- ETF Correlation Scanner - based on yfinance
- Scan the top holdings of all traded ETFs and all Traded Stocks on the NASDAQ Stock exchange
- Finds, Sorts, Compares (to a reference run) and Presents in a PDF document:
- Total appearances of each stock in All ETFs
- Total appearances of each stock-pair combinations (named
bigrams) in All ETFs - Total weigths of each stock in All ETFs
- Total weigths of each stock-pair in All ETFs
- New Appearances and their weights
- Removed Appearances and their weights
- Highest moves (entries, weights and appearances) up/down compared with reference run
- Please use either https://github.com/asafravid/yfinance or apply ranaroussi/yfinance#830 over https://github.com/ranaroussi/yfinance for ETF support (
yfinancehas yet to merge my pull request which upgrades it to support ETF holdings information)
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Copyright (C) 2021 Asaf Ravid
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program. If not, see https://www.gnu.org/licenses/.
