Visualizing Index Correlations with Plotly
Build a correlation matrix to identify divergence/convergence among index members, helpful for both risk monitoring and idea generation.
What you will learn:
What you will learn:
- Compute correlation matrices
- Visualize correlation strength
- Spot clustering and anomalies
Speakers

Alexander Rzehak
BQuant Specialist
Bloomberg
Alexander Rzehak is a BQuant specialist on the Advanced Data Analytics Team based in New York. Prior to his current role he was on the Senior Equities and the Portfolio & Risk teams. Alex holds degrees in English and Global Studies from Providence College.