# Select only numeric columns for correlation analysis
numeric_data = data.select_dtypes(include=[float, int])
# Correlation analysis
correlation_matrix = numeric_data.corr()
print("Correlation Matrix:")
print(correlation_matrix)
# Plot correlation heatmap
plt.figure(figsize=(16, 12))
sns.heatmap(correlation_matrix, annot=True, cmap='coolwarm')
plt.title('Correlation Heatmap')
plt.show()
Correlation Matrix:
Open High Low Close_MSCI Adj_Close Volume \
Open 1.000000 0.999905 0.999907 0.999780 0.997159 -0.157793
High 0.999905 1.000000 0.999885 0.999902 0.997264 -0.157506
Low 0.999907 0.999885 1.000000 0.999904 0.997377 -0.158111
Close_MSCI 0.999780 0.999902 0.999904 1.000000 0.997448 -0.157825
Adj_Close 0.997159 0.997264 0.997377 0.997448 1.000000 -0.156354
Volume -0.157793 -0.157506 -0.158111 -0.157825 -0.156354 1.000000
MA7 0.999512 0.999491 0.999457 0.999381 0.996653 -0.158735
MA21 0.998153 0.998128 0.998041 0.997956 0.994803 -0.160187
MA50 0.995751 0.995680 0.995698 0.995574 0.991981 -0.164185
MA100 0.992763 0.992662 0.992774 0.992604 0.988454 -0.166078
Middle Band 0.998250 0.998224 0.998140 0.998055 0.994926 -0.160104
Upper Band 0.997417 0.997473 0.997197 0.997188 0.993831 -0.158097
Lower Band 0.997320 0.997197 0.997336 0.997162 0.994306 -0.162136
Band Width 0.873305 0.874310 0.871855 0.872729 0.867123 -0.116801
Aroon Up -0.027273 -0.026717 -0.027350 -0.026814 -0.025207 0.112685
Aroon Down 0.043017 0.042985 0.042533 0.042444 0.042050 -0.024490
CCI20 -0.026704 -0.025614 -0.025724 -0.024633 -0.023837 0.058688
CMO14 -0.023549 -0.022705 -0.022797 -0.021724 -0.020404 0.062665
MACD Line -0.162992 -0.162841 -0.161597 -0.161279 -0.148447 0.052125
Signal Line -0.178999 -0.179208 -0.178157 -0.178320 -0.165299 0.053868
MACD Histogram 0.036544 0.037639 0.038654 0.040128 0.041531 0.003679
RSI7 -0.023464 -0.022044 -0.022097 -0.020406 -0.019030 0.056331
RSI14 -0.022239 -0.021133 -0.021234 -0.019895 -0.017672 0.089241
RSI21 -0.022333 -0.021387 -0.021538 -0.020365 -0.017794 0.113096
%K -0.056275 -0.054933 -0.054991 -0.053218 -0.052570 0.036020
%D -0.058692 -0.058157 -0.058221 -0.057450 -0.056841 0.049567
WILLR14 -0.056275 -0.054933 -0.054991 -0.053218 -0.052570 0.036020
Market Return 0.003582 0.004103 0.004991 0.005876 0.006543 -0.051326
Stock Return -0.003733 0.000296 0.000331 0.004705 0.005326 0.014431
Beta_60 0.335735 0.336070 0.335413 0.335970 0.324969 0.068364
Beta_120 0.356535 0.356939 0.356293 0.356901 0.344578 0.049869
Close_TAIEX 0.022309 0.022106 0.022923 0.022754 0.040832 -0.014191
OBV 0.007449 0.007677 0.006809 0.007025 -0.022670 0.058878
MA7 MA21 MA50 MA100 ... RSI21 \
Open 0.999512 0.998153 0.995751 0.992763 ... -0.022333
High 0.999491 0.998128 0.995680 0.992662 ... -0.021387
Low 0.999457 0.998041 0.995698 0.992774 ... -0.021538
Close_MSCI 0.999381 0.997956 0.995574 0.992604 ... -0.020365
Adj_Close 0.996653 0.994803 0.991981 0.988454 ... -0.017794
Volume -0.158735 -0.160187 -0.164185 -0.166078 ... 0.113096
MA7 1.000000 0.999025 0.996472 0.993586 ... -0.028922
MA21 0.999025 1.000000 0.998372 0.995478 ... -0.043305
MA50 0.996472 0.998372 1.000000 0.998196 ... -0.060607
MA100 0.993586 0.995478 0.998196 1.000000 ... -0.070033
Middle Band 0.999114 0.999995 0.998258 0.995356 ... -0.042491
Upper Band 0.998211 0.999250 0.997626 0.994505 ... -0.041613
Lower Band 0.998261 0.998954 0.997112 0.994772 ... -0.043432
Band Width 0.873214 0.875904 0.877886 0.881234 ... -0.026723
Aroon Up -0.030071 -0.040982 -0.051078 -0.051871 ... 0.649494
Aroon Down 0.046106 0.057274 0.066721 0.069624 ... -0.629315
CCI20 -0.035253 -0.047155 -0.050384 -0.049556 ... 0.789650
CMO14 -0.029849 -0.045981 -0.053089 -0.052947 ... 0.824236
MACD Line -0.171528 -0.209042 -0.208641 -0.170185 ... 0.378224
Signal Line -0.181644 -0.211893 -0.233502 -0.184813 ... 0.337604
MACD Histogram 0.017076 -0.013990 0.043066 0.004696 ... 0.204483
RSI7 -0.032000 -0.044826 -0.052018 -0.052284 ... 0.854251
RSI14 -0.029675 -0.044702 -0.058779 -0.063550 ... 0.979062
