Stocks_correlation.ipynb

{
  "nbformat": 4,
  "nbformat_minor": 0,
  "metadata": {
    "colab": {
      "name": "Stocks correlation.ipynb",
      "provenance": [],
      "collapsed_sections": [],
      "authorship_tag": "ABX9TyOco0GB89JEKaYZ/2/tFWfk"
    },
    "kernelspec": {
      "name": "python3",
      "display_name": "Python 3"
    }
  },
  "cells": [
    {
      "cell_type": "code",
      "metadata": {
        "id": "xX0OZ_Y-UGkj",
        "outputId": "ba7eb85b-6cde-4d20-9e6c-e3f37eaa49a3",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 248
        }
      },
      "source": [
        "!pip install yfinance"
      ],
      "execution_count": 4,
      "outputs": [
        {
          "output_type": "stream",
          "text": [
            "Requirement already satisfied: yfinance in /usr/local/lib/python3.6/dist-packages (0.1.55)\n",
            "Requirement already satisfied: requests>=2.20 in /usr/local/lib/python3.6/dist-packages (from yfinance) (2.23.0)\n",
            "Requirement already satisfied: pandas>=0.24 in /usr/local/lib/python3.6/dist-packages (from yfinance) (1.1.2)\n",
            "Requirement already satisfied: numpy>=1.15 in /usr/local/lib/python3.6/dist-packages (from yfinance) (1.18.5)\n",
            "Requirement already satisfied: lxml>=4.5.1 in /usr/local/lib/python3.6/dist-packages (from yfinance) (4.6.1)\n",
            "Requirement already satisfied: multitasking>=0.0.7 in /usr/local/lib/python3.6/dist-packages (from yfinance) (0.0.9)\n",
            "Requirement already satisfied: urllib3!=1.25.0,!=1.25.1,<1.26,>=1.21.1 in /usr/local/lib/python3.6/dist-packages (from requests>=2.20->yfinance) (1.24.3)\n",
            "Requirement already satisfied: certifi>=2017.4.17 in /usr/local/lib/python3.6/dist-packages (from requests>=2.20->yfinance) (2020.6.20)\n",
            "Requirement already satisfied: chardet<4,>=3.0.2 in /usr/local/lib/python3.6/dist-packages (from requests>=2.20->yfinance) (3.0.4)\n",
            "Requirement already satisfied: idna<3,>=2.5 in /usr/local/lib/python3.6/dist-packages (from requests>=2.20->yfinance) (2.10)\n",
            "Requirement already satisfied: pytz>=2017.2 in /usr/local/lib/python3.6/dist-packages (from pandas>=0.24->yfinance) (2018.9)\n",
            "Requirement already satisfied: python-dateutil>=2.7.3 in /usr/local/lib/python3.6/dist-packages (from pandas>=0.24->yfinance) (2.8.1)\n",
            "Requirement already satisfied: six>=1.5 in /usr/local/lib/python3.6/dist-packages (from python-dateutil>=2.7.3->pandas>=0.24->yfinance) (1.15.0)\n"
          ],
          "name": "stdout"
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "081AvLdcUIWc"
      },
      "source": [
        "import numpy as np\n",
        "import pandas as pd\n",
        "import yfinance"
      ],
      "execution_count": 5,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "U5rSiUONUUGB"
      },
      "source": [
        "url = \"https://raw.githubusercontent.com/datasets/s-and-p-500-companies/master/data/constituents.csv\"\n",
        "tickers = pd.read_csv(url)\n",
        "ticker = yfinance.Ticker(\"SPY\")\n",
        "days = ticker.history(interval=\"1d\",start=\"2018-01-01\",end=\"2019-12-31\").shape[0]"
      ],
      "execution_count": 6,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "ivw4MBAIUKKO",
        "outputId": "411ca2d6-b602-4fb4-89b7-ed2277f01837",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 1000
        }
      },
      "source": [
        "total = None\n",
        "for symbol in tickers['Symbol']:\n",
        "  \n",
        "  ticker = yfinance.Ticker(symbol)\n",
        "  close = ticker.history(interval=\"1d\",start=\"2018-01-01\",end=\"2020-09-24\")[['Close']].pct_change(1)\n",
        "  close.rename(columns={'Close':symbol},inplace=True)\n",
        "\n",
        "  if close.shape[0] < days:\n",
        "    continue\n",
        "    \n",
        "  if total is None:\n",
        "    total = close\n",
        "  else:\n",
        "    total = total.merge(close,left_index = True, right_index = True,suffixes = (\"\",\"\"))\n",
        "\n",
        "  print(symbol,total.shape)"
      ],
      "execution_count": 7,
      "outputs": [
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      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "wSRZr5bRW4F4",
        "outputId": "679bcef1-7193-4c85-8edc-3aca723210ee",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 632
        }
      },
      "source": [
        "total"
      ],
      "execution_count": 8,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
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              "      <th>WU</th>\n",
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              "      <th>WMB</th>\n",
              "      <th>WLTW</th>\n",
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              "      <th>XRX</th>\n",
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              "      <th>XYL</th>\n",
              "      <th>YUM</th>\n",
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              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
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              "      <th></th>\n",
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              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
              "      <th></th>\n",
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              "      <th></th>\n",
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              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>2018-01-02</th>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>...</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "      <td>NaN</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2018-01-03</th>\n",
              "      <td>-0.000043</td>\n",
              "      <td>0.006013</td>\n",
              "      <td>0.002211</td>\n",
              "      <td>0.015649</td>\n",
              "      <td>0.017300</td>\n",
              "      <td>0.004615</td>\n",
              "      <td>0.015550</td>\n",
              "      <td>0.018796</td>\n",
              "      <td>0.009049</td>\n",
              "      <td>0.051913</td>\n",
              "      <td>-0.000919</td>\n",
              "      <td>0.002955</td>\n",
              "      <td>0.025444</td>\n",
              "      <td>0.005438</td>\n",
              "      <td>0.005796</td>\n",
              "      <td>-0.004666</td>\n",
              "      <td>0.001977</td>\n",
              "      <td>-0.004695</td>\n",
              "      <td>0.007255</td>\n",
              "      <td>0.029294</td>\n",
              "      <td>0.004255</td>\n",
