Hi all, I could like to find out which pairs of stock price have correlation over 0.85 in last year.
I input the following in Neo4J:
MATCH (a)-[c:Correlation]-(b) #Find out the relationship with correlation>0.85 & Exclude relationships with the stock itself (the correlation must be 1)
WHERE c.correlation > 0.85 and a<>b
Return *
The outcome:
I founded out there are 2 pairs with correlations higher than 0.85 (highlighted in yellow)
But some extra relationships (less than 0.85) are also included in the graph.
May I have some recommendations that how can I excluded those extra relationship when inputting order to Neo4J. Thanks!