paco-dev #2
29
clustering/clustering.py
Normal file
29
clustering/clustering.py
Normal file
|
|
@ -0,0 +1,29 @@
|
||||||
|
from sklearn.preprocessing import RobustScaler
|
||||||
|
from sklearn.cluster import KMeans
|
||||||
|
|
||||||
|
def run_clustering_pipeline(feature_df, n_clusters=4):
|
||||||
|
"""
|
||||||
|
Scales features and clusters clients.
|
||||||
|
"""
|
||||||
|
# 1. Preprocessing
|
||||||
|
# Fill missing sensitivities with 0 (neutral) for clients with insufficient history
|
||||||
|
df_clean = feature_df.fillna(0)
|
||||||
|
|
||||||
|
# Scaling: RobustScaler is preferred over StandardScaler for financial data
|
||||||
|
# because it is less influenced by 'Whale' clients (outliers).
|
||||||
|
scaler = RobustScaler()
|
||||||
|
scaled_data = scaler.fit_transform(df_clean)
|
||||||
|
|
||||||
|
# 2. Clustering
|
||||||
|
kmeans = KMeans(n_clusters=n_clusters, random_state=42, n_init=10)
|
||||||
|
labels = kmeans.fit_predict(scaled_data)
|
||||||
|
|
||||||
|
# 3. Attach labels
|
||||||
|
results = df_clean.copy()
|
||||||
|
results['Cluster'] = labels
|
||||||
|
|
||||||
|
return results, kmeans.cluster_centers_
|
||||||
|
|
||||||
|
def get_cluster_profiles(results_df):
|
||||||
|
"""Returns the average profile of each cluster."""
|
||||||
|
return results_df.groupby('Cluster').mean()
|
||||||
27
clustering/data_loader.py
Normal file
27
clustering/data_loader.py
Normal file
|
|
@ -0,0 +1,27 @@
|
||||||
|
import pandas as pd
|
||||||
|
|
||||||
|
def load_and_clean_data(flows_path, aum_path, rates_path, gov_path):
|
||||||
|
"""
|
||||||
|
Loads raw CSVs and parses dates for consistent time-series analysis.
|
||||||
|
"""
|
||||||
|
# 1. Load Flows
|
||||||
|
flows = pd.read_csv(flows_path)
|
||||||
|
flows['Centralisation Date'] = pd.to_datetime(flows['Centralisation Date'])
|
||||||
|
|
||||||
|
# 2. Load AUM
|
||||||
|
aum = pd.read_csv(aum_path)
|
||||||
|
aum['Centralisation Date'] = pd.to_datetime(aum['Centralisation Date'])
|
||||||
|
|
||||||
|
# 3. Load Market Data (STR Rates)
|
||||||
|
# Handling potential dd/mm/yyyy formats common in EU data
|
||||||
|
rates = pd.read_csv(rates_path)
|
||||||
|
try:
|
||||||
|
rates['Date'] = pd.to_datetime(rates['Date'], dayfirst=True)
|
||||||
|
except:
|
||||||
|
rates['Date'] = pd.to_datetime(rates['Date'])
|
||||||
|
|
||||||
|
# 4. Load Gov Indices
|
||||||
|
gov = pd.read_csv(gov_path)
|
||||||
|
gov['Date'] = pd.to_datetime(gov['Date'])
|
||||||
|
|
||||||
|
return flows, aum, rates, gov
|
||||||
91
clustering/features.py
Normal file
91
clustering/features.py
Normal file
|
|
@ -0,0 +1,91 @@
|
||||||
|
import pandas as pd
|
||||||
|
import statsmodels.api as sm
|
||||||
|
|
||||||
|
def compute_static_features(flows_df, aum_df):
|
||||||
|
"""Generates descriptive features from Flows and AUM."""
|
||||||
|
|
||||||
|
# --- 1. Flow Dynamics ---
|
||||||
|
flow_stats = flows_df.groupby('Registrar Account - ID').agg(
|
||||||
|
total_subs=('Value € - Subscription', 'sum'),
|
||||||
|
total_reds=('Value € - Redemption', 'sum'),
|
||||||
|
net_flow_vol=('Value € - NetFlows', 'sum'),
|
||||||
|
txn_count=('Agreement - Code', 'count'),
|
||||||
|
# Tenure: Days between first and last activity
|
||||||
|
tenure_days=('Centralisation Date', lambda x: (x.max() - x.min()).days)
|
||||||
|
)
|
||||||
|
|
||||||
|
# Flow Ratio: -1 (Pure Seller) to +1 (Pure Buyer)
|
||||||
|
flow_stats['buy_sell_ratio'] = (flow_stats['total_subs'] - flow_stats['total_reds']) / \
|
||||||
|
(flow_stats['total_subs'] + flow_stats['total_reds'] + 1e-6)
|
||||||
|
|
||||||
|
# --- 2. Product Preferences ---
|
||||||
|
# Calculate % of flows going to each Asset Type
|
||||||
|
asset_pivot = flows_df.groupby(['Registrar Account - ID', 'Product - Asset Type'])['Value € - Subscription'].sum().unstack(fill_value=0)
|
||||||
|
asset_pct = asset_pivot.div(asset_pivot.sum(axis=1) + 1e-6, axis=0).add_prefix('pct_flow_')
|
||||||
|
|
||||||
|
# --- 3. AUM Stats ---
|
||||||
|
aum_stats = aum_df.groupby('Registrar Account - ID').agg(
|
||||||
|
avg_aum=('Value - AUM €', 'mean'),
|
||||||
|
aum_volatility=('Value - AUM €', 'std')
|
||||||
|
)
|
||||||
|
|
||||||
|
# Merge all static features
|
||||||
|
features = flow_stats.join(asset_pct).join(aum_stats, how='outer').fillna(0)
|
||||||
|
return features
|
||||||
|
|
||||||
|
def compute_market_sensitivities(flows_df, rates_df, gov_df, freq='M'):
|
||||||
|
"""
|
||||||
|
Computes Beta sensitivity to Rates and Gov Bonds.
|
||||||
|
Freq: 'M' (Monthly) recommended for long history.