              "      <td>-0.008786</td>\n",
              "      <td>0.000589</td>\n",
              "      <td>0.017061</td>\n",
              "      <td>0.016413</td>\n",
              "      <td>-0.003675</td>\n",
              "      <td>0.012775</td>\n",
              "      <td>0.000000</td>\n",
              "      <td>-0.005138</td>\n",
              "      <td>-0.012266</td>\n",
              "      <td>-0.008424</td>\n",
              "      <td>0.006165</td>\n",
              "      <td>0.011092</td>\n",
              "      <td>0.003897</td>\n",
              "      <td>-0.007072</td>\n",
              "      <td>-0.004944</td>\n",
              "      <td>0.003722</td>\n",
              "      <td>0.008797</td>\n",
              "      <td>0.018870</td>\n",
              "      <td>0.012984</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.019118</td>\n",
              "      <td>0.007291</td>\n",
              "      <td>0.005280</td>\n",
              "      <td>0.002973</td>\n",
              "      <td>0.006024</td>\n",
              "      <td>0.013063</td>\n",
              "      <td>-0.002922</td>\n",
              "      <td>-0.020549</td>\n",
              "      <td>-0.005886</td>\n",
              "      <td>-0.008600</td>\n",
              "      <td>0.009955</td>\n",
              "      <td>-0.002845</td>\n",
              "      <td>0.018351</td>\n",
              "      <td>-0.008281</td>\n",
              "      <td>-0.008079</td>\n",
              "      <td>0.007472</td>\n",
              "      <td>0.008723</td>\n",
              "      <td>0.014518</td>\n",
              "      <td>0.010629</td>\n",
              "      <td>-0.003497</td>\n",
              "      <td>0.007694</td>\n",
              "      <td>0.001718</td>\n",
              "      <td>0.001206</td>\n",
              "      <td>0.015852</td>\n",
              "      <td>-0.000524</td>\n",
              "      <td>0.010663</td>\n",
              "      <td>0.008782</td>\n",
              "      <td>0.005060</td>\n",
              "      <td>0.027617</td>\n",
              "      <td>0.018709</td>\n",
              "      <td>-0.010834</td>\n",
              "      <td>-0.006693</td>\n",
              "      <td>-0.001362</td>\n",
              "      <td>0.020035</td>\n",
              "      <td>0.012193</td>\n",
              "      <td>-0.000858</td>\n",
              "      <td>0.019863</td>\n",
              "      <td>0.006932</td>\n",
              "      <td>-0.001183</td>\n",
              "      <td>0.004598</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2018-01-04</th>\n",
              "      <td>0.013071</td>\n",
              "      <td>0.004685</td>\n",
              "      <td>-0.001697</td>\n",
              "      <td>-0.005703</td>\n",
              "      <td>0.017516</td>\n",
              "      <td>0.011841</td>\n",
              "      <td>-0.009952</td>\n",
              "      <td>0.012042</td>\n",
              "      <td>0.036899</td>\n",
              "      <td>0.049351</td>\n",
              "      <td>-0.003680</td>\n",
              "      <td>0.010314</td>\n",
              "      <td>-0.007501</td>\n",
              "      <td>0.003846</td>\n",
              "      <td>-0.005156</td>\n",
              "      <td>-0.010849</td>\n",
              "      <td>-0.011913</td>\n",
              "      <td>-0.019950</td>\n",
              "      <td>-0.018087</td>\n",
              "      <td>0.009083</td>\n",
              "      <td>0.013956</td>\n",
              "      <td>-0.011739</td>\n",
              "      <td>-0.011571</td>\n",
              "      <td>0.003884</td>\n",
              "      <td>0.003621</td>\n",
              "      <td>-0.003973</td>\n",
              "      <td>0.004476</td>\n",
              "      <td>0.000000</td>\n",
              "      <td>-0.011362</td>\n",
              "      <td>0.006305</td>\n",
              "      <td>-0.011838</td>\n",
              "      <td>0.016633</td>\n",
              "      <td>0.003989</td>\n",
              "      <td>-0.014610</td>\n",
              "      <td>-0.009497</td>\n",
              "      <td>0.003667</td>\n",
              "      <td>-0.002225</td>\n",
              "      <td>0.008039</td>\n",
              "      <td>-0.004214</td>\n",
              "      <td>-0.003485</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.005291</td>\n",
              "      <td>0.008867</td>\n",
              "      <td>0.003216</td>\n",
              "      <td>-0.013027</td>\n",
              "      <td>-0.024451</td>\n",
              "      <td>0.005140</td>\n",
              "      <td>0.005024</td>\n",
              "      <td>0.003242</td>\n",
              "      <td>0.006973</td>\n",
              "      <td>0.022770</td>\n",
              "      <td>0.003718</td>\n",
              "      <td>-0.029831</td>\n",
              "      <td>-0.006776</td>\n",
              "      <td>0.004031</td>\n",
              "      <td>0.013494</td>\n",
              "      <td>-0.051781</td>\n",
              "      <td>0.000905</td>\n",
              "      <td>0.008586</td>\n",
              "      <td>0.009557</td>\n",
              "      <td>-0.003509</td>\n",
              "      <td>0.012508</td>\n",
              "      <td>-0.021515</td>\n",
              "      <td>-0.000301</td>\n",
              "      <td>-0.006048</td>\n",
              "      <td>0.019926</td>\n",
              "      <td>0.025076</td>\n",
              "      <td>-0.008144</td>\n",
              "      <td>-0.000118</td>\n",
              "      <td>0.017187</td>\n",
              "      <td>0.010151</td>\n",
              "      <td>0.005415</td>\n",
              "      <td>-0.007791</td>\n",
              "      <td>0.012274</td>\n",
              "      <td>0.018053</td>\n",
              "      <td>0.006676</td>\n",
              "      <td>0.010180</td>\n",
              "      <td>0.019760</td>\n",
              "      <td>-0.001441</td>\n",
              "      <td>0.004147</td>\n",
              "      <td>0.005964</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2018-01-05</th>\n",
              "      <td>0.007792</td>\n",
              "      <td>0.012864</td>\n",
              "      <td>0.002890</td>\n",
              "      <td>0.017408</td>\n",
              "      <td>0.015408</td>\n",
              "      <td>0.008249</td>\n",
              "      <td>0.026446</td>\n",
              "      <td>0.011571</td>\n",
              "      <td>0.010630</td>\n",
              "      <td>-0.019802</td>\n",
              "      <td>0.003693</td>\n",
              "      <td>0.006619</td>\n",
              "      <td>0.015988</td>\n",
