Crossd.io - Assets Correlations

Correlations

Compute correlation between assets on selected period range and correlation size


Starting Date Ending Date
Asset 1 Asset 2 Correlation period size Data used Compute

Discussion

2024-09-09 00:00
aidenh7910 : you tell the bot what your portfolio has. not sure im smart enough to automatically scrape a broker

2024-09-09 00:00
Crossdio : etoro is very difficult

2024-09-09 00:00
aidenh7910 : oh i imagine hahahha

2024-09-09 00:01
Crossdio : But this is good, that's what I want to do also (more quants stats of the portfolio, wip aha)

2024-09-09 00:04
Mnclement : Join forces. I play business angel fir you both ๐Ÿ˜œ

2024-09-09 00:05
Mnclement : I need 50% ownership

2024-09-09 00:16
aidenh7910 : can do this

2024-09-09 00:16
aidenh7910 :

2024-09-09 00:17
aidenh7910 : madness

2024-09-09 00:17
aidenh7910 : i think discord bots are my new favourite hobby

2024-09-09 00:17
aidenh7910 : sorry copiers, im abandoning my trades

2024-09-09 01:08
Mnclement : JPN flying

2024-09-09 01:45
aidenh7910 : shame i cant do futures using yahoo finance

2024-09-09 04:15
Mnclement : Great JPN and Natgas night.

2024-09-09 08:59
Crossdio : Algo started on Thursday afternoon ๐Ÿ˜‚

2024-09-09 08:59
Crossdio : Wdym?

2024-09-09 09:01
Crossdio : https://crossd.io/copyportfolios/portfolio/alpha/ Is connected to capital.com but I have a lot to improve aha

2024-09-09 09:02
Crossdio : (Direction is wrong, thatโ€™s only buy)

2024-09-09 09:49
aidenh7910 : I use the yfinance module in python but it only has access to stocks and indices during market trading hours

2024-09-09 09:49
aidenh7910 : Good module tho, free to use and no token limits

2024-09-09 09:50
Crossdio : You are sure? Strange

2024-09-09 09:50
Crossdio : Yes really

2024-09-09 10:00
Mnclement : The line between genius and madness is thin. ๐Ÿ˜‚

2024-09-09 10:16
aidenh7910 : yup ๐Ÿ˜ฆ cant even do pre market

2024-09-09 10:17
aidenh7910 : wow lol

2024-09-09 10:17
aidenh7910 : jpn from -2% open to +3%

2024-09-09 10:33
aidenh7910 : SL stands for SOFR and LIBOR, they don't get on and what's why everyone hates SL

2024-09-09 11:21
Mnclement : While you are coding, I amโ€ฆ

2024-09-09 11:22
aidenh7910 : i sleep, bots code for me

2024-09-09 11:22
aidenh7910 : efficiency dude

2024-09-09 13:38
domenchina : 4% profit on my UNH short

2024-09-09 13:38
domenchina : ^literally me

2024-09-09 13:50
aidenh7910 : thats me on a daily basis my friend

2024-09-09 14:07
aidenh7910 : nice day

2024-09-09 14:08
aidenh7910 : whilst im coding im up 3.8% ๐Ÿ˜„

2024-09-09 14:36
aidenh7910 :

2024-09-09 14:37
Crossdio : What is the treshold?

2024-09-09 14:37
aidenh7910 : 2%

2024-09-09 14:37
Crossdio : Nice, any filter on marketxap ?

2024-09-09 14:37
Crossdio : Because it might spam aha

2024-09-09 14:37
aidenh7910 : just a big ass csv of stocks in spx

2024-09-09 14:38
aidenh7910 : no filter, but i did remove some lower caps

2024-09-09 14:38
aidenh7910 : just wanted it to watch big stocks collapse in real time

2024-09-09 14:39
aidenh7910 : i always miss the fun.....

2024-09-09 14:56
Mnclement : I wish I could leverage APLD on eToro. Only possible on Trading212โ€ฆ

2024-09-09 14:59
aidenh7910 : new meme

2024-09-09 16:53
Mnclement : FOMO

2024-09-09 16:53
Mnclement : Letโ€™s go - bulls are back lol ๐Ÿ˜‚

2024-09-09 16:56
aidenh7910 :

2024-09-09 16:56
aidenh7910 : i just added another soxl

2024-09-09 16:56
aidenh7910 : slowly entering markets

2024-09-09 17:05
aidenh7910 : https://t.co/FMIjvMAL0R

2024-09-09 17:05
aidenh7910 : aapl event about to start

2024-09-09 17:05
Crossdio : Oh yes thx!