|
||||||
|
"""
|
||||||
|
# 1. Prepare Market Factors
|
||||||
|
# Resample Rates (Take last value of period)
|
||||||
|
rates_res = rates_df.set_index('Date').resample(freq)['Yld to Maturity'].last()
|
||||||
|
delta_rates = rates_res.diff().rename('Delta_Rate')
|
||||||
|
|
||||||
|
# Resample Gov Bonds (Using 'EG04' 7-10Y Euro Gov as proxy)
|
||||||
|
gov_target = gov_df[gov_df['Bond/Index'] == 'EG04'].set_index('Date')
|
||||||
|
gov_target = gov_target[~gov_target.index.duplicated(keep='first')] # Dedup
|
||||||
|
# Calculate return over period
|
||||||
|
gov_res = gov_target['Total Return % 1-wk-LOC'].resample(freq).apply(lambda x: (1 + x/100).prod() - 1)
|
||||||
|
gov_res = gov_res.rename('Bond_Return')
|
||||||
|
|
||||||
|
market_factors = pd.concat([delta_rates, gov_res], axis=1).dropna()
|
||||||
|
|
||||||
|
# 2. Prepare Client Flows (Aggregated by same frequency)
|
||||||
|
flows_df['Period'] = flows_df['Centralisation Date'].dt.to_period(freq).dt.to_timestamp()
|
||||||
|
|
||||||
|
client_betas = []
|
||||||
|
|
||||||
|
# Only analyze clients with sufficient activity (>5 transactions)
|
||||||
|
active_clients = flows_df['Registrar Account - ID'].value_counts()
|
||||||
|
active_clients = active_clients[active_clients >= 5].index
|
||||||
|
|
||||||
|
for client in active_clients:
|
||||||
|
c_flows = flows_df[flows_df['Registrar Account - ID'] == client]
|
||||||
|
c_ts = c_flows.groupby('Period')['Quantity - NetFlows'].sum()
|
||||||
|
|
||||||
|
# Inner join to align dates (Client Activity vs Market Data)
|
||||||
|
merged = pd.concat([c_ts, market_factors], axis=1, join='inner')
|
||||||
|
|
||||||
|
# Need enough points for regression
|
||||||
|
if len(merged) >= 5:
|
||||||
|
Y = merged['Quantity - NetFlows']
|
||||||
|
X = merged[['Delta_Rate', 'Bond_Return']]
|
||||||
|
X = sm.add_constant(X)
|
||||||
|
|
||||||
|
try:
|
||||||
|
model = sm.OLS(Y, X).fit()
|
||||||
|
client_betas.append({
|
||||||
|
'Registrar Account - ID': client,
|
||||||
|
'beta_rate': model.params.get('Delta_Rate', 0),
|
||||||
|
'beta_bond': model.params.get('Bond_Return', 0),
|
||||||
|
'r_squared': model.rsquared
|
||||||
|
})
|
||||||
|
except:
|
||||||
|
continue
|
||||||
|
|
||||||
|
if not client_betas:
|
||||||
|
return pd.DataFrame(columns=['Registrar Account - ID', 'beta_rate', 'beta_bond', 'r_squared'])
|
||||||
|
|
||||||
|
return pd.DataFrame(client_betas).set_index('Registrar Account - ID')
|
||||||
43
clustering/main.py
Normal file
43
clustering/main.py
Normal file
|
|
@ -0,0 +1,43 @@
|
||||||
|
import pandas as pd
|
||||||
|
from data_loader import load_and_clean_data
|
||||||
|
from features import compute_static_features, compute_market_sensitivities
|
||||||
|
from clustering import run_clustering_pipeline, get_cluster_profiles
|
||||||
|
|
||||||
|
def main():
|
||||||
|
print("--- Starting Carmignac Client Clustering Pipeline ---")
|
||||||
|
|
||||||
|
# 1. Load Data
|
||||||
|
print("Loading data...")
|
||||||
|
flows, aum, rates, gov = load_and_clean_data(
|
||||||
|
'flows_sample.csv',
|
||||||
|
'aum_sample.csv',
|
||||||
|
'str_rates.csv',
|
||||||
|
'eur_gov_indices.csv'
|
||||||
|
)
|
||||||
|
|
||||||
|
# 2. Feature Engineering
|
||||||
|
print("Computing static features...")
|
||||||
|
static_feats = compute_static_features(flows, aum)
|
||||||
|
|
||||||
|
print("Computing market sensitivities (Betas)...")
|
||||||
|
# Note: Using 'W' (Weekly) to maximize points for the sample.
|
||||||
|
# Use 'M' (Monthly) for the full dataset.
|
||||||
|
sensitivity_feats = compute_market_sensitivities(flows, rates, gov, freq='W')
|
||||||
|
|
||||||
|
# Merge features
|
||||||
|
full_features = static_feats.join(sensitivity_feats, how='left')
|
||||||
|
|
||||||
|
# 3. Clustering
|
||||||
|
print(f"Running Clustering on {len(full_features)} clients...")
