Created
September 13, 2020 19:25
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correlation
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| dataset = pdr.get_data_yahoo(tickers, start, end)['Adj Close'] | |
| stocks_returns = np.log(dataset/dataset.shift(1)) | |
| print('\nCorrelation Matrix') | |
| corr_matrix = stocks_returns.corr() | |
| print (corr_matrix) |
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