Turbulence and Systemic Risk (0.1.0)

Intro

• What does this code do?
• Charts for Financial Turbulence and Systemic Risk
• Link to code

Credits

Author: Terrence Zhang

• Email me
• LinkedIn
• My blog
• Facebook

For Users

Dependencies

Python (3.6.4)
Modules: requirements.txt

How to Use the Code

1. Download all folders and files in the repository. Maintain the file organization structure.
2. Run TurbulenceSuite.py via the command line. It takes one optional argument.

• -d (--drop_recent)
  • Invoke this argument when you want to remove rows from the index_data.pkl dataframe, in reverse-chronological order. This is the number of rows to remove from the index_data.pkl dataframe.

DO NOT RUN TurbulenceSuite.py ON WEEKDAYS

While the code can run just fine most weekdays, some weekdays (that coincide with stock market holidays) can cause the index_data.pkl dataframe to record dates incorrectly. Therefore, it is better to run the script on Saturday or Sunday.

For Developers

License: MIT
For a step-by-step explanation of the code, click here.