|
||||||
|
clustered_df, centers = run_clustering_pipeline(full_features, n_clusters=3)
|
||||||
|
|
||||||
|
# 4. Results
|
||||||
|
print("\n--- Cluster Profiles (Mean Values) ---")
|
||||||
|
profiles = get_cluster_profiles(clustered_df)
|
||||||
|
print(profiles.T)
|
||||||
|
|
||||||
|
clustered_df.to_csv('client_clusters.csv')
|
||||||
|
print("\nResults saved to 'client_clusters.csv'")
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
main()
|
||||||
|
|
@ -10,7 +10,7 @@
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": 30,
|
"execution_count": 1,
|
||||||
"id": "126c8a80-d9ad-4816-84f0-0c3d580f62c8",
|
"id": "126c8a80-d9ad-4816-84f0-0c3d580f62c8",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [
|
"outputs": [
|
||||||
|
|
@ -18,10 +18,17 @@
|
||||||
"name": "stdout",
|
"name": "stdout",
|
||||||
"output_type": "stream",
|
"output_type": "stream",
|
||||||
"text": [
|
"text": [
|
||||||
"Requirement already satisfied: openpyxl in /opt/python/lib/python3.13/site-packages (3.1.5)\n",
|
"Collecting openpyxl\n",
|
||||||
"Requirement already satisfied: et-xmlfile in /opt/python/lib/python3.13/site-packages (from openpyxl) (2.0.0)\n",
|
" Downloading openpyxl-3.1.5-py2.py3-none-any.whl.metadata (2.5 kB)\n",
|
||||||
|
"Collecting et-xmlfile (from openpyxl)\n",
|
||||||
|
" Downloading et_xmlfile-2.0.0-py3-none-any.whl.metadata (2.7 kB)\n",
|
||||||
|
"Downloading openpyxl-3.1.5-py2.py3-none-any.whl (250 kB)\n",
|
||||||
|
"Downloading et_xmlfile-2.0.0-py3-none-any.whl (18 kB)\n",
|
||||||
|
"Installing collected packages: et-xmlfile, openpyxl\n",
|
||||||
|
"\u001b[2K \u001b[90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\u001b[0m \u001b[32m2/2\u001b[0m [openpyxl]1/2\u001b[0m [openpyxl]\n",
|
||||||
|
"\u001b[1A\u001b[2KSuccessfully installed et-xmlfile-2.0.0 openpyxl-3.1.5\n",
|
||||||
"\n",
|
"\n",
|
||||||
"\u001b[1m[\u001b[0m\u001b[34;49mnotice\u001b[0m\u001b[1;39;49m]\u001b[0m\u001b[39;49m A new release of pip is available: \u001b[0m\u001b[31;49m25.2\u001b[0m\u001b[39;49m -> \u001b[0m\u001b[32;49m25.3\u001b[0m\n",
|
"\u001b[1m[\u001b[0m\u001b[34;49mnotice\u001b[0m\u001b[1;39;49m]\u001b[0m\u001b[39;49m A new release of pip is available: \u001b[0m\u001b[31;49m25.3\u001b[0m\u001b[39;49m -> \u001b[0m\u001b[32;49m26.0\u001b[0m\n",
|
||||||
"\u001b[1m[\u001b[0m\u001b[34;49mnotice\u001b[0m\u001b[1;39;49m]\u001b[0m\u001b[39;49m To update, run: \u001b[0m\u001b[32;49mpip install --upgrade pip\u001b[0m\n"
|
"\u001b[1m[\u001b[0m\u001b[34;49mnotice\u001b[0m\u001b[1;39;49m]\u001b[0m\u001b[39;49m To update, run: \u001b[0m\u001b[32;49mpip install --upgrade pip\u001b[0m\n"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
|
|
@ -2822,7 +2829,7 @@
|
||||||
"name": "python",
|
"name": "python",
|
||||||
"nbconvert_exporter": "python",
|
"nbconvert_exporter": "python",
|
||||||
"pygments_lexer": "ipython3",
|
"pygments_lexer": "ipython3",
|
||||||
"version": "3.13.8"
|
"version": "3.13.11"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
|
|
|
||||||
61
data_exploration/eur_gov_indices.csv
Normal file
61
data_exploration/eur_gov_indices.csv
Normal file
|
|
@ -0,0 +1,61 @@
|
||||||
|
Bond/Index,Description,Date,Total Return % 1-wk-LOC,Yield to Maturity (s.a.),Yield to Maturity (conv.)
|
||||||
|
G0D0,ICE BofA German Government Index,2008-08-22,-0.302,4.21,4.25
|
||||||
|
G0D0,ICE BofA German Government Index,2008-08-29,0.304,4.18,4.22
|
||||||
|
G0D0,ICE BofA German Government Index,2008-09-05,0.978,3.99,4.03
|
||||||
|
G0D0,ICE BofA German Government Index,2008-09-12,-1.058,4.17,4.21
|
||||||
|
G0D0,ICE BofA German Government Index,2008-09-19,-0.286,4.22,4.27
|
||||||
|
G0D0,ICE BofA German Government Index,2008-09-26,0.661,4.05,4.09
|
||||||
|
G0D0,ICE BofA German Government Index,2008-10-03,1.89,3.71,3.75
|
||||||
|
G0D0,ICE BofA German Government Index,2008-10-10,0.094,3.61,3.65
|
||||||
|
G0D0,ICE BofA German Government Index,2008-10-17,-0.355,3.67,3.7
|
||||||
|
G0D0,ICE BofA German Government Index,2008-10-24,1.637,3.39,3.42
|
||||||
|
G0D0,ICE BofA German Government Index,2008-10-31,-0.535,3.41,3.44
|
||||||
|
G0D0,ICE BofA German Government Index,2008-11-07,1.325,3.2,3.23
|
||||||
|
G0D0,ICE BofA German Government Index,2008-11-14,0.449,3.07,3.1
|
||||||
|
G0D0,ICE BofA German Government Index,2008-11-21,1.356,2.89,2.92
|
||||||
|
G0D0,ICE BofA German Government Index,2008-11-28,0.778,2.86,2.88
|
||||||
|
G0D0,ICE BofA German Government Index,2008-12-05,1.466,2.69,2.7
|
||||||
|
G0D0,ICE BofA German Government Index,2008-12-12,-1.91,2.96,2.98
|
||||||
|
G0D0,ICE BofA German Government Index,2008-12-19,1.798,2.65,2.67
|
||||||
|
G0D0,ICE BofA German Government Index,2008-12-26,0.312,2.6,2.62
|
||||||
|
G0D0,ICE BofA German Government Index,2009-01-02,0.264,2.56,2.57
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-03-11,0.375,4.17,4.21
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-03-18,0.8,4.07,4.1
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-03-25,-0.685,4.17,4.21
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-04-01,-0.785,4.31,4.35
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-04-08,0.023,4.33,4.37
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-04-15,0.168,4.31,4.35
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-04-22,0.3205,4.265,4.305
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-04-29,0.473,4.22,4.26
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-05-06,0.455,4.22,4.26
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-05-13,0.517,4.15,4.19
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-05-20,-0.18,4.19,4.23
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-05-27,0.494,4.12,4.16
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-06-03,0.297,4.11,4.15
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-06-10,-0.326,4.16,4.2
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-06-17,-0.217,4.17,4.21
