Moving Correlation (Apple, Microsoft, 200 Day Parameter)



X axis : Date

Y axis : Moving Correlation Coefficient




Moving Correlation Distribution (Apple, Microsoft, 200 Day Parameter)


X axis : Moving Correlation Coefficient

Y axis : Number of Day



Analysis

April 2005 to February 2014 correlation coefficient is 0.46.

The moving correlation coefficient  are to be concentrated in the correlation coefficient 0.6~0.9 and The high correlation holds many days.

There are many relatively high correlation between the number of days.




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