institution_vs_individual.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import plotly.plotly as py\n",
    "import plotly.graph_objs as go\n",
    "import plotly\n",
    "plotly.tools.set_credentials_file(username='jamesjynus', api_key='EHiMuIyiGmiECXH95m9u')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "total = pd.read_csv('total.csv', index_col = 0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def institution_classifier(x):\n",
    "    if 'Investing' in x:\n",
    "        return True\n",
    "    elif 'Capital' in x:\n",
    "        return True\n",
    "    elif 'Research' in x:\n",
    "        return True\n",
    "    elif 'Investments' in x:\n",
    "        return True\n",
    "    elif 'Analyst' in x:\n",
    "        return True\n",
    "    elif 'Management' in x:\n",
    "        return True\n",
    "    elif 'Analytics' in x:\n",
    "        return True\n",
    "    elif 'Trader' in x:\n",
    "        return True\n",
    "    elif 'Stocks' in x:\n",
    "        return True\n",
    "    elif 'Investor' in x:\n",
    "        return True\n",
    "    elif 'Exchange' in x:\n",
    "        return True\n",
    "    elif 'Skeptic' in x:\n",
    "        return True\n",
    "    elif 'Approach' in x:\n",
    "        return True\n",
    "    elif 'Fund' in x:\n",
    "        return True\n",
    "    elif 'Stock' in x:\n",
    "        return True\n",
    "    elif len(x.split(' ')) == 1:\n",
    "        return True\n",
    "    else:\n",
    "        return False"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "total['Institution'] = total.Issuer.apply(institution_classifier)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "institution = total[total['Institution'] == True]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "total.to_csv('total.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "individual = total[total['Institution'] == False]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 146,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "individual_long = individual[individual.Strategy == 'Long'][['Ticker', 'Strategy', 'Institution', 'Week_Return', 'Month_Return', 'Quarter_Return', 'Semi_Return', 'Annual_Return']]\n",
    "institution_long = institution[institution.Strategy == 'Long'][['Ticker', 'Strategy', 'Institution', 'Week_Return', 'Month_Return', 'Quarter_Return', 'Semi_Return', 'Annual_Return']]\n",
    "\n",
    "individual_short = individual[individual.Strategy == 'Short'][['Ticker', 'Strategy', 'Institution', 'Week_Return', 'Month_Return', 'Quarter_Return', 'Semi_Return', 'Annual_Return']]\n",
    "institution_short = institution[institution.Strategy == 'Short'][['Ticker', 'Strategy', 'Institution', 'Week_Return', 'Month_Return', 'Quarter_Return', 'Semi_Return', 'Annual_Return']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 83,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "market_index1 = market_index.T[[0,3,12,25,48]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "market_index1.columns = [['Week_Return','Month_Return', 'Quarter_Return','Semi_Return','Annual_Return']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 87,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "market_index1.to_csv('market_index1.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 96,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "individual_long['week_beat'] = individual_long.Week_Return > market_index1.Week_Return[0]\n",
    "individual_long['month_beat'] = individual_long.Month_Return > market_index1.Month_Return[0]\n",
    "individual_long['quarter_beat'] = individual_long.Quarter_Return > market_index1.Quarter_Return[0]\n",
    "individual_long['semi_beat'] = individual_long.Semi_Return > market_index1.Semi_Return[0]\n",
    "individual_long['annual_beat'] = individual_long.Annual_Return > market_index1.Annual_Return[0]\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 101,
   "metadata": {},
   "outputs": [
    {
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       "      <td>False</td>\n",
       "      <td>False</td>\n",
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       "      <td>False</td>\n",
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       "      <td>True</td>\n",
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       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
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       "      <th>38</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
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       "    <tr>\n",
       "      <th>39</th>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
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       "    <tr>\n",
       "      <th>41</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
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       "      <td>True</td>\n",
       "      <td>False</td>\n",
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       "      <th>...</th>\n",
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       "    <tr>\n",
       "      <th>1974</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
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       "    <tr>\n",