              "      <td>0.008381</td>\n",
              "      <td>0.003506</td>\n",
              "      <td>-0.001490</td>\n",
              "      <td>0.011519</td>\n",
              "      <td>0.002051</td>\n",
              "      <td>0.000897</td>\n",
              "      <td>0.033305</td>\n",
              "      <td>0.002458</td>\n",
              "      <td>-0.004121</td>\n",
              "      <td>0.010615</td>\n",
              "      <td>0.013260</td>\n",
              "      <td>0.014571</td>\n",
              "      <td>0.002849</td>\n",
              "      <td>0.016163</td>\n",
              "      <td>0.000000</td>\n",
              "      <td>-0.000697</td>\n",
              "      <td>-0.000380</td>\n",
              "      <td>-0.002114</td>\n",
              "      <td>0.002281</td>\n",
              "      <td>0.004139</td>\n",
              "      <td>0.006446</td>\n",
              "      <td>-0.009816</td>\n",
              "      <td>0.003418</td>\n",
              "      <td>0.012104</td>\n",
              "      <td>-0.002568</td>\n",
              "      <td>0.005958</td>\n",
              "      <td>0.012185</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.007270</td>\n",
              "      <td>0.004305</td>\n",
              "      <td>0.004701</td>\n",
              "      <td>0.009194</td>\n",
              "      <td>-0.005115</td>\n",
              "      <td>0.013726</td>\n",
              "      <td>0.008852</td>\n",
              "      <td>-0.002281</td>\n",
              "      <td>0.017116</td>\n",
              "      <td>0.003181</td>\n",
              "      <td>0.023949</td>\n",
              "      <td>0.008556</td>\n",
              "      <td>-0.011096</td>\n",
              "      <td>-0.004158</td>\n",
              "      <td>-0.018472</td>\n",
              "      <td>0.018436</td>\n",
              "      <td>0.005927</td>\n",
              "      <td>-0.001248</td>\n",
              "      <td>0.012872</td>\n",
              "      <td>-0.006737</td>\n",
              "      <td>0.006738</td>\n",
              "      <td>-0.006214</td>\n",
              "      <td>0.012552</td>\n",
              "      <td>0.006328</td>\n",
              "      <td>0.059126</td>\n",
              "      <td>0.004028</td>\n",
              "      <td>-0.001415</td>\n",
              "      <td>-0.002014</td>\n",
              "      <td>-0.002765</td>\n",
              "      <td>0.006413</td>\n",
              "      <td>0.006671</td>\n",
              "      <td>-0.007003</td>\n",
              "      <td>0.007410</td>\n",
              "      <td>0.051922</td>\n",
              "      <td>-0.001874</td>\n",
              "      <td>0.005828</td>\n",
              "      <td>0.015576</td>\n",
              "      <td>0.009941</td>\n",
              "      <td>0.000393</td>\n",
              "      <td>0.011444</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2018-01-08</th>\n",
              "      <td>-0.003242</td>\n",
              "      <td>0.004763</td>\n",
              "      <td>-0.002882</td>\n",
              "      <td>-0.016022</td>\n",
              "      <td>0.027086</td>\n",
              "      <td>0.007991</td>\n",
              "      <td>0.003917</td>\n",
              "      <td>-0.001619</td>\n",
              "      <td>-0.007042</td>\n",
              "      <td>0.033670</td>\n",
              "      <td>0.000000</td>\n",
              "      <td>0.002563</td>\n",
              "      <td>0.002146</td>\n",
              "      <td>0.001069</td>\n",
              "      <td>0.000759</td>\n",
              "      <td>-0.013426</td>\n",
              "      <td>0.043501</td>\n",
              "      <td>0.002205</td>\n",
              "      <td>-0.025244</td>\n",
              "      <td>0.032480</td>\n",
              "      <td>-0.004046</td>\n",
              "      <td>0.011198</td>\n",
              "      <td>-0.004712</td>\n",
              "      <td>0.003531</td>\n",
              "      <td>0.004273</td>\n",
              "      <td>-0.001278</td>\n",
              "      <td>0.014425</td>\n",
              "      <td>0.000000</td>\n",
              "      <td>0.011849</td>\n",
              "      <td>-0.009877</td>\n",
              "      <td>0.008757</td>\n",
              "      <td>-0.009201</td>\n",
              "      <td>-0.006595</td>\n",
              "      <td>0.010675</td>\n",
              "      <td>0.008646</td>\n",
              "      <td>0.010160</td>\n",
              "      <td>0.016576</td>\n",
              "      <td>0.006640</td>\n",
              "      <td>-0.000277</td>\n",
              "      <td>0.010701</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.016254</td>\n",
              "      <td>0.008573</td>\n",
              "      <td>0.002021</td>\n",
              "      <td>0.004780</td>\n",
              "      <td>0.001714</td>\n",
              "      <td>0.011593</td>\n",
              "      <td>0.001239</td>\n",
              "      <td>-0.001715</td>\n",
              "      <td>0.007708</td>\n",
              "      <td>0.021929</td>\n",
              "      <td>0.004038</td>\n",
              "      <td>-0.011400</td>\n",
              "      <td>0.015466</td>\n",
              "      <td>-0.005040</td>\n",
              "      <td>0.006599</td>\n",
              "      <td>0.012754</td>\n",
              "      <td>0.014781</td>\n",
              "      <td>0.000682</td>\n",
              "      <td>0.012511</td>\n",
              "      <td>0.008632</td>\n",
              "      <td>-0.011315</td>\n",
              "      <td>0.003527</td>\n",
              "      <td>0.005653</td>\n",
              "      <td>-0.015117</td>\n",
              "      <td>0.043204</td>\n",
              "      <td>0.006685</td>\n",
              "      <td>0.006521</td>\n",
              "      <td>0.003383</td>\n",
              "      <td>0.003697</td>\n",
              "      <td>-0.005386</td>\n",
              "      <td>-0.013314</td>\n",
              "      <td>0.007480</td>\n",
              "      <td>0.011702</td>\n",
              "      <td>0.006608</td>\n",
              "      <td>0.003611</td>\n",
              "      <td>0.001690</td>\n",
              "      <td>0.009951</td>\n",
              "      <td>0.001905</td>\n",
              "      <td>-0.004915</td>\n",
              "      <td>0.011995</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2020-09-17</th>\n",
              "      <td>0.016931</td>\n",
              "      <td>0.027633</td>\n",
              "      <td>0.009082</td>\n",
              "      <td>-0.001671</td>\n",
              "      <td>0.006304</td>\n",
