Calculating the Correlations Between Stocks Using Python
3 years ago
53
In the previous video, we looked at beta-weighting our deltas to a particular index, the SPY in that case. In addition to beta-weighting, it is also important to look at the correlations between underlyings to get a sense of how valid that beta number is. It is also useful to see if we are overweighting our portfolios to a specific underlying or sector. In this video, I will show a simple way to calculate the correlation between stocks using Python.
Beta-weighted Deltas: https://youtu.be/PNnOCKHJh8U
Github: https://github.com/kpmooney/numerical_methods_youtube/tree/master/correlation
Tip Jar: http://paypal.me/kpmooney
Loading comments...
-
21:36
kpmooney
4 years agoCalculating Implied Volatility from an Option Price Using Python
104 -
11:24
kpmooney
4 years agoCalculating the Implied Volatility of a Put Option Using Python
9 -
7:52
monsterMatt
4 years agoPython Importing and Using Classes
175 -
12:34
kpmooney
3 years ago $0.01 earnedCalculating Probability of Making 50% of Max Profit on a Short Strangle Using Python
45 -
26:10
kpmooney
3 years agoCalculating Option Greeks Using a Spreadsheet (or Python)
26 -
2:22
Age of Discovery
3 years ago $0.01 earnedUsing Python and Notepad++ for Reality Programming
172 -
4:56
monsterMatt
4 years agoImporting and Using Custom Classes in Python
111 -
15:12
kpmooney
3 years agoCalculating Simple Statistics with Python and Pandas: Stock Market Data
51 -
10:12
kpmooney
3 years agoCandlestick Charts and Technical Studies Using Python and mplfinance
28 -
18:24
kpmooney
4 years agoProbability of a Touch in Finance using Python Monte Carlo Methods
37