       "      <th>1975</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1977</th>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1978</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1980</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1984</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1985</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1992</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1996</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1998</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2001</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2002</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2004</th>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2006</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2009</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2011</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014</th>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016</th>\n",
       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022</th>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023</th>\n",
       "      <td>True</td>\n",
       "      <td>True</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1327 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "      week_beat  month_beat  quarter_beat  semi_beat  annual_beat\n",
       "0          True        True          True       True         True\n",
       "1         False       False         False      False         True\n",
       "3          True        True          True       True         True\n",
       "5          True       False         False      False         True\n",
       "6          True        True          True       True         True\n",
       "7          True       False         False      False        False\n",
       "8          True       False         False      False        False\n",
       "9         False        True          True      False        False\n",
       "11         True        True          True      False        False\n",
       "12         True       False         False      False        False\n",
       "14         True        True          True       True         True\n",
       "15        False       False         False      False        False\n",
       "17        False       False          True       True        False\n",
       "18         True        True          True       True         True\n",
       "19         True       False         False      False        False\n",
       "22        False       False         False      False         True\n",
       "23         True       False         False      False         True\n",
       "24        False        True          True      False        False\n",
       "25        False       False         False      False        False\n",
       "27        False       False         False      False         True\n",
       "29         True       False         False      False        False\n",
       "30         True       False          True       True         True\n",
       "31        False       False         False      False        False\n",
       "32        False       False         False      False        False\n",
       "35        False       False         False      False        False\n",
       "36         True        True         False      False        False\n",
       "37        False       False         False      False        False\n",
       "38         True        True          True      False         True\n",
       "39        False        True          True       True         True\n",
       "41         True        True          True       True        False\n",
       "...         ...         ...           ...        ...          ...\n",
       "1974       True       False         False      False        False\n",
       "1975       True        True          True       True        False\n",
       "1977      False        True          True      False        False\n",
       "1978      False       False         False      False        False\n",
       "1980      False       False          True      False        False\n",
       "1984      False       False         False      False        False\n",
       "1985      False       False          True       True         True\n",
       "1992       True       False          True       True        False\n",
       "1993       True       False         False       True        False\n",
       "1994      False       False          True       True         True\n",
       "1996       True       False          True       True         True\n",
       "1998      False       False         False      False        False\n",
       "2001       True       False          True       True         True\n",
       "2002      False       False         False      False        False\n",
       "2004      False        True          True       True         True\n",
       "2006      False       False         False      False        False\n",
       "2007      False       False          True       True         True\n",
       "2008       True        True         False      False        False\n",
       "2009       True       False          True       True        False\n",
       "2010      False       False         False      False        False\n",
       "2011      False       False         False       True         True\n",
       "2014       True       False          True       True         True\n",
       "2015      False       False         False       True         True\n",
       "2016      False        True          True      False        False\n",
       "2017      False       False         False      False        False\n",
       "2019       True        True          True       True         True\n",
       "2020      False       False         False      False        False\n",
       "2021       True        True          True      False        False\n",
