phope commited on
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Upload correlation_matrix.csv

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Calculated 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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