Summary: This code was written in the frame of my Master Thesis entitled "Complex networks approaches to portfolio optimization - A comparative perspective on the case of the 2010s" (2021), which is available at the University of St.Gallen upon request.
Figure: Planar Maximally Filtered Graph (PMFG) of some constitutents of the S&P500, where nodes represent assets and links express correlation-based distances between the nodes.
Author: Arnaud Schuele