dbreader = DBReader() AAPL = dbreader.readSeries('AAPL') SP500 = dbreader.readSeries('SP500') print AAPL.info() print SP500.info() data = pd.merge(pd.DataFrame(AAPL['Adj_Close']),pd.DataFrame(SP500['Adj_Close']), how='inner', left_index=True, right_index=True) data_dict = {'AAPL':AAPL , 'SP500':SP500} panel_series = pd.Panel.from_dict(data_dict, intersect=True, orient = 'minor') print 'panel items', panel_series.items dim = 'Adj_Close' df_allseries_dim = panel_series[dim] dataRed = df_allseries_dim.loc['2011-1-1':'2012-1-1'] rets = dataRed['SP500'].pct_change() print 'rets std', rets.std() print rets.head() #dataRed['SP500'].plot() plt.show() ra = ResultsAnalyser(dataRed,valueIndex = 'SP500')#, referenceIndex='SP500') print "vol", ra.get_volatility(annualising_scalar=1, returns=True) sharpe = ra.sharpe_ratio(useMarketRef=False) print sharpe