Feature pearson correlation

santoshlite / EigenLedger

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

https://eigenledger.gitbook.io/documentation

Apache License 2.0

950 stars 128 forks source link

Closed rslopes closed 3 years ago

rslopes commented 3 years ago

Added function to calculate Pearson correlation matrix of a list of stocks. docs

santoshlite commented 3 years ago

Wow! Thanks!