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Finance

Script

poetry install

poetry run python3 xx.py
  • poetry run python3 finance/pearsonr.py
  • poetry run python3 finance/assetAllocation.py

Summary

沪深300与标普500指数过去10年的相关性系数为: 0.4266

沪深300与黄金指数过去10年的相关性系数为: 0.0683

TLT与标普500指数过去10年的相关性系数为: -0.2242

黄金指数与标普500指数过去10年的相关性系数为: 0.0280

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