n",
       "      <td>18124.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1994-01-10</td>\n",
       "      <td>475.27</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.58</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>1994-01-11</td>\n",
       "      <td>474.13</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.77</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1994-01-12</td>\n",
       "      <td>474.17</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.02</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>1994-01-13</td>\n",
       "      <td>472.47</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.01</td>\n",
       "      <td>18577.26</td>\n",
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      "text/plain": [
       "        date     spx      dax     ftse    nikkei\n",
       "0 1994-01-07  469.90  2224.95  3445.98  18124.01\n",
       "1 1994-01-10  475.27  2225.00  3440.58  18443.44\n",
       "2 1994-01-11  474.13  2228.10  3413.77  18485.25\n",
       "3 1994-01-12  474.17  2182.06  3372.02  18793.88\n",
       "4 1994-01-13  472.47  2142.37  3360.01  18577.26"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "count                    6269\n",
       "unique                   6269\n",
       "top       1999-08-23 00:00:00\n",
       "freq                        1\n",
       "first     1994-01-07 00:00:00\n",
       "last      2018-01-29 00:00:00\n",
       "Name: date, dtype: object"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.date.describe()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Setting the Index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
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       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1994-01-07</th>\n",
       "      <td>469.900000</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.980000</td>\n",
       "      <td>18124.01</td>\n",
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       "    <tr>\n",
       "      <th>1994-01-10</th>\n",
       "      <td>475.270000</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.580000</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-11</th>\n",
       "      <td>474.130000</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.770000</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-12</th>\n",
       "      <td>474.170000</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.020000</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-13</th>\n",
       "      <td>472.470000</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.010000</td>\n",
       "      <td>18577.26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-14</th>\n",
       "      <td>474.910000</td>\n",
       "      <td>2151.05</td>\n",
       "      <td>3400.560000</td>\n",
       "      <td>18973.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-17</th>\n",
       "      <td>473.300000</td>\n",
       "      <td>2115.56</td>\n",
       "      <td>3407.830000</td>\n",
       "      <td>18725.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-18</th>\n",
       "      <td>474.250000</td>\n",
       "      <td>2130.35</td>\n",
       "      <td>3437.010000</td>\n",
       "      <td>18514.55</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-19</th>\n",
       "      <td>474.300000</td>\n",
       "      <td>2132.52</td>\n",
       "      <td>3475.150000</td>\n",
       "      <td>19039.40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-20</th>\n",
       "      <td>474.980000</td>\n",
       "      <td>2098.36</td>\n",
       "      <td>3469.990000</td>\n",
       "      <td>19183.92</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-21</th>\n",
       "      <td>474.720000</td>\n",
       "      <td>2073.94</td>\n",
       "      <td>3484.210000</td>\n",
       "      <td>19307.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-24</th>\n",
       "      <td>471.970000</td>\n",
       "      <td>2107.29</td>\n",
       "      <td>3481.420000</td>\n",
       "      <td>18353.24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-25</th>\n",
       "      <td>470.920000</td>\n",
       "      <td>2090.78</td>\n",
       "      <td>3443.970000</td>\n",
       "      <td>18648.36</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-26</th>\n",
       "      <td>473.200000</td>\n",
       "      <td>2128.66</td>\n",
       "      <td>3436.080000</td>\n",
       "      <td>19138.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-27</th>\n",
       "      <td>477.050000</td>\n",
       "      <td>2123.31</td>\n",
       "      <td>3427.250000</td>\n",
       "      <td>18891.79</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-28</th>\n",
       "      <td>478.700000</td>\n",
       "      <td>2156.61</td>\n",
       "      <td>3447.450000</td>\n",
       "      <td>18757.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-31</th>\n",
       "      <td>481.610000</td>\n",
       "      <td>2192.60</td>\n",
       "      <td>3491.830000</td>\n",
       "      <td>20229.12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-01</th>\n",
       "      <td>479.620000</td>\n",
       "      <td>2181.88</td>\n",
       "      <td>3481.470000</td>\n",
       "      <td>20416.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-02</th>\n",
       "      <td>482.000000</td>\n",
       "      <td>2184.05</td>\n",
       "      <td>3520.270000</td>\n",
       "      <td>20250.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-03</th>\n",
       "      <td>480.710000</td>\n",
       "      <td>2137.08</td>\n",
       "      <td>3491.480000</td>\n",
       "      <td>20174.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-04</th>\n",
       "      <td>469.810000</td>\n",
       "      <td>2143.90</td>\n",
       "      <td>3475.440000</td>\n",
       "      <td>20301.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-07</th>\n",
       "      <td>471.760000</td>\n",
       "      <td>2095.11</td>\n",
       "      <td>3419.070000</td>\n",
       "      <td>20014.40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-08</th>\n",
       "      <td>471.050000</td>\n",
       "      <td>2099.57</td>\n",
       "      <td>3440.200000</td>\n",
       "      <td>20251.23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-09</th>\n",
       "      <td>472.770000</td>\n",
       "      <td>2116.43</td>\n",
       "      <td>3429.110000</td>\n",
       "      <td>19841.38</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-10</th>\n",
       "      <td>468.930000</td>\n",
       "      <td>2119.69</td>\n",
       "      <td>3406.950000</td>\n",
       "      <td>19990.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-11</th>\n",
       "      <td>470.180000</td>\n",
       "      <td>2108.77</td>\n",
       "      <td>3378.870000</td>\n",
       "      <td>19990.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-14</th>\n",
       "      <td>470.230000</td>\n",
       "      <td>2101.93</td>\n",
       "      <td>3363.530000</td>\n",
       "      <td>19459.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-15</th>\n",
       "      <td>472.520000</td>\n",
       "      <td>2130.71</td>\n",
       "      <td>3393.160000</td>\n",
       "      <td>18974.60</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-16</th>\n",
       "      <td>472.790000</td>\n",
       "      <td>2135.25</td>\n",
       "      <td>3417.730000</td>\n",
       "      <td>19052.11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-17</th>\n",
       "      <td>470.340000</td>\n",
       "      <td>2162.29</td>\n",
       "      <td>3425.300000</td>\n",
       "      <td>18931.39</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-18</th>\n",
       "      <td>2690.158251</td>\n",
       "      <td>13312.30</td>\n",
       "      <td>7537.008105</td>\n",
       "      <td>22901.77</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-19</th>\n",
       "      <td>2681.473629</td>\n",
       "      <td>13215.79</td>\n",
       "      <td>7544.086572</td>\n",
       "      <td>22868.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-20</th>\n",
       "      <td>2679.248085</td>\n",
       "      <td>13069.17</td>\n",
       "      <td>7525.217814</td>\n",
       "      <td>22891.72</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-21</th>\n",
       "      <td>2684.569176</td>\n",
       "      <td>13109.74</td>\n",
       "      <td>7603.980440</td>\n",