              "      <td>-0.010860</td>\n",
              "      <td>-0.015252</td>\n",
              "      <td>-0.003571</td>\n",
              "      <td>0.002396</td>\n",
              "      <td>-0.001435</td>\n",
              "      <td>0.020487</td>\n",
              "      <td>0.011019</td>\n",
              "      <td>-0.003203</td>\n",
              "      <td>-0.001587</td>\n",
              "      <td>-0.001775</td>\n",
              "      <td>-0.022495</td>\n",
              "      <td>0.031155</td>\n",
              "      <td>-0.015792</td>\n",
              "      <td>-0.020932</td>\n",
              "      <td>-0.005548</td>\n",
              "      <td>0.001445</td>\n",
              "      <td>-0.016585</td>\n",
              "      <td>-0.032426</td>\n",
              "      <td>-0.016566</td>\n",
              "      <td>-0.016681</td>\n",
              "      <td>-0.021552</td>\n",
              "      <td>-0.022537</td>\n",
              "      <td>0.011618</td>\n",
              "      <td>-0.004106</td>\n",
              "      <td>-0.012319</td>\n",
              "      <td>-0.005220</td>\n",
              "      <td>-0.012455</td>\n",
              "      <td>-0.035942</td>\n",
              "      <td>-0.047704</td>\n",
              "      <td>-0.012257</td>\n",
              "      <td>-0.002731</td>\n",
              "      <td>0.000207</td>\n",
              "      <td>-0.000098</td>\n",
              "      <td>0.001292</td>\n",
              "      <td>0.007334</td>\n",
              "      <td>...</td>\n",
              "      <td>0.004445</td>\n",
              "      <td>-0.002145</td>\n",
              "      <td>-0.002037</td>\n",
              "      <td>0.001270</td>\n",
              "      <td>-0.027134</td>\n",
              "      <td>0.002463</td>\n",
              "      <td>-0.010707</td>\n",
              "      <td>0.003644</td>\n",
              "      <td>0.014614</td>\n",
              "      <td>-0.024202</td>\n",
              "      <td>0.000682</td>\n",
              "      <td>-0.011373</td>\n",
              "      <td>0.003451</td>\n",
              "      <td>-0.007182</td>\n",
              "      <td>0.012208</td>\n",
              "      <td>0.025634</td>\n",
              "      <td>0.003156</td>\n",
              "      <td>-0.011040</td>\n",
              "      <td>-0.013505</td>\n",
              "      <td>-0.027030</td>\n",
              "      <td>-0.023337</td>\n",
              "      <td>-0.034909</td>\n",
              "      <td>-0.022469</td>\n",
              "      <td>-0.012893</td>\n",
              "      <td>0.009826</td>\n",
              "      <td>0.035488</td>\n",
              "      <td>-0.008642</td>\n",
              "      <td>-0.015760</td>\n",
              "      <td>-0.005135</td>\n",
              "      <td>-0.005944</td>\n",
              "      <td>-0.004519</td>\n",
              "      <td>-0.034969</td>\n",
              "      <td>0.012474</td>\n",
              "      <td>-0.009088</td>\n",
              "      <td>0.007511</td>\n",
              "      <td>-0.011602</td>\n",
              "      <td>0.007987</td>\n",
              "      <td>-0.021517</td>\n",
              "      <td>-0.009117</td>\n",
              "      <td>-0.004837</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2020-09-18</th>\n",
              "      <td>-0.016417</td>\n",
              "      <td>0.001128</td>\n",
              "      <td>0.001875</td>\n",
              "      <td>0.005355</td>\n",
              "      <td>-0.040088</td>\n",
              "      <td>-0.002703</td>\n",
              "      <td>0.016758</td>\n",
              "      <td>-0.014231</td>\n",
              "      <td>-0.005686</td>\n",
              "      <td>-0.021163</td>\n",
              "      <td>0.019533</td>\n",
              "      <td>0.004785</td>\n",
              "      <td>-0.002209</td>\n",
              "      <td>-0.020432</td>\n",
              "      <td>0.020397</td>\n",
              "      <td>-0.026335</td>\n",
              "      <td>-0.024788</td>\n",
              "      <td>-0.016601</td>\n",
              "      <td>-0.003592</td>\n",
              "      <td>-0.021522</td>\n",
              "      <td>-0.007021</td>\n",
              "      <td>-0.022997</td>\n",
              "      <td>-0.016379</td>\n",
              "      <td>-0.024176</td>\n",
              "      <td>-0.023764</td>\n",
              "      <td>-0.024963</td>\n",
              "      <td>-0.017888</td>\n",
              "      <td>-0.006184</td>\n",
              "      <td>-0.009791</td>\n",
              "      <td>-0.032282</td>\n",
              "      <td>-0.015742</td>\n",
              "      <td>-0.011657</td>\n",
              "      <td>-0.024739</td>\n",
              "      <td>-0.020859</td>\n",
              "      <td>-0.019430</td>\n",
              "      <td>0.004522</td>\n",
              "      <td>0.000207</td>\n",
              "      <td>-0.015831</td>\n",
              "      <td>-0.001451</td>\n",
              "      <td>-0.009192</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.033598</td>\n",
              "      <td>-0.018807</td>\n",
              "      <td>-0.005918</td>\n",
              "      <td>-0.003689</td>\n",
              "      <td>-0.022449</td>\n",
              "      <td>0.005848</td>\n",
              "      <td>-0.017371</td>\n",
              "      <td>-0.003961</td>\n",
              "      <td>-0.022360</td>\n",
              "      <td>-0.032980</td>\n",
              "      <td>-0.012959</td>\n",
              "      <td>-0.051899</td>\n",
              "      <td>-0.017645</td>\n",
              "      <td>-0.014782</td>\n",
              "      <td>-0.014531</td>\n",
              "      <td>-0.007525</td>\n",
              "      <td>-0.010242</td>\n",
              "      <td>-0.002510</td>\n",
              "      <td>-0.040873</td>\n",
              "      <td>-0.012902</td>\n",
              "      <td>0.000796</td>\n",
              "      <td>-0.023018</td>\n",
              "      <td>0.010074</td>\n",
              "      <td>-0.027952</td>\n",
              "      <td>0.001769</td>\n",
              "      <td>-0.037992</td>\n",
              "      <td>-0.033124</td>\n",
              "      <td>-0.013975</td>\n",
              "      <td>-0.026748</td>\n",
              "      <td>-0.001945</td>\n",
              "      <td>-0.020177</td>\n",
              "      <td>-0.022501</td>\n",
              "      <td>-0.028747</td>\n",
              "      <td>-0.006706</td>\n",
              "      <td>-0.003029</td>\n",
              "      <td>-0.017074</td>\n",
