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hcorr

Get historical price correlation. [Source: Yahoo Finance]

Source Code: [link]

openbb.stocks.ca.hcorr(similar: List[str], start_date: Optional[str] = None, end_date: Optional[str] = None, candle_type: str = "a")

Parameters

NameTypeDescriptionDefaultOptional
similarList[str]List of similar tickers.
Comparable companies can be accessed through
finnhub_peers(), finviz_peers(), polygon_peers().
NoneFalse
start_dateOptional[str]Initial date (e.g., 2021-10-01). Defaults to 1 year backNoneTrue
endOptional[str]Initial date (e.g., 2021-10-01). Defaults to todayNoneTrue
candle_typestrOHLCA column to use for candles or R for returns, by default "a" for Adjusted CloseaTrue

Returns

TypeDescription
Tuple[pd.DataFrame, pd.DataFrame]Dataframe with correlation matrix, Dataframe with historical prices for all comparison stocks