def calculateCorrelationCoefficient(): soyF_df = pullquandl.pullSoybeanFutures() soyF_df['dailyReturns'] = (soyF_df['Last'] - soyF_df['Open'])/soyF_df['Open'] soyOilF_df = pullquandl.pullSoybeanOilFutures() soyOilF_df['dailyReturns'] = (soyOilF_df['Last'] - soyOilF_df['Open'])/soyOilF_df['Open'] print(soyF_df['dailyReturns'].corr(soyOilF_df['dailyReturns'], method='pearson'))
def plotSoybeanOilData(): soyOilF_df = pullquandl.pullSoybeanOilFutures() soyOilCTR_df = pullquandl.pullSoybeanOilCTR() graph.draw(soyOilF_df, 'Total Long Short Ratio Of Soybean Oil Future since 2006', 'Total Longs/Total Shorts', \ soyOilCTR_df, 'Cumulative Daily Returns For Soybean Oil since 1959', 'Cumulative Daily Returns For Soybean Oil')