2024-09-09 17:08
aidenh7910 : so far its like wtf

2024-09-09 17:27
aidenh7910 : $RMD moving off $AAPL sleep apnea features

2024-09-09 17:28
Mnclement : APLD ๐Ÿš€

2024-09-09 17:40
aidenh7910 :

2024-09-09 17:40
aidenh7910 : lol the spread

2024-09-09 17:40
aidenh7910 : gonna enter the most agressive cutting cycle in history

2024-09-09 17:42
aidenh7910 : AirPods Pro get a hearing aid. Disruption.

2024-09-09 17:43
aidenh7910 :

2024-09-09 17:43
aidenh7910 :

2024-09-09 17:43
aidenh7910 : thats quite cool

2024-09-09 18:17
Crossdio : Yup, doesn't sound good

2024-09-09 18:29
aidenh7910 :

2024-09-09 19:20
Crossdio : Crazy to see VIX -8% with SPX up 0.89%

2024-09-09 19:44
Crossdio : Very resilient, I was not expecting that

2024-09-09 19:45
Crossdio : https://discord.com/channels/1038837579224731738/1112715733818953798/1282752776404729876 Oh wow

2024-09-09 19:52
Crossdio : We are doomed

2024-09-09 19:53
Mnclement : Itโ€™s great. The end of the world is not close ๐Ÿ˜‚

2024-09-09 19:53
Mnclement : Just shift to bullish and everything else will be fine

2024-09-09 20:12
aidenh7910 : Sector Performance (Daily): Technology: -0.12% Financials: 0.47% Healthcare: 0.36% Utilities: 0.56% Energy: 0.36% Consumer Staples: 0.72% Real Estate: 0.36% Materials: 0.36%

2024-09-09 20:13
aidenh7910 : calculated from market open to market close for stocks rather than futures

2024-09-09 20:14
aidenh7910 : today was pretty boring for tech, the majority of energy went into consumper staples and utes outside of pre/post markets

2024-09-09 20:14
aidenh7910 : and yet the nasdaq is up 2%

2024-09-09 20:15
aidenh7910 :

2024-09-09 20:15
aidenh7910 : and we sit at a magic line

2024-09-09 20:21
Mnclement : JPN and NASDAQ are competing for the top performance of the day. I like ๐Ÿ˜‚

2024-09-09 21:04
aidenh7910 : jpn should beat nas always

2024-09-09 21:04
aidenh7910 : until CT unwind

2024-09-09 21:04
aidenh7910 : you can probably arb jpn nas tbh

2024-09-09 21:10
aidenh7910 : MMFI 45%, R2FI 41%, NDFI 46%, S5FI 64%

2024-09-09 21:44
Mnclement : CT?

2024-09-09 21:46
Crossdio : Carry trade

2024-09-09 21:47
Mnclement : I see. Thx.

2024-09-09 22:02
Mnclement : Looks like we are going to have rallies, a pre-election one and post-election one.

2024-09-09 22:03
Crossdio : I take the opposite bet x)

2024-09-09 22:03
Mnclement : You really enjoy fighting the trend ๐Ÿ˜

2024-09-09 22:03
Crossdio : Ahaha yes

2024-09-09 22:03
Crossdio : but this time, I feel like it is sustainable

2024-09-09 22:04
Crossdio : https://crossd.io/copyportfolios/portfolio/alpha Mainly long but I will make some manual short trades

2024-09-09 22:04
Crossdio : The longs are made by the algo

2024-09-09 22:04
Mnclement : Letโ€™s see. But this week is extreme bullish at least

2024-09-09 22:05
Mnclement : II started with 2k realized today, this week with longs. Letโ€™s see what happens

2024-09-09 22:07
Crossdio : Nice good job

2024-09-09 22:13
Crossdio : I think people don't realize how serious the situation is, I will make a Threads with tweets I saved

2024-09-09 22:13
Crossdio : I made a full directory of graphs that are very scary

2024-09-09 22:20
Mnclement : Until we crash (maybe next year), I trade the momentum

2024-09-09 22:20
Crossdio : No but recently we had some very big days (-6.5 in august or -3 on Friday), that's hard to just follow x)