Created
September 13, 2020 19:27
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top absolute correlations
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| def get_top_abs_correlations(df): | |
| au_corr = df.corr().abs().unstack() | |
| labels_to_drop = get_redundant_pairs(df) | |
| au_corr = au_corr.drop(labels=labels_to_drop).sort_values(ascending=False) | |
| return au_corr | |
| print("\nTop Absolute Correlations") | |
| print(get_top_abs_correlations(stocks_returns)) |
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