Feature pearson correlation

santoshlite / Empyrial

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://empyrial.gitbook.io/empyrial/

MIT License

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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!