import pandas as pd
import Quandl
df= Quandl.get('YAHOO/INDEX_GSPC')
df['pct'] = df['Adjusted Close'].pct_change()
df['dt'] = df.index
df['cumdiff']= df['dt'].where(df['pct']< -.02)
df.cumdiff = df.cumdiff.ffill()
df['tdelta'] = df.dt - df.cumdiff
df['tdelta'] = df.tdelta.astype('timedelta64[D]')
df.tail(750)['tdelta'].plot()
what stuff are you looking for? you can get data from quandl and play
Code:import pandas as pd import Quandl df= Quandl.get('YAHOO/INDEX_GSPC') df['pct'] = df['Adjusted Close'].pct_change() df['dt'] = df.index df['cumdiff']= df['dt'].where(df['pct']< -.02) df.cumdiff = df.cumdiff.ffill() df['tdelta'] = df.dt - df.cumdiff df['tdelta'] = df.tdelta.astype('timedelta64[D]') df.tail(750)['tdelta'].plot()

I mean, these kind of:
Random data and interesting statistics about SP500, NQ, etc. I just know zerohedge fund (each day closer to an end of the world) and seekingalpha.
Any more suggestions?
Ty!