       "      <td>22866.10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-22</th>\n",
       "      <td>2683.337274</td>\n",
       "      <td>13072.79</td>\n",
       "      <td>7592.663253</td>\n",
       "      <td>22902.76</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-25</th>\n",
       "      <td>2683.337274</td>\n",
       "      <td>13072.79</td>\n",
       "      <td>7592.663253</td>\n",
       "      <td>22939.18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-26</th>\n",
       "      <td>2680.504486</td>\n",
       "      <td>13072.79</td>\n",
       "      <td>7592.663253</td>\n",
       "      <td>22892.69</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-27</th>\n",
       "      <td>2682.619923</td>\n",
       "      <td>13070.02</td>\n",
       "      <td>7620.681649</td>\n",
       "      <td>22911.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-28</th>\n",
       "      <td>2687.537829</td>\n",
       "      <td>12979.94</td>\n",
       "      <td>7622.877814</td>\n",
       "      <td>22783.98</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-29</th>\n",
       "      <td>2673.610523</td>\n",
       "      <td>12917.64</td>\n",
       "      <td>7687.772698</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-02</th>\n",
       "      <td>2695.809772</td>\n",
       "      <td>12871.39</td>\n",
       "      <td>7648.096000</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-03</th>\n",
       "      <td>2713.061006</td>\n",
       "      <td>12978.21</td>\n",
       "      <td>7671.107761</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-04</th>\n",
       "      <td>2723.992595</td>\n",
       "      <td>13167.89</td>\n",
       "      <td>7695.882659</td>\n",
       "      <td>23506.33</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-05</th>\n",
       "      <td>2743.147773</td>\n",
       "      <td>13319.64</td>\n",
       "      <td>7724.218086</td>\n",
       "      <td>23714.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-08</th>\n",
       "      <td>2747.710233</td>\n",
       "      <td>13367.78</td>\n",
       "      <td>7696.513071</td>\n",
       "      <td>23714.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-09</th>\n",
       "      <td>2751.285249</td>\n",
       "      <td>13385.59</td>\n",
       "      <td>7731.020101</td>\n",
       "      <td>23849.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-10</th>\n",
       "      <td>2748.225490</td>\n",
       "      <td>13281.34</td>\n",
       "      <td>7748.511845</td>\n",
       "      <td>23788.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-11</th>\n",
       "      <td>2767.558142</td>\n",
       "      <td>13202.90</td>\n",
       "      <td>7762.941268</td>\n",
       "      <td>23710.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-12</th>\n",
       "      <td>2786.244143</td>\n",
       "      <td>13245.03</td>\n",
       "      <td>7778.637689</td>\n",
       "      <td>23653.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-15</th>\n",
       "      <td>2786.244143</td>\n",
       "      <td>13200.51</td>\n",
       "      <td>7769.139189</td>\n",
       "      <td>23714.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-16</th>\n",
       "      <td>2776.420024</td>\n",
       "      <td>13246.33</td>\n",
       "      <td>7755.931441</td>\n",
       "      <td>23951.81</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-17</th>\n",
       "      <td>2802.555574</td>\n",
       "      <td>13183.96</td>\n",
       "      <td>7725.432076</td>\n",
       "      <td>23868.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-18</th>\n",
       "      <td>2798.030257</td>\n",
       "      <td>13281.43</td>\n",
       "      <td>7700.963484</td>\n",
       "      <td>23763.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-19</th>\n",
       "      <td>2810.302683</td>\n",
       "      <td>13434.45</td>\n",
       "      <td>7730.787919</td>\n",
       "      <td>23808.06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-22</th>\n",
       "      <td>2832.974100</td>\n",
       "      <td>13463.69</td>\n",
       "      <td>7715.441534</td>\n",
       "      <td>23816.33</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-23</th>\n",
       "      <td>2839.130362</td>\n",
       "      <td>13559.60</td>\n",
       "      <td>7731.827774</td>\n",
       "      <td>24124.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-24</th>\n",
       "      <td>2837.544008</td>\n",
       "      <td>13414.74</td>\n",
       "      <td>7643.428966</td>\n",
       "      <td>23940.78</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-25</th>\n",
       "      <td>2839.253031</td>\n",
       "      <td>13298.36</td>\n",
       "      <td>7615.839954</td>\n",
       "      <td>23669.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-26</th>\n",
       "      <td>2872.867839</td>\n",
       "      <td>13340.17</td>\n",
       "      <td>7665.541292</td>\n",
       "      <td>23631.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-29</th>\n",
       "      <td>2853.528411</td>\n",
       "      <td>13324.48</td>\n",
       "      <td>7671.533300</td>\n",
       "      <td>23629.34</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>6269 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                    spx       dax         ftse    nikkei\n",
       "date                                                    \n",
       "1994-01-07   469.900000   2224.95  3445.980000  18124.01\n",
       "1994-01-10   475.270000   2225.00  3440.580000  18443.44\n",
       "1994-01-11   474.130000   2228.10  3413.770000  18485.25\n",
       "1994-01-12   474.170000   2182.06  3372.020000  18793.88\n",
       "1994-01-13   472.470000   2142.37  3360.010000  18577.26\n",
       "1994-01-14   474.910000   2151.05  3400.560000  18973.70\n",
       "1994-01-17   473.300000   2115.56  3407.830000  18725.37\n",
       "1994-01-18   474.250000   2130.35  3437.010000  18514.55\n",
       "1994-01-19   474.300000   2132.52  3475.150000  19039.40\n",
       "1994-01-20   474.980000   2098.36  3469.990000  19183.92\n",
       "1994-01-21   474.720000   2073.94  3484.210000  19307.43\n",
       "1994-01-24   471.970000   2107.29  3481.420000  18353.24\n",
       "1994-01-25   470.920000   2090.78  3443.970000  18648.36\n",
       "1994-01-26   473.200000   2128.66  3436.080000  19138.21\n",
       "1994-01-27   477.050000   2123.31  3427.250000  18891.79\n",
       "1994-01-28   478.700000   2156.61  3447.450000  18757.88\n",
       "1994-01-31   481.610000   2192.60  3491.830000  20229.12\n",
       "1994-02-01   479.620000   2181.88  3481.470000  20416.34\n",
       "1994-02-02   482.000000   2184.05  3520.270000  20250.03\n",
       "1994-02-03   480.710000   2137.08  3491.480000  20174.82\n",
       "1994-02-04   469.810000   2143.90  3475.440000  20301.43\n",
       "1994-02-07   471.760000   2095.11  3419.070000  20014.40\n",
       "1994-02-08   471.050000   2099.57  3440.200000  20251.23\n",
       "1994-02-09   472.770000   2116.43  3429.110000  19841.38\n",
       "1994-02-10   468.930000   2119.69  3406.950000  19990.70\n",
       "1994-02-11   470.180000   2108.77  3378.870000  19990.70\n",
       "1994-02-14   470.230000   2101.93  3363.530000  19459.25\n",
       "1994-02-15   472.520000   2130.71  3393.160000  18974.60\n",
       "1994-02-16   472.790000   2135.25  3417.730000  19052.11\n",
       "1994-02-17   470.340000   2162.29  3425.300000  18931.39\n",
       "...                 ...       ...          ...       ...\n",
       "2017-12-18  2690.158251  13312.30  7537.008105  22901.77\n",
       "2017-12-19  2681.473629  13215.79  7544.086572  22868.00\n",
       "2017-12-20  2679.248085  13069.17  7525.217814  22891.72\n",
       "2017-12-21  2684.569176  13109.74  7603.980440  22866.10\n",
       "2017-12-22  2683.337274  13072.79  7592.663253  22902.76\n",
       "2017-12-25  2683.337274  13072.79  7592.663253  22939.18\n",
       "2017-12-26  2680.504486  13072.79  7592.663253  22892.69\n",
       "2017-12-27  2682.619923  13070.02  7620.681649  22911.21\n",
       "2017-12-28  2687.537829  12979.94  7622.877814  22783.98\n",
       "2017-12-29  2673.610523  12917.64  7687.772698  22764.94\n",
       "2018-01-02  2695.809772  12871.39  7648.096000  22764.94\n",
       "2018-01-03  2713.061006  12978.21  7671.107761  22764.94\n",
       "2018-01-04  2723.992595  13167.89  7695.882659  23506.33\n",
