X axis : Stock(A), Stock(B) Pair Moving Correlation Coefficient

Y axis : Number of Day

Dec-31-2013

100 Day Parameter


Analysis

PMCB(Pair Moving Correlation Coefficient) is Stock A and Stock B assuming a pair, changes in the time to measure the distribution of correlation. 

When Stock A and Stock B as a pair , result of the mode it has 0.9 Correlation Coefficient, Pair Trading is suitable.





X axis : Stock(C), Stock(D) Pair Moving Correlation Coefficient

Y axis : Number of Day

Dec-31-2013

100 Day Parameter


Analysis

PMCB(Pair Moving Correlation Coefficient) is Stock C and Stock D assuming a pair, changes in the time to measure the distribution of correlation. 

When Stock C and Stock D as a pair , Correlation Coefficient is widely distributed.

So, This Pair is suitable portfolio diversification.

 


 



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