I have a data frame containing returns, dates and a dummy variable that indicates whether a Fed meeting is happening on that date or not. My data frame contains approximately returns on 3000 days, 139 of which are Fed meeting dates. The data frame looks roughly like this:
import pandas as pd
import seaborn as sns
df1 = pd.DataFrame({"Date": [2005-05-11, 2005-05-11, 2005-05-11, 2005-05-12, 2005-05-12, 2005-05-12],
"Swaption": ["1m1y", "1m2y", "1m3y", "1m1y", "1m2y", "1m3y"],
"Vol_Return": [-0.005, -0.01, -0.2, 0.00349, 0.00009, 0.0028]
"Fed_meeting": ["Meeting", "Meeting", "Meeting", "No meeting", "No meeting", "No meeting"]})
I am plotting these returns in a Facetgrid using seaborn's displot (kde), with the following code:
distribs = sns.displot(data=df1, x="Vol_Return", hue="Fed_meeting", col= "Swaption", kind="kde")
distribs.set(xlim=(-0.2, 0.2))
However, since I have a lot more "No meeting" than "Meeting" data points, I can't see clearly the distribution for the meeting line. Hence, I was wondering if I can plot it on a secondary y axis? Below is the output I get currently:
