Portfolio Heap Map

This notebook creates a heap map showing the correlation matrix of the asset returns of our choosing. The historical data comes from the Yahoo Finance API

Setup

The notebook uses these two external libraries, it is very important to have the last version of yfinance.

!pip install yfinance

!pip install ipywidgets

In some types of notebooks (like Colab) the %matplotlib widget can create headaches so it is better to just comment it like this:

How to use it

• Run the Setup and Interaction groups
• Choose the assets and the period of interest
• Run the Calculations and Plot groups