I'm creating a chart of historical price data to determine correlation across asset classes. I've started with all nyse tickers, but this is getting tough.
Has anyone done something like this and made it public?
>>1803270
that's a really thin steak
>>1803270
remeber historical data doesn't predict future trends. Assets will develop correlations and then they will stop correlating for underlying causes
Op here.
Part 2 of this plan would be to find the underlying cause of the correlation.
>>1804115
>>1803410
is this the biz version of a tard thread?
I did something similiar for my own project but it's based on polish stocks data source only.
You could pay someone to code it for you, shouldn't be much.
>>1803270
Couldn't you just look at beta of the index associated with the asset class?