Re:Show HN: Find the 10 highest and 10 lowest correlations t...
by Def_Os on Tuesday May 03, 2022 @01:47PM
(#31251213)
Data source? Did you correct for splits and dividends? Why not use returns? Nice idea, but we’re left with so many questions.
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Re:Show HN: Find the 10 highest and 10 lowest correlations t...
by macco on Tuesday May 03, 2022 @04:28PM
(#31253167)
Data source are dailys from alphavantage: https://www.alphavantage.co/documentation/#daily
Prices are not adjusted, as these are not free.