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-06-24,-0.135,4.18,4.23
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-07-01,-0.055,4.18,4.22
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-07-08,-0.699,4.24,4.29
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-07-15,-0.923,4.35,4.4
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2011-07-22,1.181,4.25,4.29
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-01-15,0.122,0.85,0.85
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-01-22,0.269,0.82,0.82
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-01-29,1.123,0.67,0.67
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-02-05,-0.268,0.72,0.72
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-02-12,-0.209,0.75,0.75
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-02-19,0.454,0.69,0.69
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-02-26,0.547,0.62,0.62
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-03-04,-0.154,0.64,0.65
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-03-11,0.28,0.61,0.61
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-03-18,0.357,0.56,0.57
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-03-25,0.41100000000000003,0.535,0.54
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-04-01,0.465,0.51,0.51
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-04-08,-0.114,0.53,0.53
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-04-15,-0.097,0.54,0.54
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-04-22,-0.66,0.63,0.63
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-04-29,-0.338,0.68,0.68
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-05-06,0.65,0.6,0.6
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-05-13,0.211,0.57,0.57
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-05-20,-0.142,0.59,0.59
|
||||||
|
EG04,ICE BofA 7-10 Year Euro Government Index,2016-05-27,0.471,0.53,0.53
|
||||||
|
|
|
@ -10,7 +10,7 @@
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": 8,
|
"execution_count": 1,
|
||||||
"id": "127753ac",
|
"id": "127753ac",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
|
|
@ -20,7 +20,7 @@
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": 9,
|
"execution_count": 2,
|
||||||
"id": "ae3c64fe",
|
"id": "ae3c64fe",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
|
|
@ -36,7 +36,7 @@
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": 10,
|
"execution_count": 3,
|
||||||
"id": "84b9ac42",
|
"id": "84b9ac42",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
|
|
@ -62,34 +62,802 @@
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": 13,
|
"execution_count": 12,
|
||||||
"id": "83472648",
|
"id": "83472648",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [
|
"outputs": [],
|
||||||
{
|
|
||||||
"name": "stderr",
|
|
||||||
"output_type": "stream",
|
|
||||||
"text": [
|
|
||||||
"/tmp/ipykernel_10061/1081306672.py:2: DtypeWarning: Columns (0,1,2,3) have mixed types. Specify dtype option on import or set low_memory=False.\n",
|
|
||||||
" df = pd.read_csv(f, sep=\";\")\n"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"source": [
|
"source": [
|
||||||
"with fs.open('s3://projet-bdc-data/carmignac/AUM ENSAE V2 -20251105.csv', 'rb') as f:\n",
|
"with fs.open('s3://projet-bdc-data/carmignac/Data Modélisation/market data/Eur Gov Indices Weekly Step.xlsx', 'rb') as f:\n",
|
||||||
" df = pd.read_csv(f, sep=\";\")\n",
|
" df = pd.read_excel(f)\n",
|
||||||
"\n",
|
"\n",
|
||||||
"sample_df = sample_by_blocks(df, block_size=10, num_blocks=10, random_state=42)"
|
"sample_df = sample_by_blocks(df, block_size=20, num_blocks=3, random_state=42)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": 15,
|
"execution_count": 13,
|
||||||
|
"id": "79af063e",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/html": [
|
||||||
|
"<div>\n",
|
||||||
|
"<style scoped>\n",
|
||||||
|
" .dataframe tbody tr th:only-of-type {\n",
|
||||||
|
" vertical-align: middle;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe tbody tr th {\n",
|
||||||
|
" vertical-align: top;\n",
|
||||||
|
" }\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>Bond/Index</th>\n",
|
||||||
|
" <th>Description</th>\n",
|
||||||
|
" <th>Date</th>\n",
|
||||||
|
" <th>Total Return % 1-wk-LOC</th>\n",
|
||||||
|
" <th>Yield to Maturity (s.a.)</th>\n",
|
||||||
|
" <th>Yield to Maturity (conv.)</th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </thead>\n",
|
||||||
|
" <tbody>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>0</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-08-22</td>\n",
|
||||||
|
" <td>-0.3020</td>\n",
|
||||||
|
" <td>4.210</td>\n",
|
||||||
|
" <td>4.250</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>1</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-08-29</td>\n",
|
||||||
|
" <td>0.3040</td>\n",
|
||||||
|
" <td>4.180</td>\n",
|
||||||
|
" <td>4.220</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-09-05</td>\n",
|
||||||
|
" <td>0.9780</td>\n",
|
||||||
|
" <td>3.990</td>\n",
|
||||||
|
" <td>4.030</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>3</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-09-12</td>\n",
|
||||||
|
" <td>-1.0580</td>\n",
|
||||||
|
" <td>4.170</td>\n",
|
||||||
|
" <td>4.210</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>4</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-09-19</td>\n",
|
||||||
|
" <td>-0.2860</td>\n",
|
||||||
|
" <td>4.220</td>\n",
|
||||||
|
" <td>4.270</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>5</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-09-26</td>\n",
|
||||||
|
" <td>0.6610</td>\n",
|
||||||
|
" <td>4.050</td>\n",
|
||||||
|
" <td>4.090</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>6</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-10-03</td>\n",
|
||||||
|
