I am looking for most correlated Indian stocks(NSE) in all these time frames 5 min, 30 min, 1 hour, 1 day, 1 week, 1 month, 3 month, 6 month, 1 year
If I compare two stocks in the excel/on the page, I should be able to see their correlation in all of the above time frames...
Can you make such an a webpage please...if yes I will visit your website everyday and click lot of advts for you
Or can you make such an excel for me if yes how much charges for that
also looking for the most co-integrated stocks in the above time frame... if you can also make this excel what charges...
We dont have this. There are 5000 stocks listed on the exchange… on a end of day basis itself you are talking about a 5000 x 5000 matrics…which is massive… you add to this an intraday dimension, then you are essentially trying to create a monster :).
You don’t need all 5000 * 5000 matrix to find the correlation.
First, you find the stocks that might have a high negative correlation, e.g: Oil Refinery Companies and Airways Companies.
Then make a list of such pairs and download the data using some program.
We have put out a chapter which explains how you can develop a correlation matrix. Check this - https://zerodha.com/varsity/chapter/risk-part-4-correlation-matrix-portfolio-variance/
You can visit the below website to find correlation between different socks