/asset_correlation_analysis

Accompanying repo to article on asset correlation analysis

Primary LanguagePythonMIT LicenseMIT

Asset correlation analysis

Repo accompanying the article discussing analysis of asset correlation, and portfolio construction based on Modern Portfolio Theory.

Data sources:

Player data: basketball-reference.com Auto MPG: CMU via Kaggle (https://www.kaggle.com/uciml/autompg-dataset)