Rank correlation of sp500 stocks and cache results of computations

corr-again.wls

Block[{},
 items = EntityList[EntityClass["Financial", "SP500"]];
 finhash[str_] := finhash[str] = FinancialData[str, "Close", All];
 
 datePath[str_] := datePath[str] = finhash[str]["DatePath"];
 shared[a_, b_] := 
   shared[a, b] = Intersection[Map[First, a], Map[First, b]];
 assoc[data_] := 
   assoc[data] = Association@Map[First@# -> Last@# &, data];
 filterFrom[as_, sh_] := filterFrom[as, sh] = Map[as, sh];
 corr[a_, b_] := corr[a, b] = Correlation[a, b];
 
 payload[a_, b_] :=
   payload[a, b] =
    With[{dpa = datePath[a], dpb = datePath[b]},
     With[{sha = shared[dpa, dpb]},
      With[{assa = assoc[dpa], assb = assoc[dpb]},
       With[{fa = filterFrom[assa, sha], fb = filterFrom[assb, sha]},
        corr[fa, fb]
        ]]]];
 
 pairs = Subsets[items, {2}];
 final = Map[{
      First@#,
      Last@#,
      payload[First@#, Last@#]
      } &, pairs];
 sorted = TakeSmallestBy[final, Last, 10];
 Grid@
  sorted 
 ]