# Lesson 16

## Boolean Selection¶

This lesson covers:

- Boolean selection
`where`

Begin by loading the data in momentum.csv.

```
# Setup: Load the momentum data
import numpy as np
import pandas as pd
momentum = pd.read_csv("data/momentum.csv", index_col="date", parse_dates=True)
print(momentum.head())
```

### Problem: Selecting rows with boolean conditions¶

Select the rows in `momentum`

where all returns on a day are negative.

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### Problem: Selecting rows¶

Select the rows in `momentum`

where 50% or more of the returns on a day are negative.

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### Problem: Selecting columns¶

Select the columns in `momentum`

what have the smallest and second smallest average returns.

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### Problem: Selecting rows and columns¶

Select the returns for the column with the single most negative return on days where all of the returns are negative.

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### Problem: Selecting Elements using Logical Statements¶

For portfolio 1 and portfolio 10 compute the correlation when both returns are negative and when both are positive.

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```
# Setup: Reproducible random numbers
rs = np.random.RandomState(19991231)
x = rs.randint(1, 11, size=(10,3))
x
```

### Problem: Select the columns of x that means >= $E[x]$¶

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### Problem: Select the rows of x that means >= $E[x]$¶

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### Problem: Select the rows and column of x where both have means < $E[x]$¶

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### Problem: Using `where`

¶

Use `where`

to select the index of the elements in portfolio 5 that are negative. Next, use the `where`

command in its two output form to determine which elements of the portfolio return matrix are less than -2%.

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#### Exercise: Select the High Kurtosis Portfolios¶

Select the columns that have kurtoses above the median kurtosis.

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#### Exercise: Select¶

Select the rows where all of the returns in the row are less than the 25% quantile for their portfolio.

**Note**: Comparisons between `DataFrame`

s and `Series`

works like mathematical operations (`+`

, `-`

, etc.).

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