calculate correlation matrices for crypto coins in binance exchange

Scripts to download Binance data, analyze lagged correlations and their use example.

A Python script that calculates the correlation between various cryptocurrencies and Bitcoin (BTC) using historical price data from Binance Futures. The script filters cryptocurrencies based on a specified correlation threshold and exports a list formatted for use in TradingView.

The script calculates the best and worst performers on Binance futures for a given period with given filters, calculates correlation and beta, and sends it to telegram

the script fetches the account data from Binance, including positions on perps and margin, and calculates Sharpe, Sortino, volatility, correlation, VaR of the portfolio over time, builds a chart of equity against majors, and automatically sends the update every day at 0:00 UTC.