How To Calculate and Analyze HISTORICAL Correlations in Python?

preview_player
Показать описание
In this video I am going over historical correlation analysis on S&P500 stocks. I am going over the necessary data manipulations and we take a closer look at correlation developments including time horizons of financial crisis.
Going forward we can create a Dashboard where you pick the assets from a certain index/pool. So let me know if you are interested in that!

Get a 50% discount on my IN DEPTH Python for Finance course here:

Get the Notebook/Source code by becoming a Tier-3 Channel member:

Python for Finance playlist:

Interested in automated trading? Check out the Cryptobot playlist here:

Disclaimer:
This video is not an investment advice and is for educational, informational or entertainment purposes only!

#python #correlation #stocks
Рекомендации по теме
Комментарии
Автор

Thank you for sharing very valuable information with us.

_onuroduncu_
Автор

Thank you for this. Interested in knowing once we have correlation between stocks how do we proceed ahead with strategy if correlation also changes as showed in example

anilmm
Автор

May I take this opportunity to thank you for all your work? Thank you!

riccardoronco
Автор

i made a similar calculation but using a different algorithm: euclidean distance. Then I use it in commodities related stocks to pick those who haven't been picked up by the market (post checking the fundamentals of course).

pietraderdetective
Автор

Extremely interesting - thanks. I see limitless possibilities, here - but haven't the slightest idea where to start 🤣 Exciting.

ragnarocking
Автор

Bro can you make a video on combining two strategy mean reversal and momentum?

Md.NafisSaad
Автор

I think it would be interesting to do a correlation study with an offset between two stocks. What I mean is look back 30 days (or whatever) on CAT and see what AAPL does after that. Imagine if you find something like if CAT is up 5% over the last 30 days, AAPL usually goes up 5% over the next five days.

fudgenuggets
welcome to shbcf.ru