Clustermap

Crypto Market Correlations

Price movement correlations between cryptocurrencies

Output
Crypto Market Correlations
Python
import matplotlib.pyplot as plt
import seaborn as sns
import pandas as pd
import numpy as np
from matplotlib.colors import LinearSegmentedColormap

np.random.seed(321)

cryptos = ['BTC', 'ETH', 'BNB', 'SOL', 'ADA', 'XRP', 'DOT', 'AVAX', 'MATIC', 'LINK']
n = len(cryptos)

corr = np.eye(n)
corr[0, 1] = corr[1, 0] = 0.85
corr[0, 2] = corr[2, 0] = 0.75
corr[1, 3] = corr[3, 1] = 0.70
corr[3, 7] = corr[7, 3] = 0.65
corr[6, 7] = corr[7, 6] = 0.60
corr[8, 9] = corr[9, 8] = 0.55

for i in range(n):
    for j in range(i+1, n):
        if corr[i, j] == 0:
            corr[i, j] = corr[j, i] = np.random.uniform(0.3, 0.6)

df = pd.DataFrame(corr, index=cryptos, columns=cryptos)

neon_cmap = LinearSegmentedColormap.from_list('crypto', ['#0a0a0f', '#4927F5', '#27D3F5', '#6CF527', '#F5B027'])

g = sns.clustermap(df, cmap=neon_cmap, vmin=0, vmax=1,
                   method='average', linewidths=0.5, linecolor='#1a1a2e',
                   figsize=(8, 7), dendrogram_ratio=(0.12, 0.12),
                   annot=True, fmt='.2f', annot_kws={'size': 8, 'color': 'white'},
                   cbar_pos=(0.01, 0.08, 0.008, 0.12),
                   tree_kws={'linewidths': 1.5, 'colors': '#F5B027'})

g.fig.patch.set_facecolor('#0a0a0f')
g.ax_heatmap.set_facecolor('#0a0a0f')
g.ax_heatmap.tick_params(colors='white', labelsize=9)
g.ax_row_dendrogram.set_facecolor('#0a0a0f')
g.ax_col_dendrogram.set_facecolor('#0a0a0f')
g.cax.tick_params(colors='white', labelsize=7)

g.fig.suptitle('Cryptocurrency Correlations', color='white', fontsize=13, fontweight='bold', y=1.02)
plt.show()
Library

Matplotlib

Category

Heatmaps & Density

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