kacaukacau
kacaukacau
/ etf_overlap.py
Last active
June 19, 2021 08:45
A python script to find overlapping holdings between ETFs
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| # v5: fixed a few bugs, added a overlap percentages by u/Mahasamat | |
| # v4: Support for Deka, HSBC, JP Morgan, and Amundi added. | |
| # Now the results will show members of each section in a Venn diagram. | |
| # i.e. HoldingA will only be in section ('ETFA', 'ETFB', 'ETFC') and not in ('ETFA', 'ETFB'), ('ETFA', 'ETFC') and ('ETFB', 'ETFC') anymore, | |
| # even though HoldingA is present in all three ETFs. | |
| # Showing also unique holdings in ETFs. | |
| # v3: Now supports more providers, and also overlap of more than two ETFs | |
| # Before running, run |