Upload correlation_matrix.csv
Browse filesCalculated the correlation matrix for all of the tickers in the 220mb data.
# Read in Stock csv data and convert to have each Ticker as a column.
df = pd.read_csv('D:/SimFinData/us-shareprices-daily.csv', sep=';')
stocks = df.pivot(index="Date", columns="Ticker", values="Adj. Close")
stocks
# Log Returns for all SimFin Tickers
logRet = np.log(stocks/stocks.shift())
# Calculate correlation coefficients for every ticker
stocksCorr = logRet.corr()
stocksCorr
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data_and_sp500.csv filter=lfs diff=lfs merge=lfs -text
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correlation_matrix.csv filter=lfs diff=lfs merge=lfs -text
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correlation_matrix.csv
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version https://git-lfs.github.com/spec/v1
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oid sha256:a2eb8bf375aa94290f54caa2d0dd2e73e5b3139607599e979cc580885a84bd0b
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size 169323527
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