Price Correlation Matrix Software
Posted: October 26th, 2023, 4:38 pm
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.
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.