" <td>1.8900</td>\n",
|
||||||
|
" <td>3.710</td>\n",
|
||||||
|
" <td>3.750</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>7</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-10-10</td>\n",
|
||||||
|
" <td>0.0940</td>\n",
|
||||||
|
" <td>3.610</td>\n",
|
||||||
|
" <td>3.650</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>8</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-10-17</td>\n",
|
||||||
|
" <td>-0.3550</td>\n",
|
||||||
|
" <td>3.670</td>\n",
|
||||||
|
" <td>3.700</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>9</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-10-24</td>\n",
|
||||||
|
" <td>1.6370</td>\n",
|
||||||
|
" <td>3.390</td>\n",
|
||||||
|
" <td>3.420</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>10</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-10-31</td>\n",
|
||||||
|
" <td>-0.5350</td>\n",
|
||||||
|
" <td>3.410</td>\n",
|
||||||
|
" <td>3.440</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>11</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-11-07</td>\n",
|
||||||
|
" <td>1.3250</td>\n",
|
||||||
|
" <td>3.200</td>\n",
|
||||||
|
" <td>3.230</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>12</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-11-14</td>\n",
|
||||||
|
" <td>0.4490</td>\n",
|
||||||
|
" <td>3.070</td>\n",
|
||||||
|
" <td>3.100</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>13</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-11-21</td>\n",
|
||||||
|
" <td>1.3560</td>\n",
|
||||||
|
" <td>2.890</td>\n",
|
||||||
|
" <td>2.920</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>14</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-11-28</td>\n",
|
||||||
|
" <td>0.7780</td>\n",
|
||||||
|
" <td>2.860</td>\n",
|
||||||
|
" <td>2.880</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>15</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-12-05</td>\n",
|
||||||
|
" <td>1.4660</td>\n",
|
||||||
|
" <td>2.690</td>\n",
|
||||||
|
" <td>2.700</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>16</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-12-12</td>\n",
|
||||||
|
" <td>-1.9100</td>\n",
|
||||||
|
" <td>2.960</td>\n",
|
||||||
|
" <td>2.980</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>17</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-12-19</td>\n",
|
||||||
|
" <td>1.7980</td>\n",
|
||||||
|
" <td>2.650</td>\n",
|
||||||
|
" <td>2.670</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>18</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2008-12-26</td>\n",
|
||||||
|
" <td>0.3120</td>\n",
|
||||||
|
" <td>2.600</td>\n",
|
||||||
|
" <td>2.620</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>19</th>\n",
|
||||||
|
" <td>G0D0</td>\n",
|
||||||
|
" <td>ICE BofA German Government Index</td>\n",
|
||||||
|
" <td>2009-01-02</td>\n",
|
||||||
|
" <td>0.2640</td>\n",
|
||||||
|
" <td>2.560</td>\n",
|
||||||
|
" <td>2.570</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>20</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-03-11</td>\n",
|
||||||
|
" <td>0.3750</td>\n",
|
||||||
|
" <td>4.170</td>\n",
|
||||||
|
" <td>4.210</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>21</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-03-18</td>\n",
|
||||||
|
" <td>0.8000</td>\n",
|
||||||
|
" <td>4.070</td>\n",
|
||||||
|
" <td>4.100</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>22</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-03-25</td>\n",
|
||||||
|
" <td>-0.6850</td>\n",
|
||||||
|
" <td>4.170</td>\n",
|
||||||
|
" <td>4.210</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>23</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-04-01</td>\n",
|
||||||
|
" <td>-0.7850</td>\n",
|
||||||
|
" <td>4.310</td>\n",
|
||||||
|
" <td>4.350</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>24</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-04-08</td>\n",
|
||||||
|
" <td>0.0230</td>\n",
|
||||||
|
" <td>4.330</td>\n",
|
||||||
|
" <td>4.370</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>25</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-04-15</td>\n",
|
||||||
|
" <td>0.1680</td>\n",
|
||||||
|
" <td>4.310</td>\n",
|
||||||
|
" <td>4.350</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>26</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-04-22</td>\n",
|
||||||
|
" <td>0.3205</td>\n",
|
||||||
|
" <td>4.265</td>\n",
|
||||||
|
" <td>4.305</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>27</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-04-29</td>\n",
|
||||||
|
" <td>0.4730</td>\n",
|
||||||
|
" <td>4.220</td>\n",
|
||||||
|
" <td>4.260</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>28</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-05-06</td>\n",
|
||||||
|
" <td>0.4550</td>\n",
|
||||||
|
" <td>4.220</td>\n",
|
||||||
|
" <td>4.260</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>29</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-05-13</td>\n",
|
||||||
|
" <td>0.5170</td>\n",
|
||||||
|
" <td>4.150</td>\n",
|
||||||
|
" <td>4.190</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>30</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-05-20</td>\n",
|
||||||
|
" <td>-0.1800</td>\n",
|
||||||
|
" <td>4.190</td>\n",
|
||||||
|
" <td>4.230</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>31</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-05-27</td>\n",
|
||||||
|
" <td>0.4940</td>\n",
|
||||||
|
" <td>4.120</td>\n",
|
||||||
|
" <td>4.160</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>32</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-06-03</td>\n",
|
||||||
|
" <td>0.2970</td>\n",
|
||||||
|
" <td>4.110</td>\n",
|
||||||
|
" <td>4.150</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>33</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-06-10</td>\n",
