Code and data for my paper "Construction of Minimum Spanning Trees from Financial Returns using Rank Based Correlation"

Available from ariXv at: https://arxiv.org/abs/2005.03963

To run:
1. Set up a virtualenv
2. pip install -r requirements.txt
3. To get the figures for the paper run mst_analysis.py
4. To get the results for the bootstrap (Section 3.5) run mst_bootstrap.py (note as this is random you will get different figures to those in the paper)