This script calculates the correlation coefficient between different indexes from Yahoo Finance. After calculation will be generated an Excel file.
Install Python and requirements
Inside config.yml
you can edit some options like:
dateOn
: print today date in the name of Excel fileperiod_timeframe
einterval_timeframe
: the first value is the range and the second one is the interval. You can use these values to set the right period of timecomparisons_symbols
: columns of tablesymbols
: rows of table