|
||||||
|
" <td>-0.3260</td>\n",
|
||||||
|
" <td>4.160</td>\n",
|
||||||
|
" <td>4.200</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>34</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-06-17</td>\n",
|
||||||
|
" <td>-0.2170</td>\n",
|
||||||
|
" <td>4.170</td>\n",
|
||||||
|
" <td>4.210</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>35</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-06-24</td>\n",
|
||||||
|
" <td>-0.1350</td>\n",
|
||||||
|
" <td>4.180</td>\n",
|
||||||
|
" <td>4.230</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>36</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-07-01</td>\n",
|
||||||
|
" <td>-0.0550</td>\n",
|
||||||
|
" <td>4.180</td>\n",
|
||||||
|
" <td>4.220</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>37</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-07-08</td>\n",
|
||||||
|
" <td>-0.6990</td>\n",
|
||||||
|
" <td>4.240</td>\n",
|
||||||
|
" <td>4.290</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>38</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-07-15</td>\n",
|
||||||
|
" <td>-0.9230</td>\n",
|
||||||
|
" <td>4.350</td>\n",
|
||||||
|
" <td>4.400</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>39</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2011-07-22</td>\n",
|
||||||
|
" <td>1.1810</td>\n",
|
||||||
|
" <td>4.250</td>\n",
|
||||||
|
" <td>4.290</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>40</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-01-15</td>\n",
|
||||||
|
" <td>0.1220</td>\n",
|
||||||
|
" <td>0.850</td>\n",
|
||||||
|
" <td>0.850</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>41</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-01-22</td>\n",
|
||||||
|
" <td>0.2690</td>\n",
|
||||||
|
" <td>0.820</td>\n",
|
||||||
|
" <td>0.820</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>42</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-01-29</td>\n",
|
||||||
|
" <td>1.1230</td>\n",
|
||||||
|
" <td>0.670</td>\n",
|
||||||
|
" <td>0.670</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>43</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-02-05</td>\n",
|
||||||
|
" <td>-0.2680</td>\n",
|
||||||
|
" <td>0.720</td>\n",
|
||||||
|
" <td>0.720</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>44</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-02-12</td>\n",
|
||||||
|
" <td>-0.2090</td>\n",
|
||||||
|
" <td>0.750</td>\n",
|
||||||
|
" <td>0.750</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>45</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-02-19</td>\n",
|
||||||
|
" <td>0.4540</td>\n",
|
||||||
|
" <td>0.690</td>\n",
|
||||||
|
" <td>0.690</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>46</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-02-26</td>\n",
|
||||||
|
" <td>0.5470</td>\n",
|
||||||
|
" <td>0.620</td>\n",
|
||||||
|
" <td>0.620</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>47</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-03-04</td>\n",
|
||||||
|
" <td>-0.1540</td>\n",
|
||||||
|
" <td>0.640</td>\n",
|
||||||
|
" <td>0.650</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>48</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-03-11</td>\n",
|
||||||
|
" <td>0.2800</td>\n",
|
||||||
|
" <td>0.610</td>\n",
|
||||||
|
" <td>0.610</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>49</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-03-18</td>\n",
|
||||||
|
" <td>0.3570</td>\n",
|
||||||
|
" <td>0.560</td>\n",
|
||||||
|
" <td>0.570</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>50</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-03-25</td>\n",
|
||||||
|
" <td>0.4110</td>\n",
|
||||||
|
" <td>0.535</td>\n",
|
||||||
|
" <td>0.540</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>51</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-04-01</td>\n",
|
||||||
|
" <td>0.4650</td>\n",
|
||||||
|
" <td>0.510</td>\n",
|
||||||
|
" <td>0.510</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>52</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-04-08</td>\n",
|
||||||
|
" <td>-0.1140</td>\n",
|
||||||
|
" <td>0.530</td>\n",
|
||||||
|
" <td>0.530</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>53</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-04-15</td>\n",
|
||||||
|
" <td>-0.0970</td>\n",
|
||||||
|
" <td>0.540</td>\n",
|
||||||
|
" <td>0.540</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>54</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-04-22</td>\n",
|
||||||
|
" <td>-0.6600</td>\n",
|
||||||
|
" <td>0.630</td>\n",
|
||||||
|
" <td>0.630</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>55</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-04-29</td>\n",
|
||||||
|
" <td>-0.3380</td>\n",
|
||||||
|
" <td>0.680</td>\n",
|
||||||
|
" <td>0.680</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>56</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-05-06</td>\n",
|
||||||
|
" <td>0.6500</td>\n",
|
||||||
|
" <td>0.600</td>\n",
|
||||||
|
" <td>0.600</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>57</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-05-13</td>\n",
|
||||||
|
" <td>0.2110</td>\n",
|
||||||
|
" <td>0.570</td>\n",
|
||||||
|
" <td>0.570</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>58</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-05-20</td>\n",
|
||||||
|
" <td>-0.1420</td>\n",
|
||||||
|
" <td>0.590</td>\n",
|
||||||
|
" <td>0.590</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>59</th>\n",
|
||||||
|
" <td>EG04</td>\n",
|
||||||
|
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
|
||||||
|
" <td>2016-05-27</td>\n",
|
||||||
|
" <td>0.4710</td>\n",
|
||||||
|
" <td>0.530</td>\n",
|
||||||
|
" <td>0.530</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </tbody>\n",
|
||||||
|
"</table>\n",
|
