├── .gitignore ├── .readthedocs.yaml ├── CHANGELOG.rst ├── LICENSE.txt ├── MANIFEST.in ├── Makefile ├── README.md ├── correlationMatrix ├── __init__.py ├── model.py ├── settings.py └── utils │ ├── __init__.py │ ├── converters.py │ ├── dataset_generators.py │ ├── fetch_equity_data.py │ └── preprocessing.py ├── datasets ├── SectorsNCompanies.py ├── SingleFactor.json ├── __init__.py ├── json_example.csv ├── json_example.json ├── json_example_log_returns.csv ├── json_example_scaled_returns.csv ├── yahoo_equity_data │ ├── AAPL.csv │ ├── ADM.csv │ ├── AIG.csv │ ├── ALL.csv │ ├── AMZN.csv │ ├── APC.csv │ ├── AXP.csv │ ├── BAC.csv │ ├── C.csv │ ├── CAH.csv │ ├── CI.csv │ ├── CL.csv │ ├── COP.csv │ ├── CSCO.csv │ ├── CVS.csv │ ├── CVX.csv │ ├── DGX.csv │ ├── EOG.csv │ ├── F.csv │ ├── GIS.csv │ ├── GOOGL.csv │ ├── GS.csv │ ├── HAL.csv │ ├── HPQ.csv │ ├── HUM.csv │ ├── IBM.csv │ ├── INTC.csv │ ├── JPM.csv │ ├── KO.csv │ ├── LH.csv │ ├── MDLZ.csv │ ├── MO.csv │ ├── MS.csv │ ├── MSFT.csv │ ├── NKE.csv │ ├── NVS.csv │ ├── ORCL.csv │ ├── OXY.csv │ ├── PEP.csv │ ├── PFE.csv │ ├── PG.csv │ ├── PXD.csv │ ├── QCOM.csv │ ├── SLB.csv │ ├── UHS.csv │ ├── UNH.csv │ ├── USB.csv │ ├── VLO.csv │ ├── WFC.csv │ └── XOM.csv ├── yahoo_log_returns.csv ├── yahoo_merged_data.csv └── yahoo_scaled_returns.csv ├── description.rst ├── docs ├── Makefile └── source │ ├── changelog.rst │ ├── conf.py │ ├── correlationMatrix.rst │ ├── correlationMatrix.utils.rst │ ├── data_formats.rst │ ├── description.rst │ ├── examples.rst │ ├── index.rst │ ├── modules.rst │ ├── roadmap.rst │ └── usage.rst ├── examples ├── __init__.py ├── dendrogram.png ├── python │ ├── __init__.py │ ├── conditional_correlation_matrix.py │ ├── empirical_correlation_matrix.py │ ├── factor_models.py │ ├── fix_correlation_matrix.py │ ├── generate_synthetic_data.py │ ├── generate_visuals.py │ ├── matrix_from_json_data.py │ ├── matrix_from_sector_data.py │ └── matrix_operations.py └── vandermonde.png ├── requirements.txt ├── 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