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databyjp/asset_correlation_get_variance.py

Created March 29, 2021 04:22
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asset_correlation_get_variance.py
temp_syms = [s for s in list(sp500_df[sp500_df.Sector == sect].Symbol.values) if s in df.symbol.unique()]
temp_syms = random.sample(temp_syms, n_symbols)
pf1_df = df[df.symbol.isin(temp_syms)]
pf1_avg = get_avg_prices(pf1_df)
pf1_var = pf1_avg.var()
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