       "2018-01-05  2743.147773  13319.64  7724.218086  23714.53\n",
       "2018-01-08  2747.710233  13367.78  7696.513071  23714.53\n",
       "2018-01-09  2751.285249  13385.59  7731.020101  23849.99\n",
       "2018-01-10  2748.225490  13281.34  7748.511845  23788.20\n",
       "2018-01-11  2767.558142  13202.90  7762.941268  23710.43\n",
       "2018-01-12  2786.244143  13245.03  7778.637689  23653.82\n",
       "2018-01-15  2786.244143  13200.51  7769.139189  23714.88\n",
       "2018-01-16  2776.420024  13246.33  7755.931441  23951.81\n",
       "2018-01-17  2802.555574  13183.96  7725.432076  23868.34\n",
       "2018-01-18  2798.030257  13281.43  7700.963484  23763.37\n",
       "2018-01-19  2810.302683  13434.45  7730.787919  23808.06\n",
       "2018-01-22  2832.974100  13463.69  7715.441534  23816.33\n",
       "2018-01-23  2839.130362  13559.60  7731.827774  24124.15\n",
       "2018-01-24  2837.544008  13414.74  7643.428966  23940.78\n",
       "2018-01-25  2839.253031  13298.36  7615.839954  23669.49\n",
       "2018-01-26  2872.867839  13340.17  7665.541292  23631.88\n",
       "2018-01-29  2853.528411  13324.48  7671.533300  23629.34\n",
       "\n",
       "[6269 rows x 4 columns]"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.set_index(\"date\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp.set_index(\"date\", inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1994-01-07</th>\n",
       "      <td>469.90</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.98</td>\n",
       "      <td>18124.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-10</th>\n",
       "      <td>475.27</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.58</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-11</th>\n",
       "      <td>474.13</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.77</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-12</th>\n",
       "      <td>474.17</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.02</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-13</th>\n",
       "      <td>472.47</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.01</td>\n",
       "      <td>18577.26</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               spx      dax     ftse    nikkei\n",
       "date                                          \n",
       "1994-01-07  469.90  2224.95  3445.98  18124.01\n",
       "1994-01-10  475.27  2225.00  3440.58  18443.44\n",
       "1994-01-11  474.13  2228.10  3413.77  18485.25\n",
       "1994-01-12  474.17  2182.06  3372.02  18793.88\n",
       "1994-01-13  472.47  2142.37  3360.01  18577.26"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [],
   "source": [
    "#df_comp.date.describe() #Expect to get an error message because we no longer have a \"date\" column since it is the index"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Setting the Desired Frequency"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp=df_comp.asfreq('d')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1994-01-07</th>\n",
       "      <td>469.900000</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.980000</td>\n",
       "      <td>18124.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-08</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-09</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-10</th>\n",
       "      <td>475.270000</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.580000</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-11</th>\n",
       "      <td>474.130000</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.770000</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-12</th>\n",
       "      <td>474.170000</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.020000</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-13</th>\n",
       "      <td>472.470000</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.010000</td>\n",
       "      <td>18577.26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-14</th>\n",
       "      <td>474.910000</td>\n",
       "      <td>2151.05</td>\n",
       "      <td>3400.560000</td>\n",
       "      <td>18973.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-15</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-16</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-17</th>\n",
       "      <td>473.300000</td>\n",
       "      <td>2115.56</td>\n",
       "      <td>3407.830000</td>\n",
       "      <td>18725.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-18</th>\n",
       "      <td>474.250000</td>\n",
       "      <td>2130.35</td>\n",
       "      <td>3437.010000</td>\n",
       "      <td>18514.55</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-19</th>\n",
       "      <td>474.300000</td>\n",
       "      <td>2132.52</td>\n",
       "      <td>3475.150000</td>\n",
       "      <td>19039.40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-20</th>\n",
       "      <td>474.980000</td>\n",
       "      <td>2098.36</td>\n",
       "      <td>3469.990000</td>\n",
       "      <td>19183.92</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-21</th>\n",
       "      <td>474.720000</td>\n",
       "      <td>2073.94</td>\n",
       "      <td>3484.210000</td>\n",
       "      <td>19307.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-22</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-23</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-24</th>\n",
       "      <td>471.970000</td>\n",
       "      <td>2107.29</td>\n",
       "      <td>3481.420000</td>\n",
       "      <td>18353.24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-25</th>\n",
       "      <td>470.920000</td>\n",
       "      <td>2090.78</td>\n",
       "      <td>3443.970000</td>\n",
       "      <td>18648.36</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-26</th>\n",
       "      <td>473.200000</td>\n",
       "      <td>2128.66</td>\n",
       "      <td>3436.080000</td>\n",
       "      <td>19138.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-27</th>\n",
       "      <td>477.050000</td>\n",
       "      <td>2123.31</td>\n",
       "      <td>3427.250000</td>\n",
       "      <td>18891.79</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-28</th>\n",
       "      <td>478.700000</td>\n",
       "      <td>2156.61</td>\n",
       "      <td>3447.450000</td>\n",
       "      <td>18757.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-30</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-31</th>\n",
       "      <td>481.610000</td>\n",
       "      <td>2192.60</td>\n",
       "      <td>3491.830000</td>\n",
       "      <td>20229.12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-01</th>\n",
       "      <td>479.620000</td>\n",
       "      <td>2181.88</td>\n",
       "      <td>3481.470000</td>\n",
       "      <td>20416.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-02</th>\n",
       "      <td>482.000000</td>\n",
       "      <td>2184.05</td>\n",
       "      <td>3520.270000</td>\n",
       "      <td>20250.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-03</th>\n",
       "      <td>480.710000</td>\n",
       "      <td>2137.08</td>\n",
       "      <td>3491.480000</td>\n",
       "      <td>20174.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-04</th>\n",
       "      <td>469.810000</td>\n",
       "      <td>2143.90</td>\n",
       "      <td>3475.440000</td>\n",
       "      <td>20301.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-05</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-31</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-02</th>\n",
       "      <td>2695.809772</td>\n",
       "      <td>12871.39</td>\n",
       "      <td>7648.096000</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-03</th>\n",
       "      <td>2713.061006</td>\n",
       "      <td>12978.21</td>\n",
       "      <td>7671.107761</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-04</th>\n",
       "      <td>2723.992595</td>\n",
       "      <td>13167.89</td>\n",
       "      <td>7695.882659</td>\n",
       "      <td>23506.33</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-05</th>\n",
       "      <td>2743.147773</td>\n",
       "      <td>13319.64</td>\n",
       "      <td>7724.218086</td>\n",
       "      <td>23714.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-06</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-07</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-08</th>\n",