       "2022      False       False         False      False        False\n",
       "2023       True        True         False      False        False\n",
       "\n",
       "[1327 rows x 5 columns]"
      ]
     },
     "execution_count": 101,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "individual_long[['week_beat', 'month_beat', 'quarter_beat', 'semi_beat', 'annual_beat']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 147,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "individual_short['week_beat'] = -individual_short.Week_Return*2 > market_index1.Week_Return[0]\n",
    "individual_short['month_beat'] = -individual_short.Month_Return*2 > market_index1.Month_Return[0]\n",
    "individual_short['quarter_beat'] = -individual_short.Quarter_Return*2 > market_index1.Quarter_Return[0]\n",
    "individual_short['semi_beat'] = -individual_short.Semi_Return*2 > market_index1.Semi_Return[0]\n",
    "individual_short['annual_beat'] = -individual_short.Annual_Return*2 > market_index1.Annual_Return[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 148,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "institution_short['week_beat'] = -institution_short.Week_Return*2 > market_index1.Week_Return[0]\n",
    "institution_short['month_beat'] = -institution_short.Month_Return*2 > market_index1.Month_Return[0]\n",
    "institution_short['quarter_beat'] = -institution_short.Quarter_Return*2 > market_index1.Quarter_Return[0]\n",
    "institution_short['semi_beat'] = -institution_short.Semi_Return*2 > market_index1.Semi_Return[0]\n",
    "institution_short['annual_beat'] = -institution_short.Annual_Return*2 > market_index1.Annual_Return[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 149,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "individual_long['week_beat'] = individual_long.Week_Return > market_index1.Week_Return[0]\n",
    "individual_long['month_beat'] = individual_long.Month_Return > market_index1.Month_Return[0]\n",
    "individual_long['quarter_beat'] = individual_long.Quarter_Return > market_index1.Quarter_Return[0]\n",
    "individual_long['semi_beat'] = individual_long.Semi_Return > market_index1.Semi_Return[0]\n",
    "individual_long['annual_beat'] = individual_long.Annual_Return > market_index1.Annual_Return[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 150,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "institution_long['week_beat'] = institution_long.Week_Return > market_index1.Week_Return[0]\n",
    "institution_long['month_beat'] = institution_long.Month_Return > market_index1.Month_Return[0]\n",
    "institution_long['quarter_beat'] = institution_long.Quarter_Return > market_index1.Quarter_Return[0]\n",
    "institution_long['semi_beat'] = institution_long.Semi_Return > market_index1.Semi_Return[0]\n",
    "institution_long['annual_beat'] = institution_long.Annual_Return > market_index1.Annual_Return[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 160,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "bar_data = individual_long.append(institution_long).append(individual_short).append(institution_short).drop(['Week_Return', 'Month_Return','Quarter_Return','Semi_Return','Annual_Return'], axis = 1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 162,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>week_beat</th>\n",
       "      <th>month_beat</th>\n",
       "      <th>quarter_beat</th>\n",
       "      <th>semi_beat</th>\n",
       "      <th>annual_beat</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Strategy</th>\n",
       "      <th>Institution</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">Long</th>\n",
       "      <th>False</th>\n",
       "      <td>0.437830</td>\n",
       "      <td>0.337604</td>\n",
       "      <td>0.412208</td>\n",
       "      <td>0.435569</td>\n",
       "      <td>0.402411</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>True</th>\n",
       "      <td>0.434097</td>\n",
       "      <td>0.351003</td>\n",
       "      <td>0.382521</td>\n",
       "      <td>0.392550</td>\n",
       "      <td>0.320917</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">Short</th>\n",
       "      <th>False</th>\n",
       "      <td>0.366972</td>\n",
       "      <td>0.334862</td>\n",
       "      <td>0.357798</td>\n",
       "      <td>0.307339</td>\n",
       "      <td>0.243119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>True</th>\n",
       "      <td>0.320000</td>\n",
       "      <td>0.300000</td>\n",
       "      <td>0.360000</td>\n",
       "      <td>0.330000</td>\n",
       "      <td>0.280000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                      week_beat  month_beat  quarter_beat  semi_beat  \\\n",
       "Strategy Institution                                                   \n",
       "Long     False         0.437830    0.337604      0.412208   0.435569   \n",
       "         True          0.434097    0.351003      0.382521   0.392550   \n",
       "Short    False         0.366972    0.334862      0.357798   0.307339   \n",
       "         True          0.320000    0.300000      0.360000   0.330000   \n",
       "\n",
       "                      annual_beat  \n",
       "Strategy Institution               \n",
       "Long     False           0.402411  \n",
       "         True            0.320917  \n",
       "Short    False           0.243119  \n",
       "         True            0.280000  "
      ]
     },
