Dear hiring managers,

Thank you for giving me this opportunity. I really enjoyed the coding exercie. Please check main.ipynb for analysis. For Bonus - Hourly Shape Profile Computation, I didn't have to change day of week index to day of week names. dayofweek 0 means Monday, and 6 means Sunday.

My takeaway from the last bonus question is the following;

So, when you look at the correlation matrix, all the settlement points are highly correlated, so looks the same, but by looking at the rolling correlation between settlement points, maybe we can find out the time when the correlation breaks up. I'm not sure how I can use this result to business strategy now, but this is something I wanna go deeper now for research as an interesting characteristics of prices.

Sincerely,

Yuki Kitayama