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Add correlation matrix view#5665

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Morpheus1w3 wants to merge 2 commits intoportfolio-performance:masterfrom
Morpheus1w3:correlation_matrix
Open

Add correlation matrix view#5665
Morpheus1w3 wants to merge 2 commits intoportfolio-performance:masterfrom
Morpheus1w3:correlation_matrix

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This change adds a new view to calculate and display the correlation matrix between selected data series.

The matrix is based on return data and uses only matching dates. Missing or invalid correlations are handled and shown in the UI.

Users can select data series via the existing selection mechanism (securities, accounts, portfolios, classifications).

correlation matrix

This change adds a new view to calculate and display the correlation matrix between selected data series.

The matrix is based on return data and uses only matching dates.
Missing or invalid correlations are handled and shown in the UI.

Users can select data series via the existing selection mechanism (securities, accounts, portfolios, classifications).
@Morpheus1w3 Morpheus1w3 marked this pull request as draft May 2, 2026 04:30
@Morpheus1w3 Morpheus1w3 marked this pull request as ready for review May 2, 2026 05:14
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Morpheus1w3 commented May 2, 2026

Second commit add a gradient color scheme.

  • Only correlations with an absolute value of 0.5 or higher are highlighted.
  • This keeps the matrix readable and avoids overemphasizing weak relationships.
  • The colors are intended as visual guidance only. The numeric value remains the primary information.
image

@Morpheus1w3 Morpheus1w3 force-pushed the correlation_matrix branch 4 times, most recently from 2f2df65 to 230118e Compare May 2, 2026 05:40
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