Data Handling and Visualization › Data Handling and Visualization
Michael BrenndoerferNovember 7, 20251 min read
Quantitative FinanceAll chapters Part 1 of 15Mathematical Foundations
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A weekday index is not an exchange calendar, filling a price gap changes the returns around that gap, and simple and log returns separate as moves grow. These choices affect an analysis before any pricing or forecasting model is fitted.
This chapter builds a reproducible pandas and NumPy workflow around those choices: load and reshape synthetic price data, resample and clean time series, compute returns and rolling statistics, benchmark a custom numerical kernel, and inspect the results with plots.