GitHub - jblocher/market_networks: Exploratory project on Interconnectedness of Markets using Morningstar Holdings data

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Exploratory project on Interconnectedness of Markets using Morningstar Holdings data

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Name		Name	Last commit message	Last commit date
Latest commit History 8 Commits
data_overall		data_overall
equities		equities
0_subdivide_holdings.sas		0_subdivide_holdings.sas
README		README
marketnet_header.sas		marketnet_header.sas

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This is an exploratory project, which means it is a bit scattered.
/data_overall/ is my first cut at organizing the Morningstar data.
/equities/ subsets the data into equity funds defined as 20% equity or more and then starts matching the holdings CUSIPs various ways.

more to come.