BlackArbsCEO / etf_internals

etf_internals

etf component analytics

Project Organization

.
├── AUTHORS.md
├── LICENSE
├── README.md
├── bin
├── config
├── data
│   ├── external `(downloaded prices)`
│   ├── interim
│   ├── processed
│   └── raw `(holdings data)`
├── docs
├── notebooks
├── reports `(excel output)`
│   └── figures
└── src
    ├── data `(_blk_ETF_internals_)`
    ├── external
    ├── models
    ├── tools `(_blk_utilities_)`
    └── visualization

Project Information

This project was initially developed in 2016. Some of the code may need to be updated.

Please note that ETF holdings data was downloaded manually and is also outdated but is left here for posterity.

This project could use a scraper for automatically downloading ETF holdings from the issuer. The foreign symbols need to be updated in accordance with IEX exchange due to the fact that, as of now April 2018 Yahoo finance api via pandas-datareader is deprecated.

This repo was formed using cookiecutter-reproducible-science template.