How to use historical data from YahooFinance, calculate mean vector and covariance matrices, so I can optimize them with QAOA?

How to use historical data from YahooFinance, calculate mean vector and covariance matrices, so I can optimize them with QAOA? Ask Question Asked 4 years, 8 months ago Modified today Viewed 343 times -1 I want to use historical data for 5 stocks from YahooFinance and then calculate mean vector and covariance matrices, so I can optimize them with QAOA. Anyone know what is wrong with this code: num_assets = 5 data = YahooDataProvider(["IBM", "AMZN", "VOW3.DE", "GOOGL", "MA"], start=datetime.datetime(2015,1,1), end=datetime.datetime(2018,12,31)) data.run() mu = data.get_period_return_mean_vector() print(mu) sigma = data.get_period_return_covariance_matrix() # plot sigma plt.imshow(sigma, interpolation='nearest') plt.show() The current output is [nan nan nan nan nan] qiskitprogrammingqaoa Share Improve this question Follow edited Mar 20, 2025 at 10:39 Frederik vom Ende 4,3413 3 gold badges 15 15 silver badges 51 51 bronze badges asked Aug 9, 2021 at 12:06 Milica G. 332 2 bronze badges Which language/SDK are you using? –  Mauricio Commented Aug 9, 2021 at 12:44 @Mauricio Python/Qiskit –  Milica G. Commented Aug 9, 2021 at 12:59 Add a comment 1 Answer Sorted by: Highest score (default) Date modified (newest first) Date created (oldest first) 0 I overcame the problem with this code: num_assets = 5 yf.pdr_override() df = pdr.get_data_yahoo("IBM AMZN VOW3.DE GOOGL MA", start="2015-01-01", end="2018-12-31")#, group_by='ticker') # print(df) mu = df['Adj Close'].mean() print(mu) sigma = df['Adj Close'].cov() print(sigma) This was the output: Share Improve this answer Follow edited Mar 20, 2025 at 10:37 Frederik vom Ende 4,3413 3 gold badges 15 15 silver badges 51 51 bronze badges answered Aug 10, 2021 at 8:49 Milica G. 332 2 bronze badges Add a comment Your Answer Sign up or log in Sign up using Google Sign up using Email and Password Post as a guest Name Email Required, but never shown Post Your Answer By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy. 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