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shashankvemuri/correlation.py

Created September 13, 2020 19:25
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correlation
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correlation.py
dataset = pdr.get_data_yahoo(tickers, start, end)['Adj Close']
stocks_returns = np.log(dataset/dataset.shift(1))
print('\nCorrelation Matrix')
corr_matrix = stocks_returns.corr()
print (corr_matrix)
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