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How are ALL Cryptocurrencies correlated? Correlation Analysis in Python



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Hi everyone,
I was quite interested how cryptocurrency returns are correlated so I thought it would be interesting to check out a larger scale correlation analysis. I also did some Multi-Index approaches as I didn't cover it yet.

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Thx :-)

Recommended videos:
https://youtu.be/HB1CLz0Z1NY
And the linked videos below that

Another helpful one (getting symbols and exclude leveraged tokens):
https://youtu.be/C-SL4Tf25eg

An older video on correlation matrix (cringe warning on that):
https://youtu.be/t2Zh-qnFa40

Return calculation:
https://youtu.be/fWHQwqT3lNY

My first video on analyzing cryptocurrencies (500 sub special btw :D):
https://youtu.be/oyL99oa6gf8

00:00 - 00:37 Introduction
00:37 - 02:16 Getting all symbols from Binance
02:16 - 04:06 Getting daily price data one year back
04:06 - 05:02 Looping over all coins and store prices
05:02 - 06:12 Mapping dataframes to coin names
06:12 - 07:14 Concatenating multiple data frames to one
07:14 - 09:22 Filter Multi-Index for only Close column
09:22 - 10:00 Log return calculation
10:00 - 10:40 Correlation matrix
10:40 - 12:22 Visualisation / Correlation Heatmap
12:22 - 13:15 Correlation of selected cryptos
13:15 - 15:30 One Crypto in relation to all other / largest & smallest corr
15:30 - 17:40 Filtering out leveraged tokens
17:40 - 18:22 Unstacking data
18:22 - 21:09 Finding the highest correlated cryptocurrency pairs
Category
Cryptocurrencies
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