Just starting in on your videos which are the bomb. Will need to watch this one again at least once, stopping to research things I'm not too familiar with. Initially, I wanted to just see the python code but now realize the importance of the whole lecture. Will have to review again to better understand, for example, how you merged the FRED GDP(quarterly) and SP500 (daily) series data without missing any data like SP500 on holidays.
Thank you for the kind words! I appreciate them as these types of videos take considerably more effort to make. Regarding the data, we need an x (gdp) to predict every y (s&p500), and the easiest way to do this is to merge the data on the gdp dates. If you’re not familiar with merging, I’m pretty sure a pandas tutorial is in the works ;-).