||||||
|
"</div>"
|
||||||
|
],
|
||||||
|
"text/plain": [
|
||||||
|
" Bond/Index Description Date \\\n",
|
||||||
|
"0 G0D0 ICE BofA German Government Index 2008-08-22 \n",
|
||||||
|
"1 G0D0 ICE BofA German Government Index 2008-08-29 \n",
|
||||||
|
"2 G0D0 ICE BofA German Government Index 2008-09-05 \n",
|
||||||
|
"3 G0D0 ICE BofA German Government Index 2008-09-12 \n",
|
||||||
|
"4 G0D0 ICE BofA German Government Index 2008-09-19 \n",
|
||||||
|
"5 G0D0 ICE BofA German Government Index 2008-09-26 \n",
|
||||||
|
"6 G0D0 ICE BofA German Government Index 2008-10-03 \n",
|
||||||
|
"7 G0D0 ICE BofA German Government Index 2008-10-10 \n",
|
||||||
|
"8 G0D0 ICE BofA German Government Index 2008-10-17 \n",
|
||||||
|
"9 G0D0 ICE BofA German Government Index 2008-10-24 \n",
|
||||||
|
"10 G0D0 ICE BofA German Government Index 2008-10-31 \n",
|
||||||
|
"11 G0D0 ICE BofA German Government Index 2008-11-07 \n",
|
||||||
|
"12 G0D0 ICE BofA German Government Index 2008-11-14 \n",
|
||||||
|
"13 G0D0 ICE BofA German Government Index 2008-11-21 \n",
|
||||||
|
"14 G0D0 ICE BofA German Government Index 2008-11-28 \n",
|
||||||
|
"15 G0D0 ICE BofA German Government Index 2008-12-05 \n",
|
||||||
|
"16 G0D0 ICE BofA German Government Index 2008-12-12 \n",
|
||||||
|
"17 G0D0 ICE BofA German Government Index 2008-12-19 \n",
|
||||||
|
"18 G0D0 ICE BofA German Government Index 2008-12-26 \n",
|
||||||
|
"19 G0D0 ICE BofA German Government Index 2009-01-02 \n",
|
||||||
|
"20 EG04 ICE BofA 7-10 Year Euro Government Index 2011-03-11 \n",
|
||||||
|
"21 EG04 ICE BofA 7-10 Year Euro Government Index 2011-03-18 \n",
|
||||||
|
"22 EG04 ICE BofA 7-10 Year Euro Government Index 2011-03-25 \n",
|
||||||
|
"23 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-01 \n",
|
||||||
|
"24 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-08 \n",
|
||||||
|
"25 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-15 \n",
|
||||||
|
"26 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-22 \n",
|
||||||
|
"27 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-29 \n",
|
||||||
|
"28 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-06 \n",
|
||||||
|
"29 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-13 \n",
|
||||||
|
"30 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-20 \n",
|
||||||
|
"31 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-27 \n",
|
||||||
|
"32 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-03 \n",
|
||||||
|
"33 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-10 \n",
|
||||||
|
"34 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-17 \n",
|
||||||
|
"35 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-24 \n",
|
||||||
|
"36 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-01 \n",
|
||||||
|
"37 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-08 \n",
|
||||||
|
"38 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-15 \n",
|
||||||
|
"39 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-22 \n",
|
||||||
|
"40 EG04 ICE BofA 7-10 Year Euro Government Index 2016-01-15 \n",
|
||||||
|
"41 EG04 ICE BofA 7-10 Year Euro Government Index 2016-01-22 \n",
|
||||||
|
"42 EG04 ICE BofA 7-10 Year Euro Government Index 2016-01-29 \n",
|
||||||
|
"43 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-05 \n",
|
||||||
|
"44 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-12 \n",
|
||||||
|
"45 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-19 \n",
|
||||||
|
"46 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-26 \n",
|
||||||
|
"47 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-04 \n",
|
||||||
|
"48 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-11 \n",
|
||||||
|
"49 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-18 \n",
|
||||||
|
"50 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-25 \n",
|
||||||
|
"51 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-01 \n",
|
||||||
|
"52 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-08 \n",
|
||||||
|
"53 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-15 \n",
|
||||||
|
"54 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-22 \n",
|
||||||
|
"55 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-29 \n",
|
||||||
|
"56 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-06 \n",
|
||||||
|
"57 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-13 \n",
|
||||||
|
"58 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-20 \n",
|
||||||
|
"59 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-27 \n",
|
||||||
|
"\n",
|
||||||
|
" Total Return % 1-wk-LOC Yield to Maturity (s.a.) \\\n",
|
||||||
|
"0 -0.3020 4.210 \n",
|
||||||
|
"1 0.3040 4.180 \n",
|
||||||
|
"2 0.9780 3.990 \n",
|
||||||
|
"3 -1.0580 4.170 \n",
|
||||||
|
"4 -0.2860 4.220 \n",
|
||||||
|
"5 0.6610 4.050 \n",
|
||||||
|
"6 1.8900 3.710 \n",
|
||||||
|
"7 0.0940 3.610 \n",
|
||||||
|
"8 -0.3550 3.670 \n",
|
||||||
|
"9 1.6370 3.390 \n",
|
||||||
|
"10 -0.5350 3.410 \n",
|
||||||
|
"11 1.3250 3.200 \n",
|
||||||
|
"12 0.4490 3.070 \n",
|
||||||
|
"13 1.3560 2.890 \n",
|
||||||
|
"14 0.7780 2.860 \n",
|
||||||
|
"15 1.4660 2.690 \n",
|
||||||
|
"16 -1.9100 2.960 \n",
|
||||||
|
"17 1.7980 2.650 \n",
|
||||||
|
"18 0.3120 2.600 \n",
|
||||||
|
"19 0.2640 2.560 \n",
|
||||||
|
"20 0.3750 4.170 \n",
|
||||||
|
"21 0.8000 4.070 \n",
|
||||||
|
"22 -0.6850 4.170 \n",
|
||||||
|
"23 -0.7850 4.310 \n",
|
||||||
|
"24 0.0230 4.330 \n",
|
||||||
|
"25 0.1680 4.310 \n",
|
||||||
|
"26 0.3205 4.265 \n",
|
||||||
|
"27 0.4730 4.220 \n",
|
||||||
|
"28 0.4550 4.220 \n",
|
||||||
|
"29 0.5170 4.150 \n",
|
||||||
|
"30 -0.1800 4.190 \n",
|
||||||
|
"31 0.4940 4.120 \n",
|
||||||
|
"32 0.2970 4.110 \n",
|
||||||
|
"33 -0.3260 4.160 \n",
|
||||||
|
"34 -0.2170 4.170 \n",
|
||||||
|
"35 -0.1350 4.180 \n",
|
||||||
|
"36 -0.0550 4.180 \n",
|
||||||
|
"37 -0.6990 4.240 \n",
