Alpaca_Cross_Correlation_Analysis is a Python application that uses the Alpaca API to fetch historical stock data. It allows you to compute correlation matrices based on selected criteria and visualize these correlations with a heatmap and time-series plots. It is a versatile tool for exploring stock market data, particularly useful for financial analysts and traders interested in identifying correlations between different stocks.
The repository is located here:
git clone https://github.com/JOravetz/Alpaca_Cross_Correlation_Analysis.git
Check out the various command-line arguments for sorting, number of trading days, colormaps, etc.
Best regards,
Joe O.