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bug-or-feature / pysystemtrade-fsb

Systematic spread betting in Python
https://pysystemtrade-fsb.bugorfeature.net/
GNU General Public License v3.0
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price source correlation report #8

Closed bug-or-feature closed 2 years ago

bug-or-feature commented 2 years ago

Need a new report that measures the correlation between our Barchart derived prices, and those from IG.

Maybe worth measuring the correlation of returns while doing it...?

bug-or-feature commented 2 years ago

Done, via interactive_diagnostics(): 6: Reports 74: FSB report