Added demo for correlation matrix#441
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justinpolygon merged 4 commits intomasterfrom May 11, 2023
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May 11, 2023
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This PR includes an example script illustrating an end-to-end process of creating a stock correlation matrix using the Polygon Python client library. This demo is part of an upcoming blog tutorial and is designed to guide users on using the polygon.io Python client for practical financial data analysis tasks.
The steps include fetching historical stock data, data processing, calculating daily returns, creating a correlation matrix, and visualizing the result as a heatmap. We need to host the demo script somewhere and I think it serves as a useful educational resource for users doing financial data analysis in Python.
Here's an example of the output: