Price Correlation Matrix Software

[ignotus20]

I'm trying to do some price correlation analysis on various UK-based stocks, funds and ETFs. I have Sharepad which has facility to add a single instrument to base a correlation analysis on, see here for more: https://improvinginvestor.co.uk/approac ... -analysis/

This is OK, but it's time consuming to have to perform this on multiple tickers. I found an article which describes a Python script that is exactly what I'm looking for: https://medium.com/analytics-vidhya/how ... 32f8cb5b50

It's a good while since I've done any coding, however (and very little with Python - I don't have an interpreter or IDE installed etc.). Further, this appears to depend on Yahoo price data, which I'm not sure is available any longer. Does anyone know of an off-the-shelf app which will produce something similar? Ideally Windows or web-based tools and it needs to support UK instruments.

[Urbandreamer]

It's a good while since I've done any coding, however (and very little with Python - I don't have an interpreter or IDE installed etc.).

Well I'd start by installing python.
For me this entailed (because I did it yesterday for the youtube thread to make youtube-dl):

sudo apt install python
Then I'd examine the HYPTUSS LibraOffice python script used to get price data.

As I suspect that you are a Windows user, the options are to install WSL which would allow you the full extent of linux tools and software, or you could just just install python.
https://www.howtogeek.com/197947/how-to ... n-windows/
You might need LibraOffice to examine the python macros in HYPTUSS.
https://www.libreoffice.org/
https://lemonfoolfinancialsoftware.weeb ... op-up.html

I don't do enough python to bother with an IDE. Indeed I'd be tempted to initially start using LibraOffice python script macros if I had python examples.

However free IDE's are available.
https://opensource.com/resources/python/ides
For my purposes the command line and a simple text editor would do the job.

Of course this is just one method.

You could use curl (already installed on windows) to scrape the prices.

You could process the data using something like octave. Great if you are a math geek.
https://octave.org/

Sorry, but I don't know of an app that's done the work already.

[servodude]

It's a good while since I've done any coding, however (and very little with Python - I don't have an interpreter or IDE installed etc.).

Well I'd start by installing python.
For me this entailed (because I did it yesterday for the youtube thread to make youtube-dl):

sudo apt install python
Then I'd examine the HYPTUSS LibraOffice python script used to get price data.

As I suspect that you are a Windows user, the options are to install WSL which would allow you the full extent of linux tools and software, or you could just just install python.
https://www.howtogeek.com/197947/how-to ... n-windows/
You might need LibraOffice to examine the python macros in HYPTUSS.
https://www.libreoffice.org/
https://lemonfoolfinancialsoftware.weeb ... op-up.html

I don't do enough python to bother with an IDE. Indeed I'd be tempted to initially start using LibraOffice python script macros if I had python examples.

However free IDE's are available.
https://opensource.com/resources/python/ides
For my purposes the command line and a simple text editor would do the job.

Of course this is just one method.

You could use curl (already installed on windows) to scrape the prices.

You could process the data using something like octave. Great if you are a math geek.
https://octave.org/

Sorry, but I don't know of an app that's done the work already.

If you're trying to do this kind of stuff on Windows in python it sounds like a good candidate for https://www.anaconda.com/

Gives an easily maintained python installation with tools/libraries that make other languages/systems like octave unnecessary

Comes with the Spyder IDE which I've found pretty intuitive

[ignotus20]

Thanks for the recommendations on Python folks, but I found a solution which doesn't require it, nor any coding (although it can be customised, should that be required).

I had a free TradingView account - https://www.tradingview.com/ A bit of querying with Google yielded a free to use indicator for TV with the matrix I was looking for: https://www.tradingview.com/script/7m7b ... rix-Table/