/CommodityCorrelation

pulls front month commodity futures prices and creates a correlation plot written in R

Primary LanguageR

CommodityCorrelation

R script that:

  • pulls front month commodity futures prices

  • creates file with commodity:

    • annual volatility
    • semi deviation
    • skewness
    • kurtosis

  • creates correlation plot

To Run From terminal:

  1. cd into the CommodityCorrelation directory

  2. make core.R executable:

    $ chmod +x corr.R

  3. run corr.R

    $ ./corr.R

  4. stats & plot files are created in directory

Demo