              "      <td>-0.000117</td>\n",
              "      <td>-0.027453</td>\n",
              "      <td>-0.003173</td>\n",
              "      <td>0.002493</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2020-09-21</th>\n",
              "      <td>-0.048304</td>\n",
              "      <td>-0.025545</td>\n",
              "      <td>-0.008516</td>\n",
              "      <td>-0.011320</td>\n",
              "      <td>0.002980</td>\n",
              "      <td>-0.009611</td>\n",
              "      <td>0.016482</td>\n",
              "      <td>0.017303</td>\n",
              "      <td>-0.035417</td>\n",
              "      <td>0.040171</td>\n",
              "      <td>-0.022885</td>\n",
              "      <td>-0.036772</td>\n",
              "      <td>-0.012578</td>\n",
              "      <td>-0.017004</td>\n",
              "      <td>0.010086</td>\n",
              "      <td>-0.082846</td>\n",
              "      <td>-0.028889</td>\n",
              "      <td>-0.021713</td>\n",
              "      <td>-0.017411</td>\n",
              "      <td>0.004144</td>\n",
              "      <td>-0.053075</td>\n",
              "      <td>-0.022558</td>\n",
              "      <td>0.008216</td>\n",
              "      <td>-0.014437</td>\n",
              "      <td>-0.019747</td>\n",
              "      <td>-0.025602</td>\n",
              "      <td>0.001882</td>\n",
              "      <td>-0.021333</td>\n",
              "      <td>-0.003123</td>\n",
              "      <td>-0.074299</td>\n",
              "      <td>0.007362</td>\n",
              "      <td>-0.050947</td>\n",
              "      <td>-0.036084</td>\n",
              "      <td>-0.018452</td>\n",
              "      <td>0.010414</td>\n",
              "      <td>-0.046414</td>\n",
              "      <td>-0.010431</td>\n",
              "      <td>-0.044385</td>\n",
              "      <td>-0.018287</td>\n",
              "      <td>-0.049417</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.085559</td>\n",
              "      <td>-0.062432</td>\n",
              "      <td>-0.027715</td>\n",
              "      <td>-0.000694</td>\n",
              "      <td>-0.052656</td>\n",
              "      <td>-0.008745</td>\n",
              "      <td>-0.015971</td>\n",
              "      <td>-0.012262</td>\n",
              "      <td>-0.005238</td>\n",
              "      <td>-0.047692</td>\n",
              "      <td>-0.025468</td>\n",
              "      <td>-0.059537</td>\n",
              "      <td>-0.035924</td>\n",
              "      <td>-0.024102</td>\n",
              "      <td>-0.071513</td>\n",
              "      <td>-0.030869</td>\n",
              "      <td>0.013157</td>\n",
              "      <td>-0.008415</td>\n",
              "      <td>-0.005679</td>\n",
              "      <td>-0.000105</td>\n",
              "      <td>-0.043374</td>\n",
              "      <td>-0.040035</td>\n",
              "      <td>-0.003205</td>\n",
              "      <td>-0.030099</td>\n",
              "      <td>-0.031788</td>\n",
              "      <td>-0.028169</td>\n",
              "      <td>-0.031735</td>\n",
              "      <td>0.019969</td>\n",
              "      <td>-0.003375</td>\n",
              "      <td>-0.013540</td>\n",
              "      <td>-0.069498</td>\n",
              "      <td>-0.003886</td>\n",
              "      <td>-0.044926</td>\n",
              "      <td>-0.013006</td>\n",
              "      <td>-0.024886</td>\n",
              "      <td>-0.030073</td>\n",
              "      <td>-0.028967</td>\n",
              "      <td>-0.035069</td>\n",
              "      <td>-0.051241</td>\n",
              "      <td>0.000622</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2020-09-22</th>\n",
              "      <td>0.006073</td>\n",
              "      <td>0.015035</td>\n",
              "      <td>-0.010854</td>\n",
              "      <td>-0.005500</td>\n",
              "      <td>0.011773</td>\n",
              "      <td>0.012868</td>\n",
              "      <td>0.015232</td>\n",
              "      <td>0.023421</td>\n",
              "      <td>0.011319</td>\n",
              "      <td>-0.003079</td>\n",
              "      <td>-0.006536</td>\n",
              "      <td>-0.001099</td>\n",
              "      <td>0.004993</td>\n",
              "      <td>0.009182</td>\n",
              "      <td>0.023511</td>\n",
              "      <td>0.006376</td>\n",
              "      <td>0.001156</td>\n",
              "      <td>0.020912</td>\n",
              "      <td>0.024790</td>\n",
              "      <td>0.000838</td>\n",
              "      <td>0.004603</td>\n",
              "      <td>0.003612</td>\n",
              "      <td>0.003368</td>\n",
              "      <td>0.020753</td>\n",
              "      <td>0.023967</td>\n",
              "      <td>-0.006955</td>\n",
              "      <td>0.056923</td>\n",
              "      <td>0.002725</td>\n",
              "      <td>0.005743</td>\n",
              "      <td>0.010647</td>\n",
              "      <td>0.006174</td>\n",
              "      <td>0.003158</td>\n",
              "      <td>0.013343</td>\n",
              "      <td>0.004025</td>\n",
              "      <td>0.003221</td>\n",
              "      <td>-0.011304</td>\n",
              "      <td>-0.005844</td>\n",
              "      <td>0.010391</td>\n",
              "      <td>0.017723</td>\n",
              "      <td>0.010919</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.013075</td>\n",
              "      <td>-0.016355</td>\n",
              "      <td>0.001267</td>\n",
              "      <td>-0.001389</td>\n",
              "      <td>0.020813</td>\n",
              "      <td>0.011829</td>\n",
              "      <td>0.009570</td>\n",
              "      <td>0.003523</td>\n",
              "      <td>0.013561</td>\n",
              "      <td>0.008589</td>\n",
              "      <td>0.015751</td>\n",
              "      <td>0.004800</td>\n",
              "      <td>0.013894</td>\n",
              "      <td>0.004907</td>\n",
              "      <td>-0.012387</td>\n",
              "      <td>-0.001956</td>\n",
              "      <td>0.009046</td>\n",
              "      <td>0.005862</td>\n",
              "      <td>-0.000669</td>\n",
              "      <td>0.005693</td>\n",
              "      <td>-0.016223</td>\n",
              "      <td>0.009596</td>\n",
              "      <td>0.000722</td>\n",
              "      <td>0.010529</td>\n",
              "      <td>0.005016</td>\n",
              "      <td>-0.023018</td>\n",
              "      <td>0.032402</td>\n",
