import pandas as pd
data = pd.read_csv(‘…/data_modules/S&P500_stock_prices_2015_2016.csv’, index_col = 0)
data.index = pd.to_datetime(data.index)
high_beta_stocks = pd.read_csv(‘…/data_modules/high_beta_stocks.csv’, index_col = 0)[‘0’]
prices = data.loc[‘2016’, high_beta_stocks]
strategy_returns = prices.pct_change()
As seen from above code, we are supposed to get prices from high_beta_stocks.csv file. However upon checking, there are no price data in both high_beta_stocks.csv and long_assets.csv files. Can you please check the code that generates high_beta_stocks? Because it should have ranked the stocks in a descending beta order and contain prices as well?