mercredi 8 juillet 2015

python average of random sample many times

I am working with pandas and I wish to sample 2 stocks from each trade date and store as part of the dataset the average "Stock_Change" and the average "Vol_Change" for the given day in question. The actual data is much larger spanning years and hundreds of names. My sample will be of 100 names, I just use 2 for the purposes of this question.

Sample data set:

In [7]:

df
​
Out[7]:
        Date Symbol Stock_Change Vol_Change
0   1/1/2008      A          -5%         7%
1   1/2/2008      B          -6%        17%
2   1/3/2008      C          -5%         7%
3   1/4/2008      D           5%        13%
4   1/5/2008      E          -3%       -10%
5   1/1/2008      A           3%       -17%
6   1/2/2008      B           8%        34%
7   1/3/2008      C           3%        17%
8   1/4/2008      D           6%        24%
9   1/5/2008      E           2%        16%
10  1/1/2008      A           2%         5%
11  1/2/2008      B           1%        39%
12  1/3/2008      C           5%       -17%
13  1/4/2008      D          -1%        37%
14  1/5/2008      E          -6%        23%
15  1/1/2008      A           3%        31%
16  1/2/2008      B          -7%        16%
17  1/3/2008      C          -6%        29%
18  1/4/2008      D           0%         9%
19  1/5/2008      E           0%        -2%
20  1/1/2008      A           4%        -4%
21  1/2/2008      B          -6%        16%
22  1/3/2008      C          -8%         7%
23  1/4/2008      D           9%        16%
24  1/5/2008      E           6%        18%
25  1/1/2008      A           0%        22%
26  1/2/2008      B           8%       -13%
27  1/3/2008      C           7%        18%
28  1/4/2008      D           3%        32%
29  1/5/2008      E           1%        29%
30  1/1/2008      A          -8%       -10%
31  1/2/2008      B          -9%        23%
32  1/3/2008      C          -9%        26%
33  1/4/2008      D           2%        -1%
34  1/5/2008      E          -5%        11%
35  1/1/2008      A          -2%        36%
36  1/2/2008      B           3%        17%
37  1/3/2008      C           0%        -5%
38  1/4/2008      D           8%       -13%
39  1/5/2008      E           7%        18%

One other point, the samples can not contain the same security more than once (sample without replacement). My guess is that this a good R question but I don't know the last thing about R . .

I have no idea of even how to start this question.

thanks in advance for any help.




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