ETFと利回りを比較

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import numpy as np
import pandas as pd
import pandas_datareader.data as web
import matplotlib.pyplot as plt
from IPython.display import display, HTML
from utils import get_finance_data, get_rsi

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# 銘柄名、期間、保存先ファイル
start = "2021-08-01"
end = "2022-01-31"

# データを取得する
voo = get_finance_data("VOO", source="stooq", start=start, end=end)
display(HTML(f"<h3>VOO</h3>"))
display(voo.head())

vti = get_finance_data("VTI", source="stooq", start=start, end=end)
display(HTML(f"<h3>VTI</h3>"))
display(vti.head())

spx = get_finance_data("^SPX", source="stooq", start=start, end=end)
display(HTML(f"<h3>S&P500</h3>"))
display(spx.head())

ndq = get_finance_data("^NDQ", source="stooq", start=start, end=end)
display(HTML(f"<h3>Nasdaq</h3>"))
display(ndq.head())

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usy10 = get_finance_data("10USY.B", source="stooq", start=start, end=end)
display(HTML(f"<h3>10-Year U.S. Bond Yield</h3>"))
display(usy10.head())

usy2 = get_finance_data("2USY.B", source="stooq", start=start, end=end)
display(HTML(f"<h3>2-Year U.S. Bond Yield</h3>"))
display(usy2.head())

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plt.figure(figsize=(12, 4))
plt.plot(usy10.Close, label="米国債券10年 年利回り")
plt.plot(usy2.Close, label="米国債券2年 年利回り")
plt.legend()
plt.tick_params(rotation=90)
plt.grid()
plt.show()

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import mplfinance as mpf

fig = mpf.figure(figsize=(16, 7), tight_layout=True, style="default")

ax1 = fig.add_subplot(111)
ax2 = ax1.twinx()
mpf.plot(spx, type="candle", style="yahoo", datetime_format="%Y/%m/%d", ax=ax1)
ax1.set_ylabel("S&P500")
ax1.invert_xaxis()

mpf.plot(
    usy10,
    type="line",
    style="starsandstripes",
    datetime_format="%Y/%m/%d",
    ax=ax2,
)

# 左側にラベルを表示する
ax2.tick_params(labelleft=True, labelright=False)
ax2.set_ylabel("10-Year U.S. Bond Yield")
ax2.yaxis.set_label_position("left")
ax2.legend(["10-Year U.S. Bond Yield"])