              "      <td>0.010914</td>\n",
              "      <td>0.006773</td>\n",
              "      <td>0.005629</td>\n",
              "      <td>0.015491</td>\n",
              "      <td>0.003451</td>\n",
              "      <td>0.009408</td>\n",
              "      <td>0.006136</td>\n",
              "      <td>0.005631</td>\n",
              "      <td>0.013991</td>\n",
              "      <td>0.014273</td>\n",
              "      <td>0.011567</td>\n",
              "      <td>-0.039919</td>\n",
              "      <td>0.003355</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2020-09-23</th>\n",
              "      <td>-0.017433</td>\n",
              "      <td>-0.016331</td>\n",
              "      <td>-0.019752</td>\n",
              "      <td>-0.016479</td>\n",
              "      <td>-0.033012</td>\n",
              "      <td>-0.026465</td>\n",
              "      <td>-0.030490</td>\n",
              "      <td>-0.033670</td>\n",
              "      <td>-0.024382</td>\n",
              "      <td>-0.038224</td>\n",
              "      <td>-0.026316</td>\n",
              "      <td>-0.020621</td>\n",
              "      <td>-0.017339</td>\n",
              "      <td>-0.027330</td>\n",
              "      <td>-0.023681</td>\n",
              "      <td>-0.026927</td>\n",
              "      <td>-0.155607</td>\n",
              "      <td>-0.016462</td>\n",
              "      <td>-0.018164</td>\n",
              "      <td>-0.044176</td>\n",
              "      <td>-0.029016</td>\n",
              "      <td>-0.003599</td>\n",
              "      <td>-0.029456</td>\n",
              "      <td>-0.034545</td>\n",
              "      <td>-0.034290</td>\n",
              "      <td>-0.016083</td>\n",
              "      <td>-0.041269</td>\n",
              "      <td>-0.041667</td>\n",
              "      <td>-0.018816</td>\n",
              "      <td>-0.033225</td>\n",
              "      <td>-0.008391</td>\n",
              "      <td>-0.029651</td>\n",
              "      <td>-0.033285</td>\n",
              "      <td>-0.025750</td>\n",
              "      <td>-0.015124</td>\n",
              "      <td>-0.022463</td>\n",
              "      <td>-0.011757</td>\n",
              "      <td>-0.019745</td>\n",
              "      <td>-0.019838</td>\n",
              "      <td>-0.012713</td>\n",
              "      <td>...</td>\n",
              "      <td>-0.045570</td>\n",
              "      <td>-0.032067</td>\n",
              "      <td>-0.061367</td>\n",
              "      <td>-0.004000</td>\n",
              "      <td>-0.050612</td>\n",
              "      <td>-0.025086</td>\n",
              "      <td>-0.018349</td>\n",
              "      <td>-0.015212</td>\n",
              "      <td>-0.014052</td>\n",
              "      <td>-0.003031</td>\n",
              "      <td>-0.025878</td>\n",
              "      <td>-0.037325</td>\n",
              "      <td>-0.015651</td>\n",
              "      <td>-0.030599</td>\n",
              "      <td>-0.029748</td>\n",
              "      <td>-0.018477</td>\n",
              "      <td>-0.016774</td>\n",
              "      <td>-0.028181</td>\n",
              "      <td>-0.018689</td>\n",
              "      <td>-0.024528</td>\n",
              "      <td>-0.034672</td>\n",
              "      <td>-0.050265</td>\n",
              "      <td>-0.031548</td>\n",
              "      <td>0.067178</td>\n",
              "      <td>-0.029492</td>\n",
              "      <td>-0.045084</td>\n",
              "      <td>-0.031385</td>\n",
              "      <td>-0.021982</td>\n",
              "      <td>-0.043248</td>\n",
              "      <td>0.001571</td>\n",
              "      <td>-0.037183</td>\n",
              "      <td>-0.010169</td>\n",
              "      <td>-0.023575</td>\n",
              "      <td>-0.027294</td>\n",
              "      <td>-0.017872</td>\n",
              "      <td>-0.009052</td>\n",
              "      <td>-0.010702</td>\n",
              "      <td>-0.013353</td>\n",
              "      <td>-0.012928</td>\n",
              "      <td>-0.013498</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>687 rows × 494 columns</p>\n",
              "</div>"
            ],
            "text/plain": [
              "                 MMM       AOS       ABT  ...       ZBH      ZION       ZTS\n",
              "Date                                      ...                              \n",
              "2018-01-02       NaN       NaN       NaN  ...       NaN       NaN       NaN\n",
              "2018-01-03 -0.000043  0.006013  0.002211  ...  0.006932 -0.001183  0.004598\n",
              "2018-01-04  0.013071  0.004685 -0.001697  ... -0.001441  0.004147  0.005964\n",
              "2018-01-05  0.007792  0.012864  0.002890  ...  0.009941  0.000393  0.011444\n",
              "2018-01-08 -0.003242  0.004763 -0.002882  ...  0.001905 -0.004915  0.011995\n",
              "...              ...       ...       ...  ...       ...       ...       ...\n",
              "2020-09-17  0.016931  0.027633  0.009082  ... -0.021517 -0.009117 -0.004837\n",
              "2020-09-18 -0.016417  0.001128  0.001875  ... -0.027453 -0.003173  0.002493\n",
              "2020-09-21 -0.048304 -0.025545 -0.008516  ... -0.035069 -0.051241  0.000622\n",
              "2020-09-22  0.006073  0.015035 -0.010854  ...  0.011567 -0.039919  0.003355\n",
              "2020-09-23 -0.017433 -0.016331 -0.019752  ... -0.013353 -0.012928 -0.013498\n",
              "\n",
              "[687 rows x 494 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 8
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "1sDgXnRXYOLh"
      },
      "source": [
        "corr_table = total.corr()\n",
        "corr_table['stock1'] = corr_table.index\n",
        "corr_table = corr_table.melt(id_vars = 'stock1', var_name = \"stock2\").reset_index(drop = True)"
      ],
      "execution_count": 19,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "0E9mrIrlYyXA",
        "outputId": "98b2ce6a-b20e-488b-915a-75e7a85b7634",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 411
        }
      },
      "source": [
        "corr_table"
      ],
      "execution_count": 20,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
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              "\n",
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              "    }\n",
              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>stock1</th>\n",
              "      <th>stock2</th>\n",
              "      <th>value</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>0</th>\n",
              "      <td>MMM</td>\n",