       "      <td>2747.710233</td>\n",
       "      <td>13367.78</td>\n",
       "      <td>7696.513071</td>\n",
       "      <td>23714.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-09</th>\n",
       "      <td>2751.285249</td>\n",
       "      <td>13385.59</td>\n",
       "      <td>7731.020101</td>\n",
       "      <td>23849.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-10</th>\n",
       "      <td>2748.225490</td>\n",
       "      <td>13281.34</td>\n",
       "      <td>7748.511845</td>\n",
       "      <td>23788.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-11</th>\n",
       "      <td>2767.558142</td>\n",
       "      <td>13202.90</td>\n",
       "      <td>7762.941268</td>\n",
       "      <td>23710.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-12</th>\n",
       "      <td>2786.244143</td>\n",
       "      <td>13245.03</td>\n",
       "      <td>7778.637689</td>\n",
       "      <td>23653.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-13</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-14</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-15</th>\n",
       "      <td>2786.244143</td>\n",
       "      <td>13200.51</td>\n",
       "      <td>7769.139189</td>\n",
       "      <td>23714.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-16</th>\n",
       "      <td>2776.420024</td>\n",
       "      <td>13246.33</td>\n",
       "      <td>7755.931441</td>\n",
       "      <td>23951.81</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-17</th>\n",
       "      <td>2802.555574</td>\n",
       "      <td>13183.96</td>\n",
       "      <td>7725.432076</td>\n",
       "      <td>23868.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-18</th>\n",
       "      <td>2798.030257</td>\n",
       "      <td>13281.43</td>\n",
       "      <td>7700.963484</td>\n",
       "      <td>23763.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-19</th>\n",
       "      <td>2810.302683</td>\n",
       "      <td>13434.45</td>\n",
       "      <td>7730.787919</td>\n",
       "      <td>23808.06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-20</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-21</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-22</th>\n",
       "      <td>2832.974100</td>\n",
       "      <td>13463.69</td>\n",
       "      <td>7715.441534</td>\n",
       "      <td>23816.33</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-23</th>\n",
       "      <td>2839.130362</td>\n",
       "      <td>13559.60</td>\n",
       "      <td>7731.827774</td>\n",
       "      <td>24124.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-24</th>\n",
       "      <td>2837.544008</td>\n",
       "      <td>13414.74</td>\n",
       "      <td>7643.428966</td>\n",
       "      <td>23940.78</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-25</th>\n",
       "      <td>2839.253031</td>\n",
       "      <td>13298.36</td>\n",
       "      <td>7615.839954</td>\n",
       "      <td>23669.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-26</th>\n",
       "      <td>2872.867839</td>\n",
       "      <td>13340.17</td>\n",
       "      <td>7665.541292</td>\n",
       "      <td>23631.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-27</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-28</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-29</th>\n",
       "      <td>2853.528411</td>\n",
       "      <td>13324.48</td>\n",
       "      <td>7671.533300</td>\n",
       "      <td>23629.34</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>8789 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                    spx       dax         ftse    nikkei\n",
       "date                                                    \n",
       "1994-01-07   469.900000   2224.95  3445.980000  18124.01\n",
       "1994-01-08          NaN       NaN          NaN       NaN\n",
       "1994-01-09          NaN       NaN          NaN       NaN\n",
       "1994-01-10   475.270000   2225.00  3440.580000  18443.44\n",
       "1994-01-11   474.130000   2228.10  3413.770000  18485.25\n",
       "1994-01-12   474.170000   2182.06  3372.020000  18793.88\n",
       "1994-01-13   472.470000   2142.37  3360.010000  18577.26\n",
       "1994-01-14   474.910000   2151.05  3400.560000  18973.70\n",
       "1994-01-15          NaN       NaN          NaN       NaN\n",
       "1994-01-16          NaN       NaN          NaN       NaN\n",
       "1994-01-17   473.300000   2115.56  3407.830000  18725.37\n",
       "1994-01-18   474.250000   2130.35  3437.010000  18514.55\n",
       "1994-01-19   474.300000   2132.52  3475.150000  19039.40\n",
       "1994-01-20   474.980000   2098.36  3469.990000  19183.92\n",
       "1994-01-21   474.720000   2073.94  3484.210000  19307.43\n",
       "1994-01-22          NaN       NaN          NaN       NaN\n",
       "1994-01-23          NaN       NaN          NaN       NaN\n",
       "1994-01-24   471.970000   2107.29  3481.420000  18353.24\n",
       "1994-01-25   470.920000   2090.78  3443.970000  18648.36\n",
       "1994-01-26   473.200000   2128.66  3436.080000  19138.21\n",
       "1994-01-27   477.050000   2123.31  3427.250000  18891.79\n",
       "1994-01-28   478.700000   2156.61  3447.450000  18757.88\n",
       "1994-01-29          NaN       NaN          NaN       NaN\n",
       "1994-01-30          NaN       NaN          NaN       NaN\n",
       "1994-01-31   481.610000   2192.60  3491.830000  20229.12\n",
       "1994-02-01   479.620000   2181.88  3481.470000  20416.34\n",
       "1994-02-02   482.000000   2184.05  3520.270000  20250.03\n",
       "1994-02-03   480.710000   2137.08  3491.480000  20174.82\n",
       "1994-02-04   469.810000   2143.90  3475.440000  20301.43\n",
       "1994-02-05          NaN       NaN          NaN       NaN\n",
       "...                 ...       ...          ...       ...\n",
       "2017-12-31          NaN       NaN          NaN       NaN\n",
       "2018-01-01          NaN       NaN          NaN       NaN\n",
       "2018-01-02  2695.809772  12871.39  7648.096000  22764.94\n",
       "2018-01-03  2713.061006  12978.21  7671.107761  22764.94\n",
       "2018-01-04  2723.992595  13167.89  7695.882659  23506.33\n",
       "2018-01-05  2743.147773  13319.64  7724.218086  23714.53\n",
       "2018-01-06          NaN       NaN          NaN       NaN\n",
       "2018-01-07          NaN       NaN          NaN       NaN\n",
       "2018-01-08  2747.710233  13367.78  7696.513071  23714.53\n",
       "2018-01-09  2751.285249  13385.59  7731.020101  23849.99\n",
       "2018-01-10  2748.225490  13281.34  7748.511845  23788.20\n",
       "2018-01-11  2767.558142  13202.90  7762.941268  23710.43\n",
       "2018-01-12  2786.244143  13245.03  7778.637689  23653.82\n",
       "2018-01-13          NaN       NaN          NaN       NaN\n",
       "2018-01-14          NaN       NaN          NaN       NaN\n",
       "2018-01-15  2786.244143  13200.51  7769.139189  23714.88\n",
       "2018-01-16  2776.420024  13246.33  7755.931441  23951.81\n",
       "2018-01-17  2802.555574  13183.96  7725.432076  23868.34\n",
       "2018-01-18  2798.030257  13281.43  7700.963484  23763.37\n",
       "2018-01-19  2810.302683  13434.45  7730.787919  23808.06\n",
       "2018-01-20          NaN       NaN          NaN       NaN\n",
       "2018-01-21          NaN       NaN          NaN       NaN\n",
       "2018-01-22  2832.974100  13463.69  7715.441534  23816.33\n",
       "2018-01-23  2839.130362  13559.60  7731.827774  24124.15\n",
       "2018-01-24  2837.544008  13414.74  7643.428966  23940.78\n",
       "2018-01-25  2839.253031  13298.36  7615.839954  23669.49\n",
       "2018-01-26  2872.867839  13340.17  7665.541292  23631.88\n",
       "2018-01-27          NaN       NaN          NaN       NaN\n",
       "2018-01-28          NaN       NaN          NaN       NaN\n",
       "2018-01-29  2853.528411  13324.48  7671.533300  23629.34\n",
       "\n",
       "[8789 rows x 4 columns]"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp=df_comp.asfreq('b')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1994-01-07</th>\n",
       "      <td>469.90</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.98</td>\n",
       "      <td>18124.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-10</th>\n",
       "      <td>475.27</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.58</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-11</th>\n",
