/asset_price_correlations

Visualising correlations between different ETFs using network analytics and Plotly

Primary LanguageJupyter NotebookMIT LicenseMIT

Visualising asset price correlations

Using networkx and Plotly to visualise correlations between asset prices.

Raw data can be found in asset_prices.csv and contains the daily closing prices for a number of major ETFs which cover most asset classes between November 2014 and November 2017.

Jupyter notebook with code is provided and the accompanying blog post can be found this link.

Useful template used to convert notebook to markdown is provided in the template.tpl file (source: https://predictablynoisy.com/jekyll-markdown-nbconvert)