SPX and crash observations

levente.letenyei

I want to recreate the following chart and table. The picture shows drawdowns of the S&P 500 index from 2019 to 2022 that are equal to or greater than five percent. I am unable to locate them because I do not fully understand the methodology used to calculate them.

Do you have any suggestions on how to implement this in Python?

Jirapongse

@levente.letenyei

Thank you for reaching out to us.

We provide the LSEG Data Library for Python that can be used to retrieve timeseries data. The example to get timeseries data is on GitHub.

However, you need to implement your own logic to calculate drawdowns and plot a chart.

I found an article about maximum drawdown at the Apply Maximum Drawdown Daily Report for Fund Holding article.

If you need assistance with implementation, please contact your LSEG account team or Sales team directly.

levente.letenyei

https://community.developers.refinitiv.com/discussion/comment/125513#Comment_125513

@Jirapongse

Thank you for your response.

I am already familiar with the implementation and retrieving data with API. Thank you for the provided articles.