       "      <td>474.13</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.77</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-12</th>\n",
       "      <td>474.17</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.02</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-13</th>\n",
       "      <td>472.47</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.01</td>\n",
       "      <td>18577.26</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               spx      dax     ftse    nikkei\n",
       "date                                          \n",
       "1994-01-07  469.90  2224.95  3445.98  18124.01\n",
       "1994-01-10  475.27  2225.00  3440.58  18443.44\n",
       "1994-01-11  474.13  2228.10  3413.77  18485.25\n",
       "1994-01-12  474.17  2182.06  3372.02  18793.88\n",
       "1994-01-13  472.47  2142.37  3360.01  18577.26"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Handling Missing Values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1994-01-07</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-10</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-11</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-12</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-13</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-14</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-17</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-18</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-19</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-20</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-21</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-24</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-25</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-26</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-27</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-28</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-31</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-01</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-02</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-03</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-04</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-07</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-08</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-09</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-10</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-11</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-14</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-15</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-16</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-17</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-19</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-20</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-21</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-22</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-25</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-26</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-27</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-28</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-29</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-01</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-02</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-03</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-04</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-05</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-08</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-09</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-10</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-11</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-12</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-15</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-16</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-17</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-18</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-19</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-22</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-23</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-24</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-25</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-26</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-29</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>6277 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              spx    dax   ftse  nikkei\n",
       "date                                   \n",
       "1994-01-07  False  False  False   False\n",
       "1994-01-10  False  False  False   False\n",
       "1994-01-11  False  False  False   False\n",
       "1994-01-12  False  False  False   False\n",
       "1994-01-13  False  False  False   False\n",
       "1994-01-14  False  False  False   False\n",
       "1994-01-17  False  False  False   False\n",
       "1994-01-18  False  False  False   False\n",
       "1994-01-19  False  False  False   False\n",
       "1994-01-20  False  False  False   False\n",
       "1994-01-21  False  False  False   False\n",
       "1994-01-24  False  False  False   False\n",
       "1994-01-25  False  False  False   False\n",
       "1994-01-26  False  False  False   False\n",
       "1994-01-27  False  False  False   False\n",
       "1994-01-28  False  False  False   False\n",
       "1994-01-31  False  False  False   False\n",
       "1994-02-01  False  False  False   False\n",
       "1994-02-02  False  False  False   False\n",
       "1994-02-03  False  False  False   False\n",
       "1994-02-04  False  False  False   False\n",
       "1994-02-07  False  False  False   False\n",
       "1994-02-08  False  False  False   False\n",
       "1994-02-09  False  False  False   False\n",
       "1994-02-10  False  False  False   False\n",
       "1994-02-11  False  False  False   False\n",
       "1994-02-14  False  False  False   False\n",
       "1994-02-15  False  False  False   False\n",
       "1994-02-16  False  False  False   False\n",
       "1994-02-17  False  False  False   False\n",
       "...           ...    ...    ...     ...\n",
       "2017-12-19  False  False  False   False\n",
       "2017-12-20  False  False  False   False\n",
       "2017-12-21  False  False  False   False\n",
       "2017-12-22  False  False  False   False\n",
       "2017-12-25  False  False  False   False\n",
       "2017-12-26  False  False  False   False\n",
       "2017-12-27  False  False  False   False\n",
       "2017-12-28  False  False  False   False\n",
       "2017-12-29  False  False  False   False\n",
       "2018-01-01   True   True   True    True\n",
       "2018-01-02  False  False  False   False\n",
       "2018-01-03  False  False  False   False\n",
       "2018-01-04  False  False  False   False\n",
       "2018-01-05  False  False  False   False\n",
       "2018-01-08  False  False  False   False\n",
       "2018-01-09  False  False  False   False\n",
       "2018-01-10  False  False  False   False\n",
       "2018-01-11  False  False  False   False\n",
       "2018-01-12  False  False  False   False\n",
       "2018-01-15  False  False  False   False\n",
       "2018-01-16  False  False  False   False\n",
       "2018-01-17  False  False  False   False\n",
       "2018-01-18  False  False  False   False\n",
       "2018-01-19  False  False  False   False\n",
       "2018-01-22  False  False  False   False\n",
       "2018-01-23  False  False  False   False\n",
       "2018-01-24  False  False  False   False\n",
       "2018-01-25  False  False  False   False\n",
       "2018-01-26  False  False  False   False\n",
       "2018-01-29  False  False  False   False\n",
       "\n",
       "[6277 rows x 4 columns]"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.isna()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "spx       8\n",
       "dax       8\n",
       "ftse      8\n",
       "nikkei    8\n",
       "dtype: int64"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.isna().sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1994-01-07</th>\n",
       "      <td>469.900000</td>\n",
       "      <td>2224.95</td>\n",
       "      <td>3445.980000</td>\n",
       "      <td>18124.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-10</th>\n",
       "      <td>475.270000</td>\n",
       "      <td>2225.00</td>\n",
       "      <td>3440.580000</td>\n",
