遇见数据集

PairBook US Stock & ETF Correlation Snapshot

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Zenodo2026-08-29 更新2026-10-01 收录
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Weekly-return correlations (1/3/5-year windows), annualized covariance, beta vs SPY, annualized volatility and ETF holdings overlap for 4,700+ US-listed stocks and ETFs. Snapshot of the live dataset at https://www.pairbook.io/ , which refreshes every trading day and serves everything as a free JSON API (https://www.pairbook.io/api/ , no key, CORS enabled, OpenAPI 3.1). Files: symbols.csv (per-asset stats), pairs.csv (52k tracked pairs). Method: Pearson on weekly returns; overlap = sum of minimum common weights from issuer portfolio disclosures. Formulas: https://www.pairbook.io/methodology/ License: CC BY 4.0, attribution with a link back. Not investment advice.

提供机构:
PairBook
创建时间:
2026-08-27
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