RSI21 -0.028922 -0.043305 -0.060607 -0.070033 ... 1.000000
%K -0.063673 -0.074614 -0.077288 -0.075239 ... 0.721252
%D -0.066070 -0.079186 -0.082871 -0.080867 ... 0.739321
WILLR14 -0.063673 -0.074614 -0.077288 -0.075239 ... 0.721252
Market Return 0.000845 0.000133 0.001278 0.000561 ... 0.172953
Stock Return -0.006385 -0.007733 -0.006084 -0.007262 ... 0.290267
Beta_60 0.335370 0.333057 0.327287 0.323671 ... 0.019071
Beta_120 0.356174 0.354243 0.349510 0.340513 ... -0.010278
Close_TAIEX 0.022436 0.021806 0.022385 0.022563 ... 0.185104
OBV 0.007521 0.008493 0.010192 0.015489 ... -0.051301
%K %D WILLR14 Market Return Stock Return \
Open -0.056275 -0.058692 -0.056275 0.003582 -0.003733
High -0.054933 -0.058157 -0.054933 0.004103 0.000296
Low -0.054991 -0.058221 -0.054991 0.004991 0.000331
Close_MSCI -0.053218 -0.057450 -0.053218 0.005876 0.004705
Adj_Close -0.052570 -0.056841 -0.052570 0.006543 0.005326
Volume 0.036020 0.049567 0.036020 -0.051326 0.014431
MA7 -0.063673 -0.066070 -0.063673 0.000845 -0.006385
MA21 -0.074614 -0.079186 -0.074614 0.000133 -0.007733
MA50 -0.077288 -0.082871 -0.077288 0.001278 -0.006084
MA100 -0.075239 -0.080867 -0.075239 0.000561 -0.007262
Middle Band -0.074394 -0.078793 -0.074394 0.000072 -0.007910
Upper Band -0.073178 -0.077548 -0.073178 0.000269 -0.007327
Lower Band -0.075668 -0.080092 -0.075668 -0.000157 -0.008575
Band Width -0.050754 -0.054290 -0.050754 0.002503 0.000242
Aroon Up 0.367840 0.451625 0.367840 0.030362 0.063402
Aroon Down -0.373614 -0.451334 -0.373614 -0.051769 -0.079964
CCI20 0.872152 0.868276 0.872152 0.219124 0.350306
CMO14 0.804556 0.852727 0.804556 0.146827 0.256295
MACD Line 0.206374 0.245883 0.206374 0.023755 0.038033
Signal Line 0.121266 0.156932 0.121266 0.006441 0.004494
MACD Histogram 0.297834 0.318587 0.297834 0.055250 0.107055
RSI7 0.911920 0.853199 0.911920 0.270343 0.444921
RSI14 0.813501 0.814639 0.813501 0.207021 0.343330
RSI21 0.721252 0.739321 0.721252 0.172953 0.290267
%K 1.000000 0.915349 1.000000 0.246275 0.407411
%D 0.915349 1.000000 0.915349 0.101211 0.156790
WILLR14 1.000000 0.915349 1.000000 0.246275 0.407411
Market Return 0.246275 0.101211 0.246275 1.000000 0.526719
Stock Return 0.407411 0.156790 0.407411 0.526719 1.000000
Beta_60 -0.020565 -0.020867 -0.020565 0.005262 0.012798
Beta_120 -0.045246 -0.048297 -0.045246 -0.002506 0.008214
Close_TAIEX 0.063084 0.066708 0.063084 0.053582 0.024979
OBV -0.001929 0.000437 -0.001929 -0.024100 -0.008773
Beta_60 Beta_120 Close_TAIEX OBV
Open 0.335735 0.356535 0.022309 0.007449
High 0.336070 0.356939 0.022106 0.007677
Low 0.335413 0.356293 0.022923 0.006809
Close_MSCI 0.335970 0.356901 0.022754 0.007025
Adj_Close 0.324969 0.344578 0.040832 -0.022670
Volume 0.068364 0.049869 -0.014191 0.058878
MA7 0.335370 0.356174 0.022436 0.007521
MA21 0.333057 0.354243 0.021806 0.008493
MA50 0.327287 0.349510 0.022385 0.010192
MA100 0.323671 0.340513 0.022563 0.015489
Middle Band 0.333252 0.354400 0.021825 0.008433
Upper Band 0.337093 0.357790 0.018484 0.011039
Lower Band 0.328299 0.349896 0.025671 0.005384
Band Width 0.350032 0.360024 -0.022150 0.039815
Aroon Up -0.011718 -0.033158 0.095180 -0.028999
Aroon Down 0.020233 0.060545 -0.084144 0.004497
CCI20 -0.004626 -0.031135 0.087107 -0.016453
CMO14 0.005263 -0.026798 0.098249 -0.024047
MACD Line 0.056341 0.030723 0.082689 -0.073442
Signal Line 0.057717 0.035098 0.083004 -0.074377
MACD Histogram 0.005876 -0.006207 0.012701 -0.008406
RSI7 0.003508 -0.025124 0.094756 -0.020938
RSI14 0.013327 -0.018922 0.151384 -0.045933
RSI21 0.019071 -0.010278 0.185104 -0.051301
%K -0.020565 -0.045246 0.063084 -0.001929
%D -0.020867 -0.048297 0.066708 0.000437
WILLR14 -0.020565 -0.045246 0.063084 -0.001929
Market Return 0.005262 -0.002506 0.053582 -0.024100
Stock Return 0.012798 0.008214 0.024979 -0.008773
Beta_60 1.000000 0.918598 -0.183652 0.199853
Beta_120 0.918598 1.000000 -0.161654 0.196871
Close_TAIEX -0.183652 -0.161654 1.000000 -0.690768
OBV 0.199853 0.196871 -0.690768 1.000000