       "      <td>18443.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-11</th>\n",
       "      <td>474.130000</td>\n",
       "      <td>2228.10</td>\n",
       "      <td>3413.770000</td>\n",
       "      <td>18485.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-12</th>\n",
       "      <td>474.170000</td>\n",
       "      <td>2182.06</td>\n",
       "      <td>3372.020000</td>\n",
       "      <td>18793.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-13</th>\n",
       "      <td>472.470000</td>\n",
       "      <td>2142.37</td>\n",
       "      <td>3360.010000</td>\n",
       "      <td>18577.26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-14</th>\n",
       "      <td>474.910000</td>\n",
       "      <td>2151.05</td>\n",
       "      <td>3400.560000</td>\n",
       "      <td>18973.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-17</th>\n",
       "      <td>473.300000</td>\n",
       "      <td>2115.56</td>\n",
       "      <td>3407.830000</td>\n",
       "      <td>18725.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-18</th>\n",
       "      <td>474.250000</td>\n",
       "      <td>2130.35</td>\n",
       "      <td>3437.010000</td>\n",
       "      <td>18514.55</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-19</th>\n",
       "      <td>474.300000</td>\n",
       "      <td>2132.52</td>\n",
       "      <td>3475.150000</td>\n",
       "      <td>19039.40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-20</th>\n",
       "      <td>474.980000</td>\n",
       "      <td>2098.36</td>\n",
       "      <td>3469.990000</td>\n",
       "      <td>19183.92</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-21</th>\n",
       "      <td>474.720000</td>\n",
       "      <td>2073.94</td>\n",
       "      <td>3484.210000</td>\n",
       "      <td>19307.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-24</th>\n",
       "      <td>471.970000</td>\n",
       "      <td>2107.29</td>\n",
       "      <td>3481.420000</td>\n",
       "      <td>18353.24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-25</th>\n",
       "      <td>470.920000</td>\n",
       "      <td>2090.78</td>\n",
       "      <td>3443.970000</td>\n",
       "      <td>18648.36</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-26</th>\n",
       "      <td>473.200000</td>\n",
       "      <td>2128.66</td>\n",
       "      <td>3436.080000</td>\n",
       "      <td>19138.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-27</th>\n",
       "      <td>477.050000</td>\n",
       "      <td>2123.31</td>\n",
       "      <td>3427.250000</td>\n",
       "      <td>18891.79</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-28</th>\n",
       "      <td>478.700000</td>\n",
       "      <td>2156.61</td>\n",
       "      <td>3447.450000</td>\n",
       "      <td>18757.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-01-31</th>\n",
       "      <td>481.610000</td>\n",
       "      <td>2192.60</td>\n",
       "      <td>3491.830000</td>\n",
       "      <td>20229.12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-01</th>\n",
       "      <td>479.620000</td>\n",
       "      <td>2181.88</td>\n",
       "      <td>3481.470000</td>\n",
       "      <td>20416.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-02</th>\n",
       "      <td>482.000000</td>\n",
       "      <td>2184.05</td>\n",
       "      <td>3520.270000</td>\n",
       "      <td>20250.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-03</th>\n",
       "      <td>480.710000</td>\n",
       "      <td>2137.08</td>\n",
       "      <td>3491.480000</td>\n",
       "      <td>20174.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-04</th>\n",
       "      <td>469.810000</td>\n",
       "      <td>2143.90</td>\n",
       "      <td>3475.440000</td>\n",
       "      <td>20301.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-07</th>\n",
       "      <td>471.760000</td>\n",
       "      <td>2095.11</td>\n",
       "      <td>3419.070000</td>\n",
       "      <td>20014.40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-08</th>\n",
       "      <td>471.050000</td>\n",
       "      <td>2099.57</td>\n",
       "      <td>3440.200000</td>\n",
       "      <td>20251.23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-09</th>\n",
       "      <td>472.770000</td>\n",
       "      <td>2116.43</td>\n",
       "      <td>3429.110000</td>\n",
       "      <td>19841.38</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-10</th>\n",
       "      <td>468.930000</td>\n",
       "      <td>2119.69</td>\n",
       "      <td>3406.950000</td>\n",
       "      <td>19990.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-11</th>\n",
       "      <td>470.180000</td>\n",
       "      <td>2108.77</td>\n",
       "      <td>3378.870000</td>\n",
       "      <td>19990.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-14</th>\n",
       "      <td>470.230000</td>\n",
       "      <td>2101.93</td>\n",
       "      <td>3363.530000</td>\n",
       "      <td>19459.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-15</th>\n",
       "      <td>472.520000</td>\n",
       "      <td>2130.71</td>\n",
       "      <td>3393.160000</td>\n",
       "      <td>18974.60</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-16</th>\n",
       "      <td>472.790000</td>\n",
       "      <td>2135.25</td>\n",
       "      <td>3417.730000</td>\n",
       "      <td>19052.11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-02-17</th>\n",
       "      <td>470.340000</td>\n",
       "      <td>2162.29</td>\n",
       "      <td>3425.300000</td>\n",
       "      <td>18931.39</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-19</th>\n",
       "      <td>2681.473629</td>\n",
       "      <td>13215.79</td>\n",
       "      <td>7544.086572</td>\n",
       "      <td>22868.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-20</th>\n",
       "      <td>2679.248085</td>\n",
       "      <td>13069.17</td>\n",
       "      <td>7525.217814</td>\n",
       "      <td>22891.72</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-21</th>\n",
       "      <td>2684.569176</td>\n",
       "      <td>13109.74</td>\n",
       "      <td>7603.980440</td>\n",
       "      <td>22866.10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-22</th>\n",
       "      <td>2683.337274</td>\n",
       "      <td>13072.79</td>\n",
       "      <td>7592.663253</td>\n",
       "      <td>22902.76</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-25</th>\n",
       "      <td>2683.337274</td>\n",
       "      <td>13072.79</td>\n",
       "      <td>7592.663253</td>\n",
       "      <td>22939.18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-26</th>\n",
       "      <td>2680.504486</td>\n",
       "      <td>13072.79</td>\n",
       "      <td>7592.663253</td>\n",
       "      <td>22892.69</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-27</th>\n",
       "      <td>2682.619923</td>\n",
       "      <td>13070.02</td>\n",
       "      <td>7620.681649</td>\n",
       "      <td>22911.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-28</th>\n",
       "      <td>2687.537829</td>\n",
       "      <td>12979.94</td>\n",
       "      <td>7622.877814</td>\n",
       "      <td>22783.98</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-29</th>\n",
       "      <td>2673.610523</td>\n",
       "      <td>12917.64</td>\n",
       "      <td>7687.772698</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-02</th>\n",
       "      <td>2695.809772</td>\n",
       "      <td>12871.39</td>\n",
       "      <td>7648.096000</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-03</th>\n",
       "      <td>2713.061006</td>\n",
       "      <td>12978.21</td>\n",
       "      <td>7671.107761</td>\n",
       "      <td>22764.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-04</th>\n",
       "      <td>2723.992595</td>\n",
       "      <td>13167.89</td>\n",
       "      <td>7695.882659</td>\n",
       "      <td>23506.33</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-05</th>\n",
       "      <td>2743.147773</td>\n",
       "      <td>13319.64</td>\n",
       "      <td>7724.218086</td>\n",
       "      <td>23714.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-08</th>\n",
       "      <td>2747.710233</td>\n",
       "      <td>13367.78</td>\n",
       "      <td>7696.513071</td>\n",
