[elephant_7]

Can you load other datasets like these used by Elastic in Generating and visualizing alpha...? https://www.elastic.co/blog/generating-and-visualizing-alpha...

[hydershykh]

yes, since the code is pretty modular. All the changes that one needs to make are in the data_manager.py file. There is a single function that loads the stocks data which can easily be changed.

Happy to talk more on this.

[elephant_7]

Great, I'll be touch. The datasets are NLP and NLU derived correlation matrices used to cluster stocks in different ways outside of standard time-series

[hydershykh]

That's pretty awesome. Please keep in touch, let's see if we can apply the tool on the new data sets.