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julian-west/stock-correlations-edge_list.py

Created September 7, 2019 16:58
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stock-correlations-edge_list.py
#convert matrix to list of edges and rename the columns
edges = correlation_matrix.stack().reset_index()
edges.columns = ['asset_1','asset_2','correlation']
#remove self correlations
edges = edges.loc[edges['asset_1'] != edges['asset_2']].copy()
#show the first 5 rows of the edge list dataframe.
edges.head()
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