반응형 correlation54 Pair Moving Correlation Distribution 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 :.. 2014. 2. 13. Correlation Histogram Type 1. What is the Correlation Histogram? It is a graph that shows the relationship between the observed stock and all the stocks belonging to the group and expresses it as a distribution chart.For example, the graph of the Correlation Histogram of Starbucks Corporation (NASDAQ: SBUX) is shown below.The X-axis (-1 ~ 1) is the correlation coefficient and the Y-axis lists the stocks of Starbucks Corpo.. 2014. 2. 10. Oct, 2013 KOSPI & KOSDAQ Correlation Distribution X axis : Stocks Price Correlation CoefficientY axis : Number of stocksDec-31-2013300 Day ParameterStocks Price vs KOSPI, KOSDAQ KURTOSIS SKEWNESS KOSPI -1.02 -0.11 KOSPI & KOSDAQ -0.97 -0.08 Information is provided "as is" and solely for informational purposes, not for trading purposes or advice, and may be delayed.Information provided by the investment decisions are not legally responsible for... 2014. 2. 8. 2013 Zero Correlation Distribution X axis : Stocks Price Correlation Coefficient Y axis : Number of stocks Oct-31-2013 300 Day Parameter vs 1000 Day Parameter KOSPI Stocks Price Data is Kodex200 filtered zero correlation coefficient for portfolio diversification. 종목A 종목B Correl KODEX 200 삼성전기 -0.00381 KODEX 200 하이트진로홀딩스우 0.01887 KODEX 200 두산우 -0.00954 KODEX 200 대림산업우 0.02149 KODEX 200 대유신소재 -0.04371 KODEX 200 가온전선 0.00778 KODEX 2.. 2014. 1. 25. 이전 1 ··· 10 11 12 13 14 다음 반응형