     "execution_count": 162,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "bar_data.groupby(['Strategy', 'Institution']).mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 172,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>week_beat</th>\n",
       "      <th>month_beat</th>\n",
       "      <th>quarter_beat</th>\n",
       "      <th>semi_beat</th>\n",
       "      <th>annual_beat</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Strategy</th>\n",
       "      <th>Institution</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">Long</th>\n",
       "      <th>False</th>\n",
       "      <td>0.437830</td>\n",
       "      <td>0.337604</td>\n",
       "      <td>0.412208</td>\n",
       "      <td>0.435569</td>\n",
       "      <td>0.402411</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>True</th>\n",
       "      <td>0.434097</td>\n",
       "      <td>0.351003</td>\n",
       "      <td>0.382521</td>\n",
       "      <td>0.392550</td>\n",
       "      <td>0.320917</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">Short</th>\n",
       "      <th>False</th>\n",
       "      <td>0.366972</td>\n",
       "      <td>0.334862</td>\n",
       "      <td>0.357798</td>\n",
       "      <td>0.307339</td>\n",
       "      <td>0.243119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>True</th>\n",
       "      <td>0.320000</td>\n",
       "      <td>0.300000</td>\n",
       "      <td>0.360000</td>\n",
       "      <td>0.330000</td>\n",
       "      <td>0.280000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                      week_beat  month_beat  quarter_beat  semi_beat  \\\n",
       "Strategy Institution                                                   \n",
       "Long     False         0.437830    0.337604      0.412208   0.435569   \n",
       "         True          0.434097    0.351003      0.382521   0.392550   \n",
       "Short    False         0.366972    0.334862      0.357798   0.307339   \n",
       "         True          0.320000    0.300000      0.360000   0.330000   \n",
       "\n",
       "                      annual_beat  \n",
       "Strategy Institution               \n",
       "Long     False           0.402411  \n",
       "         True            0.320917  \n",
       "Short    False           0.243119  \n",
       "         True            0.280000  "
      ]
     },
     "execution_count": 172,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "bar = bar_data.groupby(['Strategy', 'Institution']).mean()\n",
    "bar"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 190,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "High five! You successfully sent some data to your account on plotly. View your plot in your browser at https://plot.ly/~jamesjynus/0 or inside your plot.ly account where it is named 'beat_percentage.html'\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "'https://plot.ly/~jamesjynus/0'"
      ]
     },
     "execution_count": 190,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trace1 = go.Bar(\n",
    "    x=['% Beat after 1 Week', '% Beat after 1 Month', '% Beat after 3 Month', '% Beat after 6 Month', '% Beat after 1 Year'],\n",
    "    y=bar.iloc[0],\n",
    "    marker=dict(\n",
    "        color='rgba(55, 128, 191, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(55, 128, 191, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Individual Long Calls'\n",
    ")\n",
    "trace2 = go.Bar(\n",
    "    x=['% Beat after 1 Week', '% Beat after 1 Month', '% Beat after 3 Month', '% Beat after 6 Month', '% Beat after 1 Year'],\n",
    "    y=bar.iloc[1],\n",
    "    marker=dict(\n",
    "        color='rgba(219, 64, 82, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(219, 64, 82, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Institution Long Calls'\n",
    ")\n",
    "trace3 = go.Bar(\n",
    "    x=['% Beat after 1 Week', '% Beat after 1 Month', '% Beat after 3 Month', '% Beat after 6 Month', '% Beat after 1 Year'],\n",
    "    y=bar.iloc[2],\n",
    "    marker=dict(\n",
    "        color='rgba(50, 171, 96, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(50, 171, 96, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Individual Short Calls'\n",
    ")\n",
    "trace4 = go.Bar(\n",
    "    x=['% Beat after 1 Week', '% Beat after 1 Month', '% Beat after 3 Month', '% Beat after 6 Month', '% Beat after 1 Year'],\n",
    "    y=bar.iloc[3],\n",
    "    marker=dict(\n",
    "        color='rgba(191, 100, 219, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(191, 100, 219, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Institution Short Calls'\n",
    ")\n",
    "\n",
    "data = [trace1, trace2, trace3, trace4]\n",
    "layout = go.Layout(\n",
    "    title='% of Calls that beat S&P500',\n",
    "    xaxis=dict(title = 'Groups',\n",
    "              autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    yaxis=dict(\n",
    "        title = 'Percentage',\n",
    "        autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    barmode='group'\n",
    ")\n",
    "\n",
    "fig = go.Figure(data=data, layout=layout)\n",
    "py.plot(fig, filename='beat_percentage.html')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "top20long = pd.read_csv('top20long.csv')\n",
    "top20short = pd.read_csv('top20short.csv')\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [],
   "source": [
    "countlong = top20long.groupby('Ticker').count().sort_values('StartDate',ascending=False)[['StartDate']]\n",
