This is the code used in Python Correlation published on the AlgoTrading101 Blog
- What is correlation?
- Why do correlations matter?
- Correlation doesn’t imply causation
- What is a correlation coefficient?
- How can I calculate the correlation coefficients for my watchlist in Python?
- Correlation of returns versus prices
- How can I create a time-series dataset in Pandas?
- What is a correlation matrix?
- How to use a correlation matrix in practice?
- What are some of the different libraries in Python used for correlation?
- What is the difference between covariance and correlation?
- What is the difference between correlation and regression analysis?
- Which correlation method should I use – Pearson, Kendall, or Spearman?
- How do you spot and avoid spurious correlations?
- What is lagging correlation?
- How to use lagging correlation in practice?
- python >= 2.7, 3.4+
- pandas (tested to work with >= 1.0.3 )
- numpy (tested to work with >= 1.18.2 )
- alpha_vantage (tested to work with >= 2.1.3 )
- seaborn (tested to work with >= 0.10.1 )
- matplotlib (tested to work with >= 2.2.2 )
| author: | Jignesh Davda |
|---|---|
| author page: | https://algotrading101.com/learn/author/jdavda/ |
| published: | 2020-05-20 |