import numpy as np import pandas as pd import matplotlib.pyplot as plt %matplotlib inline

import datetime

import statsmodels.api as sm

import quandl import os

quandl.ApiConfig.api_key = os.environ["QUANDL_API_KEY"]

start = datetime.datetime(2020, 1, 1) end = pd.to_datetime('today')

SP500 = quandl.get("MULTPL/SP500_REAL_PRICE_MONTH",start_date = start,end_date = end)

SP500.dropna(inplace=True) SP500.index = pd.to_datetime(SP500.index) # Tuple unpacking SP500_cycle, SP500_trend = sm.tsa.filters.hpfilter(SP500.Value) SP500["trend"] = SP500_trend

SP500[['trend','Value']].plot(figsize=(12,8))

SP500['6-month-SMA']=SP500['Value'].rolling(window=6).mean() SP500['12-month-SMA']=SP500['Value'].rolling(window=12).mean() SP500.plot(figsize=(12,8))