Software for intraday correlation matrix/heatmaps

Hi guys,

I have to admit, I'm an idiot when it comes to trading so perhaps one of you guys is able to point me in the right direction.

Here's what I'm trying to accomplish:

1.) (high priority): I would like to know which NSYE stocks with an average daily volume of min 500K shares where highly correlated yesterday on an intraday basis.

I'd like to have some sort of matrix in order to see the correlations at first glance, even if it means that the result is like a 3000x3000 matrix.

It doesn't have to be realtime. I currently go through correlations each day after close by hand and I'm just looking at a way to spend less time doing so.

I'm wondering if this is possible in Excel but I'm not sure if Excel can handle the workload of creating such a matrix using 1min intraday data.

So if you guys know some piece of software that could help me to accomplish that, I'd really appreciate it.






2.) (low priority) I'd like to replicate something like the Finviz Heatmap, just in realtime and with my own set of parameters for the color coding.


Thank you very much for your help

 

if you have the data

http://blaze.pydata.org/
http://pandas.pydata.org/

 

2rosy, thanks for the recommendation. But as I said, the only code I know is the one for my doorlock -.-

My first question after I clicked on the links was "where is the download - button"

I can handle simple pre - set languages like TOS, Amibroker and stuff like that...but Phyton?! This would take me probably two years to learn even the basic stuff XD

 

You can learn Python in a week.
Well ... The python you need for your matrix.

 

alright, I'll give it a shot Should have been on my to do list for years anyways.

thx

 

Take a look here http://www.amibroker.com/kb/2014/12/04/how-to-display-correlation-between-symbols/

 

Why haven't I found that myself? That's exactly what I need.

Thanks, man