Hi all, 

I'm brand new to QC but am enjoying learning about it. As I read more and watch more videos I usually clone interesting ideas but rework them to be a bit more Pythonic so I can better understand and remember them in the future (I'm a Python "native"). 

I really liked Jared's Idea Stream on uncorrelated assets/global correlation, so I decided to reimplement both the algorithm and notebook to be a bit more Pythonic/cleaner as a learning exercise. The notebook has a bit of explanation about the changes made compared to Jared's original and is split into 2 functions: one for the algorithm and one for the plot. 

Thanks for the awesome tool, can't wait to learn more!

Author

James Kerns

June 2020