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