Covariance and Correlation Matrix of stock returns with Python

Опубликовано: 05 Сентябрь 2020
на канале: Algovibes

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This video is a continuation of the Python for finance series. A correlation matrix is a nice tool to check for relationships between different stocks. In this video I am giving you an idea how to use and how to visualize it.
In the end I am comparing Indian stocks with American tech stocks and the S&P 500 as I saw I have some Indian followers which is really great to see.

I am pretty busy right now but I will continue uploading more frequently by the end of September so be kindly invited to subscribe the channel :-)

Video on getting stock prices with the pandas data reader:
• How to get online stock prices with P...

Have fun trying it on your own!

0:00-2:40 Getting a portfolio of stocks
2:40 - 04:18 Covariance matrix and variances
04:18 - 08:02 Correlation matrix
08:02-10:23 Indian stocks in relation to American tech stocks

#Python #correlation #finance