xarray

[xiaolan]

Why did you use xarray? Why not pandas, as it is more common?

[support]

@xiaolan Hello, first of all conversion xarray -> pandas -> xarray is very easy, as we answered you in the other thread you opened.

The basic reason is that xarray works really well with array with an arbitrary number of dimensions. For financial data we have normally 3 dimensions:

• time coordinate
• asset
• field

and xarray works really well with cross-sectional indicators ranging over several assets.