|
||||||
|
"38 -0.9230 4.350 \n",
|
||||||
|
"39 1.1810 4.250 \n",
|
||||||
|
"40 0.1220 0.850 \n",
|
||||||
|
"41 0.2690 0.820 \n",
|
||||||
|
"42 1.1230 0.670 \n",
|
||||||
|
"43 -0.2680 0.720 \n",
|
||||||
|
"44 -0.2090 0.750 \n",
|
||||||
|
"45 0.4540 0.690 \n",
|
||||||
|
"46 0.5470 0.620 \n",
|
||||||
|
"47 -0.1540 0.640 \n",
|
||||||
|
"48 0.2800 0.610 \n",
|
||||||
|
"49 0.3570 0.560 \n",
|
||||||
|
"50 0.4110 0.535 \n",
|
||||||
|
"51 0.4650 0.510 \n",
|
||||||
|
"52 -0.1140 0.530 \n",
|
||||||
|
"53 -0.0970 0.540 \n",
|
||||||
|
"54 -0.6600 0.630 \n",
|
||||||
|
"55 -0.3380 0.680 \n",
|
||||||
|
"56 0.6500 0.600 \n",
|
||||||
|
"57 0.2110 0.570 \n",
|
||||||
|
"58 -0.1420 0.590 \n",
|
||||||
|
"59 0.4710 0.530 \n",
|
||||||
|
"\n",
|
||||||
|
" Yield to Maturity (conv.) \n",
|
||||||
|
"0 4.250 \n",
|
||||||
|
"1 4.220 \n",
|
||||||
|
"2 4.030 \n",
|
||||||
|
"3 4.210 \n",
|
||||||
|
"4 4.270 \n",
|
||||||
|
"5 4.090 \n",
|
||||||
|
"6 3.750 \n",
|
||||||
|
"7 3.650 \n",
|
||||||
|
"8 3.700 \n",
|
||||||
|
"9 3.420 \n",
|
||||||
|
"10 3.440 \n",
|
||||||
|
"11 3.230 \n",
|
||||||
|
"12 3.100 \n",
|
||||||
|
"13 2.920 \n",
|
||||||
|
"14 2.880 \n",
|
||||||
|
"15 2.700 \n",
|
||||||
|
"16 2.980 \n",
|
||||||
|
"17 2.670 \n",
|
||||||
|
"18 2.620 \n",
|
||||||
|
"19 2.570 \n",
|
||||||
|
"20 4.210 \n",
|
||||||
|
"21 4.100 \n",
|
||||||
|
"22 4.210 \n",
|
||||||
|
"23 4.350 \n",
|
||||||
|
"24 4.370 \n",
|
||||||
|
"25 4.350 \n",
|
||||||
|
"26 4.305 \n",
|
||||||
|
"27 4.260 \n",
|
||||||
|
"28 4.260 \n",
|
||||||
|
"29 4.190 \n",
|
||||||
|
"30 4.230 \n",
|
||||||
|
"31 4.160 \n",
|
||||||
|
"32 4.150 \n",
|
||||||
|
"33 4.200 \n",
|
||||||
|
"34 4.210 \n",
|
||||||
|
"35 4.230 \n",
|
||||||
|
"36 4.220 \n",
|
||||||
|
"37 4.290 \n",
|
||||||
|
"38 4.400 \n",
|
||||||
|
"39 4.290 \n",
|
||||||
|
"40 0.850 \n",
|
||||||
|
"41 0.820 \n",
|
||||||
|
"42 0.670 \n",
|
||||||
|
"43 0.720 \n",
|
||||||
|
"44 0.750 \n",
|
||||||
|
"45 0.690 \n",
|
||||||
|
"46 0.620 \n",
|
||||||
|
"47 0.650 \n",
|
||||||
|
"48 0.610 \n",
|
||||||
|
"49 0.570 \n",
|
||||||
|
"50 0.540 \n",
|
||||||
|
"51 0.510 \n",
|
||||||
|
"52 0.530 \n",
|
||||||
|
"53 0.540 \n",
|
||||||
|
"54 0.630 \n",
|
||||||
|
"55 0.680 \n",
|
||||||
|
"56 0.600 \n",
|
||||||
|
"57 0.570 \n",
|
||||||
|
"58 0.590 \n",
|
||||||
|
"59 0.530 "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 13,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"sample_df"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 14,
|
||||||
"id": "36ec4312",
|
"id": "36ec4312",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"sample_df.to_csv('aum_sample.csv', index=False)"
|
"sample_df.to_csv('eur_gov_indices.csv', index=False)"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
|
|
|
||||||
101
data_exploration/str_rates.csv
Normal file
101
data_exploration/str_rates.csv
Normal file
|
|
@ -0,0 +1,101 @@
|
||||||
|
Date,Yld to Maturity
|
||||||
|
04/12/2015,-0.138
|
||||||
|
07/12/2015,-0.142
|
||||||
|
08/12/2015,-0.147
|
||||||
|
09/12/2015,-0.235
|
||||||
|
10/12/2015,-0.232
|
||||||
|
11/12/2015,-0.231
|
||||||
|
14/12/2015,-0.23
|
||||||
|
15/12/2015,-0.239
|
||||||
|
16/12/2015,-0.241
|
||||||
|
17/12/2015,-0.238
|
||||||
|
18/12/2015,-0.237
|
||||||
|
21/12/2015,-0.231
|
||||||
|
22/12/2015,-0.231
|
||||||
|
23/12/2015,-0.234
|
||||||
|
24/12/2015,-0.244
|
||||||
|
28/12/2015,-0.238
|
||||||
|
29/12/2015,-0.223
|
||||||
|
30/12/2015,-0.14
|
||||||
|
31/12/2015,-0.127
|
||||||
|
04/01/2016,-0.241
|
||||||
|
05/01/2016,-0.251
|
||||||
|
06/01/2016,-0.253
|
||||||
|
07/01/2016,-0.233
|
||||||
|
08/01/2016,-0.235
|
||||||
|
11/01/2016,-0.236
|
||||||
|
12/01/2016,-0.233
|
||||||
|
13/01/2016,-0.237
|
||||||
|
14/01/2016,-0.24
|
||||||
|
15/01/2016,-0.239
|
||||||
|
18/01/2016,-0.24
|
||||||
|
19/01/2016,-0.239
|
||||||
|
20/01/2016,-0.238
|
||||||
|
21/01/2016,-0.24
|
||||||
|
22/01/2016,-0.241
|
||||||
|
25/01/2016,-0.238
|
||||||
|
26/01/2016,-0.236
|
||||||
|
27/01/2016,-0.237
|
||||||
|
28/01/2016,-0.239
|
||||||
|
29/01/2016,-0.228
|
||||||
|
31/01/2016,-0.228
|
||||||
|
01/02/2016,-0.237
|
||||||
|
02/02/2016,-0.232
|
||||||
|
03/02/2016,-0.247
|
||||||
|
04/02/2016,-0.231
|
||||||
|
05/02/2016,-0.236
|
||||||
|
08/02/2016,-0.242
|
||||||
|
09/02/2016,-0.237
|
||||||
|
10/02/2016,-0.237
|
||||||
|
11/02/2016,-0.239
|
||||||
|
12/02/2016,-0.24
|
||||||
|
15/02/2016,-0.243
|
||||||
|
16/02/2016,-0.242
|
||||||
|
17/02/2016,-0.244
|
||||||
|
18/02/2016,-0.244
|
||||||
|
19/02/2016,-0.243
|
||||||
|
22/02/2016,-0.242
|
||||||
|
23/02/2016,-0.246
|
||||||
|
24/02/2016,-0.247
|
||||||
|
25/02/2016,-0.249
|
||||||
|
26/02/2016,-0.243
|
||||||
|
29/02/2016,-0.227
|
||||||
|
01/03/2016,-0.238
|
||||||
|
02/03/2016,-0.234
|
||||||
|
03/03/2016,-0.238
|
||||||
|
04/03/2016,-0.236
|
||||||
|
07/03/2016,-0.239
|
||||||
|
08/03/2016,-0.234
|
||||||
|
09/03/2016,-0.236
|
||||||
|
10/03/2016,-0.242
|
||||||
|
11/03/2016,-0.242
|
||||||
|
14/03/2016,-0.243
|
||||||
|
15/03/2016,-0.248
|
||||||
|
16/03/2016,-0.339
|
||||||
|
17/03/2016,-0.347
|
||||||
|
18/03/2016,-0.345
|
||||||
|
21/03/2016,-0.345
|
||||||
|
22/03/2016,-0.344
|
||||||
|
23/03/2016,-0.346
|
||||||
|
24/03/2016,-0.349
|
||||||
|
28/03/2016,-0.349
|
||||||
|
29/03/2016,-0.347
|
||||||
|
30/03/2016,-0.347
|
||||||
|
31/03/2016,-0.303
|
||||||
|
01/04/2016,-0.335
|
||||||
|
04/04/2016,-0.331
|
||||||
|
05/04/2016,-0.332
|
||||||
|
06/04/2016,-0.334
|
||||||
|
07/04/2016,-0.33
|
||||||
|
08/04/2016,-0.334
|
||||||
|
11/04/2016,-0.333
|
||||||
|
12/04/2016,-0.341
|
||||||
|
13/04/2016,-0.337
|
||||||
|
14/04/2016,-0.34
|
||||||
|
15/04/2016,-0.341
|
||||||
|
18/04/2016,-0.348
|
||||||
|
19/04/2016,-0.34
|
||||||
|
20/04/2016,-0.343
|
||||||
|
21/04/2016,-0.342
|
||||||
|
22/04/2016,-0.34
|
||||||
|
25/04/2016,-0.341
|
||||||
|
Loading…
Reference in New Issue
Block a user