       "      <td>23714.53</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-09</th>\n",
       "      <td>2751.285249</td>\n",
       "      <td>13385.59</td>\n",
       "      <td>7731.020101</td>\n",
       "      <td>23849.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-10</th>\n",
       "      <td>2748.225490</td>\n",
       "      <td>13281.34</td>\n",
       "      <td>7748.511845</td>\n",
       "      <td>23788.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-11</th>\n",
       "      <td>2767.558142</td>\n",
       "      <td>13202.90</td>\n",
       "      <td>7762.941268</td>\n",
       "      <td>23710.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-12</th>\n",
       "      <td>2786.244143</td>\n",
       "      <td>13245.03</td>\n",
       "      <td>7778.637689</td>\n",
       "      <td>23653.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-15</th>\n",
       "      <td>2786.244143</td>\n",
       "      <td>13200.51</td>\n",
       "      <td>7769.139189</td>\n",
       "      <td>23714.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-16</th>\n",
       "      <td>2776.420024</td>\n",
       "      <td>13246.33</td>\n",
       "      <td>7755.931441</td>\n",
       "      <td>23951.81</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-17</th>\n",
       "      <td>2802.555574</td>\n",
       "      <td>13183.96</td>\n",
       "      <td>7725.432076</td>\n",
       "      <td>23868.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-18</th>\n",
       "      <td>2798.030257</td>\n",
       "      <td>13281.43</td>\n",
       "      <td>7700.963484</td>\n",
       "      <td>23763.37</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-19</th>\n",
       "      <td>2810.302683</td>\n",
       "      <td>13434.45</td>\n",
       "      <td>7730.787919</td>\n",
       "      <td>23808.06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-22</th>\n",
       "      <td>2832.974100</td>\n",
       "      <td>13463.69</td>\n",
       "      <td>7715.441534</td>\n",
       "      <td>23816.33</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-23</th>\n",
       "      <td>2839.130362</td>\n",
       "      <td>13559.60</td>\n",
       "      <td>7731.827774</td>\n",
       "      <td>24124.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-24</th>\n",
       "      <td>2837.544008</td>\n",
       "      <td>13414.74</td>\n",
       "      <td>7643.428966</td>\n",
       "      <td>23940.78</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-25</th>\n",
       "      <td>2839.253031</td>\n",
       "      <td>13298.36</td>\n",
       "      <td>7615.839954</td>\n",
       "      <td>23669.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-26</th>\n",
       "      <td>2872.867839</td>\n",
       "      <td>13340.17</td>\n",
       "      <td>7665.541292</td>\n",
       "      <td>23631.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-01-29</th>\n",
       "      <td>2853.528411</td>\n",
       "      <td>13324.48</td>\n",
       "      <td>7671.533300</td>\n",
       "      <td>23629.34</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>6277 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                    spx       dax         ftse    nikkei\n",
       "date                                                    \n",
       "1994-01-07   469.900000   2224.95  3445.980000  18124.01\n",
       "1994-01-10   475.270000   2225.00  3440.580000  18443.44\n",
       "1994-01-11   474.130000   2228.10  3413.770000  18485.25\n",
       "1994-01-12   474.170000   2182.06  3372.020000  18793.88\n",
       "1994-01-13   472.470000   2142.37  3360.010000  18577.26\n",
       "1994-01-14   474.910000   2151.05  3400.560000  18973.70\n",
       "1994-01-17   473.300000   2115.56  3407.830000  18725.37\n",
       "1994-01-18   474.250000   2130.35  3437.010000  18514.55\n",
       "1994-01-19   474.300000   2132.52  3475.150000  19039.40\n",
       "1994-01-20   474.980000   2098.36  3469.990000  19183.92\n",
       "1994-01-21   474.720000   2073.94  3484.210000  19307.43\n",
       "1994-01-24   471.970000   2107.29  3481.420000  18353.24\n",
       "1994-01-25   470.920000   2090.78  3443.970000  18648.36\n",
       "1994-01-26   473.200000   2128.66  3436.080000  19138.21\n",
       "1994-01-27   477.050000   2123.31  3427.250000  18891.79\n",
       "1994-01-28   478.700000   2156.61  3447.450000  18757.88\n",
       "1994-01-31   481.610000   2192.60  3491.830000  20229.12\n",
       "1994-02-01   479.620000   2181.88  3481.470000  20416.34\n",
       "1994-02-02   482.000000   2184.05  3520.270000  20250.03\n",
       "1994-02-03   480.710000   2137.08  3491.480000  20174.82\n",
       "1994-02-04   469.810000   2143.90  3475.440000  20301.43\n",
       "1994-02-07   471.760000   2095.11  3419.070000  20014.40\n",
       "1994-02-08   471.050000   2099.57  3440.200000  20251.23\n",
       "1994-02-09   472.770000   2116.43  3429.110000  19841.38\n",
       "1994-02-10   468.930000   2119.69  3406.950000  19990.70\n",
       "1994-02-11   470.180000   2108.77  3378.870000  19990.70\n",
       "1994-02-14   470.230000   2101.93  3363.530000  19459.25\n",
       "1994-02-15   472.520000   2130.71  3393.160000  18974.60\n",
       "1994-02-16   472.790000   2135.25  3417.730000  19052.11\n",
       "1994-02-17   470.340000   2162.29  3425.300000  18931.39\n",
       "...                 ...       ...          ...       ...\n",
       "2017-12-19  2681.473629  13215.79  7544.086572  22868.00\n",
       "2017-12-20  2679.248085  13069.17  7525.217814  22891.72\n",
       "2017-12-21  2684.569176  13109.74  7603.980440  22866.10\n",
       "2017-12-22  2683.337274  13072.79  7592.663253  22902.76\n",
       "2017-12-25  2683.337274  13072.79  7592.663253  22939.18\n",
       "2017-12-26  2680.504486  13072.79  7592.663253  22892.69\n",
       "2017-12-27  2682.619923  13070.02  7620.681649  22911.21\n",
       "2017-12-28  2687.537829  12979.94  7622.877814  22783.98\n",
       "2017-12-29  2673.610523  12917.64  7687.772698  22764.94\n",
       "2018-01-01          NaN       NaN          NaN       NaN\n",
       "2018-01-02  2695.809772  12871.39  7648.096000  22764.94\n",
       "2018-01-03  2713.061006  12978.21  7671.107761  22764.94\n",
       "2018-01-04  2723.992595  13167.89  7695.882659  23506.33\n",
       "2018-01-05  2743.147773  13319.64  7724.218086  23714.53\n",
       "2018-01-08  2747.710233  13367.78  7696.513071  23714.53\n",
       "2018-01-09  2751.285249  13385.59  7731.020101  23849.99\n",
       "2018-01-10  2748.225490  13281.34  7748.511845  23788.20\n",
       "2018-01-11  2767.558142  13202.90  7762.941268  23710.43\n",
       "2018-01-12  2786.244143  13245.03  7778.637689  23653.82\n",
       "2018-01-15  2786.244143  13200.51  7769.139189  23714.88\n",
       "2018-01-16  2776.420024  13246.33  7755.931441  23951.81\n",
       "2018-01-17  2802.555574  13183.96  7725.432076  23868.34\n",
       "2018-01-18  2798.030257  13281.43  7700.963484  23763.37\n",
       "2018-01-19  2810.302683  13434.45  7730.787919  23808.06\n",
       "2018-01-22  2832.974100  13463.69  7715.441534  23816.33\n",
       "2018-01-23  2839.130362  13559.60  7731.827774  24124.15\n",
       "2018-01-24  2837.544008  13414.74  7643.428966  23940.78\n",
       "2018-01-25  2839.253031  13298.36  7615.839954  23669.49\n",
       "2018-01-26  2872.867839  13340.17  7665.541292  23631.88\n",
       "2018-01-29  2853.528411  13324.48  7671.533300  23629.34\n",
       "\n",
       "[6277 rows x 4 columns]"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp.spx=df_comp.spx.fillna(method='ffill')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "spx       0\n",
       "dax       8\n",
       "ftse      8\n",
       "nikkei    8\n",
       "dtype: int64"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.isna().sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp.ftse=df_comp.ftse.fillna(method='bfill')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp.dax=df_comp.dax.fillna(value = df_comp.dax.mean())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Simplifying the Dataset"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_comp['market_value']=df_comp.spx"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>spx</th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "      <th>market_value</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>6277.000000</td>\n",
       "      <td>6277.000000</td>\n",
       "      <td>6277.000000</td>\n",
