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https://github.com/nchinling/quantitative_finance
https://github.com/nchinling/quantitative_finance
Last synced: about 1 month ago
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- Host: GitHub
- URL: https://github.com/nchinling/quantitative_finance
- Owner: nchinling
- Created: 2023-11-06T05:58:52.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2023-11-06T06:06:50.000Z (over 1 year ago)
- Last Synced: 2024-11-11T18:10:39.319Z (3 months ago)
- Language: Python
- Size: 1000 Bytes
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Quantitative Finance Project Folder README
This folder contains several files that are part of our project. Here's a brief description of each file:
1. **correlation.py** - Calculates the correlation and covariance matrix values of each pair of tickers from given list. The program returns a pandas dataframe showing the correlation (and covariance) matrices. It also prints the pairs that meet the threshold value. Users can edit the ticker list, data duration and frequency and correlation threshold value.