【株価分析】日経平均の曜日別の価格変化率を調べてみた

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# 日経平均の曜日別変化率を調べる

import pandas_datareader.data as web
import pandas as pd
import datetime

for i in range(1990, 2021, 1):
    
    # 日経平均株価を取得する
    nikkei = web.DataReader("NIKKEI225", "fred", "1950/5/16")

    print(i)
    year = str(i)
    start = year + '-01-01'
    end = year + '-12-31'
    nikkei['date'] = nikkei.index
    nikkei = nikkei[nikkei['date'] > start]
    nikkei = nikkei[end > nikkei['date']]
    nikkei['dotw'] = nikkei['date'].dt.dayofweek
    nikkei = nikkei.dropna(how='any')
    nikkei['change'] = nikkei['NIKKEI225'].pct_change()
    nikkei['change2'] = nikkei['change'].shift(-1)

    print(nikkei[nikkei['dotw'] == 0]['change2'].mean())
    print(nikkei[nikkei['dotw'] == 1]['change2'].mean())
    print(nikkei[nikkei['dotw'] == 2]['change2'].mean())
    print(nikkei[nikkei['dotw'] == 3]['change2'].mean())
    print(nikkei[nikkei['dotw'] == 4]['change2'].mean())

火曜日が全体的に期待値高そうな感じですね

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