       "      <td>6269.000000</td>\n",
       "      <td>6277.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1288.642547</td>\n",
       "      <td>6080.063363</td>\n",
       "      <td>5423.690398</td>\n",
       "      <td>14597.055700</td>\n",
       "      <td>1288.642547</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>487.868210</td>\n",
       "      <td>2752.604984</td>\n",
       "      <td>1145.568370</td>\n",
       "      <td>4043.122953</td>\n",
       "      <td>487.868210</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>438.920000</td>\n",
       "      <td>1911.700000</td>\n",
       "      <td>2876.600000</td>\n",
       "      <td>7054.980000</td>\n",
       "      <td>438.920000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>992.715221</td>\n",
       "      <td>4070.460000</td>\n",
       "      <td>4487.880000</td>\n",
       "      <td>10709.290000</td>\n",
       "      <td>992.715221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>1233.761241</td>\n",
       "      <td>5774.380000</td>\n",
       "      <td>5663.300000</td>\n",
       "      <td>15028.170000</td>\n",
       "      <td>1233.761241</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1460.250000</td>\n",
       "      <td>7442.660000</td>\n",
       "      <td>6304.630175</td>\n",
       "      <td>17860.470000</td>\n",
       "      <td>1460.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>2872.867839</td>\n",
       "      <td>13559.600000</td>\n",
       "      <td>7778.637689</td>\n",
       "      <td>24124.150000</td>\n",
       "      <td>2872.867839</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               spx           dax         ftse        nikkei  market_value\n",
       "count  6277.000000   6277.000000  6277.000000   6269.000000   6277.000000\n",
       "mean   1288.642547   6080.063363  5423.690398  14597.055700   1288.642547\n",
       "std     487.868210   2752.604984  1145.568370   4043.122953    487.868210\n",
       "min     438.920000   1911.700000  2876.600000   7054.980000    438.920000\n",
       "25%     992.715221   4070.460000  4487.880000  10709.290000    992.715221\n",
       "50%    1233.761241   5774.380000  5663.300000  15028.170000   1233.761241\n",
       "75%    1460.250000   7442.660000  6304.630175  17860.470000   1460.250000\n",
       "max    2872.867839  13559.600000  7778.637689  24124.150000   2872.867839"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.describe()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [],
   "source": [
    "del df_comp['spx']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>dax</th>\n",
       "      <th>ftse</th>\n",
       "      <th>nikkei</th>\n",
       "      <th>market_value</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>6277.000000</td>\n",
       "      <td>6277.000000</td>\n",
       "      <td>6269.000000</td>\n",
       "      <td>6277.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>6080.063363</td>\n",
       "      <td>5423.690398</td>\n",
       "      <td>14597.055700</td>\n",
       "      <td>1288.642547</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>2752.604984</td>\n",
       "      <td>1145.568370</td>\n",
       "      <td>4043.122953</td>\n",
       "      <td>487.868210</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>1911.700000</td>\n",
       "      <td>2876.600000</td>\n",
       "      <td>7054.980000</td>\n",
       "      <td>438.920000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>4070.460000</td>\n",
       "      <td>4487.880000</td>\n",
       "      <td>10709.290000</td>\n",
       "      <td>992.715221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>5774.380000</td>\n",
       "      <td>5663.300000</td>\n",
       "      <td>15028.170000</td>\n",
       "      <td>1233.761241</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>7442.660000</td>\n",
       "      <td>6304.630175</td>\n",
       "      <td>17860.470000</td>\n",
       "      <td>1460.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>13559.600000</td>\n",
       "      <td>7778.637689</td>\n",
       "      <td>24124.150000</td>\n",
       "      <td>2872.867839</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                dax         ftse        nikkei  market_value\n",
       "count   6277.000000  6277.000000   6269.000000   6277.000000\n",
       "mean    6080.063363  5423.690398  14597.055700   1288.642547\n",
       "std     2752.604984  1145.568370   4043.122953    487.868210\n",
       "min     1911.700000  2876.600000   7054.980000    438.920000\n",
       "25%     4070.460000  4487.880000  10709.290000    992.715221\n",
       "50%     5774.380000  5663.300000  15028.170000   1233.761241\n",
       "75%     7442.660000  6304.630175  17860.470000   1460.250000\n",
       "max    13559.600000  7778.637689  24124.150000   2872.867839"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.describe()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "del df_comp['dax']\n",
    "del df_comp['ftse']\n",
    "del df_comp['nikkei']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>market_value</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>6277.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1288.642547</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>487.868210</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>438.920000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>992.715221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>1233.761241</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1460.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>2872.867839</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "       market_value\n",
       "count   6277.000000\n",
       "mean    1288.642547\n",
       "std      487.868210\n",
       "min      438.920000\n",
       "25%      992.715221\n",
       "50%     1233.761241\n",
       "75%     1460.250000\n",
       "max     2872.867839"
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df_comp.describe()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Splitting the Data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "size = int(len(df_comp)*0.8)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = df_comp.iloc[:size]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {},
   "outputs": [],
   "source": [
    "df_test = df_comp.iloc[size:]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
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       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>market_value</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2013-04-01</th>\n",
       "      <td>1562.173837</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-02</th>\n",
       "      <td>1570.252238</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-03</th>\n",
       "      <td>1553.686978</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-04</th>\n",
       "      <td>1559.979316</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-05</th>\n",
       "      <td>1553.278930</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            market_value\n",
       "date                    \n",
       "2013-04-01   1562.173837\n",
       "2013-04-02   1570.252238\n",
       "2013-04-03   1553.686978\n",
       "2013-04-04   1559.979316\n",
       "2013-04-05   1553.278930"
      ]
     },
     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>market_value</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2013-04-08</th>\n",
       "      <td>1563.071269</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-09</th>\n",
       "      <td>1568.607909</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-10</th>\n",
       "      <td>1587.731827</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-11</th>\n",
       "      <td>1593.369863</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-04-12</th>\n",
       "      <td>1588.854623</td>\n",
       "    </tr>\n",
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      "text/plain": [
       "            market_value\n",
       "date                    \n",
       "2013-04-08   1563.071269\n",
       "2013-04-09   1568.607909\n",
       "2013-04-10   1587.731827\n",
       "2013-04-11   1593.369863\n",
       "2013-04-12   1588.854623"
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
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   "source": [
    "df_test.head()"
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