You are given a list of tickers and their daily closing prices for a given period.

Implement the most_corr function that, when given each ticker's daily closing prices, returns the pair of tickers that are the most highly (linearly) correlated by daily percentage change.

Python 3.6.5, Pandas 0.22.0, Numpy 1.13.3, Scipy 1.0.1, Scikit-learn 0.19.1  
 

  •   Example case: Wrong answer
  •   Small data set: Wrong answer
  •   Large data set: Wrong answer

Tags
Data Science Correlation Data aggregation Python data libraries Public
Hard

30min

Score Distribution
Loading...
Would you like to see our other questions?

We have 500+ premium hand-crafted questions for 30+ job skills and 10+ coding language. We prefer questions with small samples of actual work over academic problems or brain teasers.

Visit our question library

Private Concierge

Send us an email with an explanation of your testing needs and a list of candidates. We will create an appropriate test, invite your candidates, review their results, and send you a detailed report.


Would you like to see our tests? The following tests contain Data Science related questions:
On the TestDome Blog

Screening Applicants: The Good, the Bad and the Ugly

Since we’re all biased and we use incorrect proxies, why not just outsource hiring to experts or recruitment agencies? After all, they’ve been screening people for many years, so they must know how to do it right?

Not really. I was surprised to discover that many experts disagree with each other. Everybody praises their pet method and criticizes the others. Many of these methods look legitimate, but are based on...