Time Series of the S&P 500 mean market correlations evaluated in windows of length T trading days. the used companies for the correlations are given as tickers in the file Companies_Tickers.txt Financial_Time_Series_Centered_Interval.csv uses correlations calculated over a window of T = 42 trading days and the window is shfited by 1 trading day Financial_Time_Series_Centered_Interval__weekly.csv uses windows of T = 5 trading days (i.e. one trading week) and shifts the window by 5 days for each new interval (i.e. disjoint intervals) Data is gathered via yfinance in Python and spans the whole time from 1.1.1992 to 31.12.2012