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lines changed Original file line number Diff line number Diff line change 1919#
2020# The data is from 2003 - 2008. This is reasonably calm: (not too long ago so
2121# that we get high-tech firms, and before the 2008 crash). This kind of
22- # historical data can be obtained from APIs like the quandl.com and
23- # alphavantage.co .
22+ # historical data can be obtained from APIs like the
23+ # `data.nasdaq.com <https://data.nasdaq.com/>`_ and
24+ # `alphavantage.co <https://www.alphavantage.co/>`_.
2425
2526import sys
2627import numpy as np
112113#
113114# We use sparse inverse covariance estimation to find which quotes are
114115# correlated conditionally on the others. Specifically, sparse inverse
115- # covariance gives us a graph, that is a list of connection . For each
116- # symbol, the symbols that it is connected too are those useful to explain
116+ # covariance gives us a graph, that is a list of connections . For each
117+ # symbol, the symbols that it is connected to are those useful to explain
117118# its fluctuations.
118119
119120from sklearn import covariance
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