    "countshort = top20short.groupby('Ticker').count().sort_values('StartDate',ascending=False)[['StartDate']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<iframe id=\"igraph\" scrolling=\"no\" style=\"border:none;\" seamless=\"seamless\" src=\"https://plot.ly/~jamesjynus/7.embed\" height=\"525px\" width=\"100%\"></iframe>"
      ],
      "text/plain": [
       "<plotly.tools.PlotlyDisplay object>"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trace1 = go.Bar(\n",
    "    x=countlong.index,\n",
    "    y=countlong.StartDate,\n",
    "    marker=dict(\n",
    "        color='rgba(55, 128, 191, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(55, 128, 191, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Stock Tickers'\n",
    ")\n",
    "\n",
    "data = [trace1]\n",
    "layout = go.Layout(\n",
    "    title='Most Popular Long Calls',\n",
    "    xaxis=dict(title = 'Stock Tickers',\n",
    "              autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    yaxis=dict(\n",
    "        title = 'Number of Articles',\n",
    "        autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    barmode='group'\n",
    ")\n",
    "\n",
    "fig = go.Figure(data=data, layout=layout)\n",
    "py.iplot(fig, filename='Most Popular Long Tickers')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'https://plot.ly/~jamesjynus/9'"
      ]
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trace1 = go.Bar(\n",
    "    x=countshort.index,\n",
    "    y=countshort.StartDate,\n",
    "    marker=dict(\n",
    "        color='rgba(219, 64, 82, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(219, 64, 82, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Stock Tickers'\n",
    ")\n",
    "\n",
    "data = [trace1]\n",
    "layout = go.Layout(\n",
    "    title='Most Popular Short Calls',\n",
    "    xaxis=dict(title = 'Stock Tickers',\n",
    "              autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    yaxis=dict(\n",
    "        title = 'Number of Articles',\n",
    "        autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    barmode='group'\n",
    ")\n",
    "\n",
    "fig = go.Figure(data=data, layout=layout)\n",
    "py.plot(fig, filename='Most Popular Short Tickers')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [],
   "source": [
    "total = pd.read_csv('total.csv', index_col = 0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Strategy</th>\n",
       "      <th>Institution</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Strategy</th>\n",
       "      <th>Institution</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">Long</th>\n",
       "      <th>False</th>\n",
       "      <td>1327</td>\n",
       "      <td>1327</td>\n",
       "      <td>1327</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>True</th>\n",
       "      <td>698</td>\n",
       "      <td>698</td>\n",
       "      <td>698</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">Short</th>\n",
       "      <th>False</th>\n",
       "      <td>218</td>\n",
       "      <td>218</td>\n",
       "      <td>218</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>True</th>\n",
       "      <td>100</td>\n",
       "      <td>100</td>\n",
       "      <td>100</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                      Ticker  Strategy  Institution\n",
       "Strategy Institution                               \n",
       "Long     False          1327      1327         1327\n",
       "         True            698       698          698\n",
       "Short    False           218       218          218\n",
       "         True            100       100          100"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "overview = total.groupby(['Strategy', 'Institution'])[['Ticker','Strategy','Institution']].count()\n",
    "overview"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'https://plot.ly/~jamesjynus/11'"
      ]
     },
     "execution_count": 58,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trace1 = go.Bar(\n",
    "    x=['Long', 'Short'],\n",
    "    y=[overview.Ticker[0],overview.Ticker[2]],\n",
    "    marker=dict(\n",
    "        color='rgba(55, 128, 191, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(55, 128, 191, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Individual'\n",
    ")\n",
    "trace2 = go.Bar(\n",
    "    x=['Long', 'Short'],\n",
    "    y=[overview.Ticker[1],overview.Ticker[3]],\n",
    "    marker=dict(\n",
    "        color='rgba(219, 64, 82, 0.7)',\n",
    "        line=dict(\n",
    "            color='rgba(219, 64, 82, 1.0)',\n",
    "            width=2,\n",
    "        )\n",
    "    ),\n",
    "    name='Institution'\n",
    ")\n",
    "\n",
    "data = [trace1,trace2]\n",
    "layout = go.Layout(\n",
    "    title='Overview of the Data',\n",
    "    xaxis=dict(title = 'Strategy',\n",
    "              autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    yaxis=dict(\n",
    "        title = 'Number of Articles',\n",
    "        autorange=True,\n",
    "        showgrid=True,\n",
    "        zeroline=True,\n",
    "        zerolinewidth=2),\n",
    "    barmode='stack'\n",
    ")\n",
    "\n",
    "fig = go.Figure(data=data, layout=layout)\n",
    "py.plot(fig, filename='Overview')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "218"
      ]
     },
     "execution_count": 52,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "overview.Ticker[2]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
 ],
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  "kernelspec": {
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  "language_info": {
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