              "      <td>MMM</td>\n",
              "      <td>1.000000</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>AOS</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.611578</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>ABT</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.575850</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>ABBV</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.455205</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>ABMD</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.314926</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244031</th>\n",
              "      <td>YUM</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.614452</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244032</th>\n",
              "      <td>ZBRA</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.523759</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244033</th>\n",
              "      <td>ZBH</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.558695</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244034</th>\n",
              "      <td>ZION</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.425444</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244035</th>\n",
              "      <td>ZTS</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>1.000000</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>244036 rows × 3 columns</p>\n",
              "</div>"
            ],
            "text/plain": [
              "       stock1 stock2     value\n",
              "0         MMM    MMM  1.000000\n",
              "1         AOS    MMM  0.611578\n",
              "2         ABT    MMM  0.575850\n",
              "3        ABBV    MMM  0.455205\n",
              "4        ABMD    MMM  0.314926\n",
              "...       ...    ...       ...\n",
              "244031    YUM    ZTS  0.614452\n",
              "244032   ZBRA    ZTS  0.523759\n",
              "244033    ZBH    ZTS  0.558695\n",
              "244034   ZION    ZTS  0.425444\n",
              "244035    ZTS    ZTS  1.000000\n",
              "\n",
              "[244036 rows x 3 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 20
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "Y42qUakYMz-b"
      },
      "source": [
        "corr_table = corr_table[corr_table['stock1'] < corr_table['stock2']].dropna()\n",
        "corr_table['abs_value'] = np.abs(corr_table['value'])\n",
        "highest_corr = corr_table.sort_values(\"abs_value\",ascending = True).head(20)"
      ],
      "execution_count": 24,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "Keqdzz2HHil1",
        "outputId": "1e641c72-13b3-40cc-e441-b8e11f22878f",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 411
        }
      },
      "source": [
        "corr_table"
      ],
      "execution_count": 25,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
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              "\n",
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              "</style>\n",
              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>stock1</th>\n",
              "      <th>stock2</th>\n",
              "      <th>value</th>\n",
              "      <th>abs_value</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>1</th>\n",
              "      <td>AOS</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.611578</td>\n",
              "      <td>0.611578</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2</th>\n",
              "      <td>ABT</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.575850</td>\n",
              "      <td>0.575850</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>3</th>\n",
              "      <td>ABBV</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.455205</td>\n",
              "      <td>0.455205</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>4</th>\n",
              "      <td>ABMD</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.314926</td>\n",
              "      <td>0.314926</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>5</th>\n",
              "      <td>ACN</td>\n",
              "      <td>MMM</td>\n",
              "      <td>0.636803</td>\n",
              "      <td>0.636803</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244030</th>\n",
              "      <td>XYL</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.613848</td>\n",
              "      <td>0.613848</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244031</th>\n",
              "      <td>YUM</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.614452</td>\n",
              "      <td>0.614452</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244032</th>\n",
              "      <td>ZBRA</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.523759</td>\n",
              "      <td>0.523759</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244033</th>\n",
              "      <td>ZBH</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.558695</td>\n",
              "      <td>0.558695</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>244034</th>\n",
              "      <td>ZION</td>\n",
              "      <td>ZTS</td>\n",
              "      <td>0.425444</td>\n",
              "      <td>0.425444</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>121771 rows × 4 columns</p>\n",
              "</div>"
            ],
            "text/plain": [
              "       stock1 stock2     value  abs_value\n",
              "1         AOS    MMM  0.611578   0.611578\n",
              "2         ABT    MMM  0.575850   0.575850\n",
              "3        ABBV    MMM  0.455205   0.455205\n",
              "4        ABMD    MMM  0.314926   0.314926\n",
              "5         ACN    MMM  0.636803   0.636803\n",
              "...       ...    ...       ...        ...\n",
              "244030    XYL    ZTS  0.613848   0.613848\n",
              "244031    YUM    ZTS  0.614452   0.614452\n",
              "244032   ZBRA    ZTS  0.523759   0.523759\n",
              "244033    ZBH    ZTS  0.558695   0.558695\n",
              "244034   ZION    ZTS  0.425444   0.425444\n",
              "\n",
              "[121771 rows x 4 columns]"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 25
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "B4KI9CGDZU8e",
        "outputId": "e3fc2ce4-78c1-4517-a66b-5528b29624b7",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 655
        }
      },
      "source": [
        "highest_corr"
      ],
      "execution_count": 27,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "<div>\n",
              "<style scoped>\n",
              "    .dataframe tbody tr th:only-of-type {\n",
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              "<table border=\"1\" class=\"dataframe\">\n",
              "  <thead>\n",
              "    <tr style=\"text-align: right;\">\n",
              "      <th></th>\n",
              "      <th>stock1</th>\n",
              "      <th>stock2</th>\n",
              "      <th>value</th>\n",
              "      <th>abs_value</th>\n",
              "    </tr>\n",
              "  </thead>\n",
              "  <tbody>\n",
              "    <tr>\n",
              "      <th>184196</th>\n",
              "      <td>CLX</td>\n",
              "      <td>PVH</td>\n",
              "      <td>-0.000097</td>\n",
              "      <td>0.000097</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>67118</th>\n",
              "      <td>CLX</td>\n",
              "      <td>DVN</td>\n",
              "      <td>0.000098</td>\n",
              "      <td>0.000098</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>217119</th>\n",
              "      <td>SJM</td>\n",
              "      <td>TDG</td>\n",
              "      <td>-0.000232</td>\n",
              "      <td>0.000232</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>163100</th>\n",
              "      <td>CPB</td>\n",
              "      <td>NBL</td>\n",
              "      <td>-0.000342</td>\n",
              "      <td>0.000342</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>132612</th>\n",
              "      <td>HLT</td>\n",
              "      <td>KR</td>\n",
              "      <td>0.000484</td>\n",
              "      <td>0.000484</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>85890</th>\n",
              "      <td>CLX</td>\n",
              "      <td>EXPE</td>\n",
              "      <td>0.001128</td>\n",
              "      <td>0.001128</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>132565</th>\n",
              "      <td>EXPE</td>\n",
              "      <td>KR</td>\n",
              "      <td>0.001156</td>\n",
              "      <td>0.001156</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>135784</th>\n",
              "      <td>CLX</td>\n",
              "      <td>LVS</td>\n",
              "      <td>0.001408</td>\n",
              "      <td>0.001408</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>214924</th>\n",
              "      <td>AWK</td>\n",
              "      <td>TIF</td>\n",
              "      <td>-0.001615</td>\n",
              "      <td>0.001615</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>159646</th>\n",
              "      <td>CCL</td>\n",
              "      <td>NEM</td>\n",
              "      <td>-0.002495</td>\n",
              "      <td>0.002495</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>159791</th>\n",
              "      <td>HBAN</td>\n",
              "      <td>NEM</td>\n",
              "      <td>-0.002538</td>\n",
              "      <td>0.002538</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>220404</th>\n",
              "      <td>CPB</td>\n",
              "      <td>ULTA</td>\n",
              "      <td>0.003020</td>\n",
              "      <td>0.003020</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>66130</th>\n",
              "      <td>CLX</td>\n",
              "      <td>DAL</td>\n",
              "      <td>0.003105</td>\n",
              "      <td>0.003105</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>222380</th>\n",
              "      <td>CPB</td>\n",
              "      <td>UAL</td>\n",
              "      <td>-0.003109</td>\n",
              "      <td>0.003109</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>131832</th>\n",
              "      <td>CLX</td>\n",
              "      <td>KSS</td>\n",
              "      <td>0.003191</td>\n",
              "      <td>0.003191</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>239298</th>\n",
              "      <td>GIS</td>\n",
              "      <td>WYNN</td>\n",
              "      <td>-0.004314</td>\n",
              "      <td>0.004314</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>159783</th>\n",
              "      <td>HFC</td>\n",
              "      <td>NEM</td>\n",
              "      <td>0.005132</td>\n",
              "      <td>0.005132</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>133314</th>\n",
              "      <td>CLX</td>\n",
              "      <td>LB</td>\n",
              "      <td>0.005450</td>\n",
              "      <td>0.005450</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>131484</th>\n",
              "      <td>CPB</td>\n",
              "      <td>KSS</td>\n",
              "      <td>0.005892</td>\n",
              "      <td>0.005892</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>39604</th>\n",
              "      <td>CCL</td>\n",
              "      <td>CPB</td>\n",
              "      <td>0.005898</td>\n",
              "      <td>0.005898</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "</div>"
            ],
            "text/plain": [
              "       stock1 stock2     value  abs_value\n",
              "184196    CLX    PVH -0.000097   0.000097\n",
              "67118     CLX    DVN  0.000098   0.000098\n",
              "217119    SJM    TDG -0.000232   0.000232\n",
              "163100    CPB    NBL -0.000342   0.000342\n",
              "132612    HLT     KR  0.000484   0.000484\n",
              "85890     CLX   EXPE  0.001128   0.001128\n",
              "132565   EXPE     KR  0.001156   0.001156\n",
              "135784    CLX    LVS  0.001408   0.001408\n",
              "214924    AWK    TIF -0.001615   0.001615\n",
              "159646    CCL    NEM -0.002495   0.002495\n",
              "159791   HBAN    NEM -0.002538   0.002538\n",
              "220404    CPB   ULTA  0.003020   0.003020\n",
              "66130     CLX    DAL  0.003105   0.003105\n",
              "222380    CPB    UAL -0.003109   0.003109\n",
              "131832    CLX    KSS  0.003191   0.003191\n",
              "239298    GIS   WYNN -0.004314   0.004314\n",
              "159783    HFC    NEM  0.005132   0.005132\n",
              "133314    CLX     LB  0.005450   0.005450\n",
              "131484    CPB    KSS  0.005892   0.005892\n",
              "39604     CCL    CPB  0.005898   0.005898"
            ]
          },
          "metadata": {
            "tags": []
          },
          "execution_count": 27
        }
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "pY5U8uUhNasf"
      },
      "source": [
        ""
      ],
      "execution_count": 18,
      "outputs": []
    }
  ]
}