반응형 correlation54 [Forex] EUR/CHF vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/CHF Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/CHF Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.3.In other words, the correlation coefficient of the other stocks is the many levels -0.3.Kurtosis of the distribution of the correlation is -1.23, and skew is 0.03.The stock are to be concentrated in the correla.. 2014. 4. 7. [Forex] GBP/CHF vs KOSPI,KOSDAQ Correlation Distribution X axis : GBP/CHF Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterGBP/CHF Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.3.In other words, the correlation coefficient of the other stocks is the many levels -0.3.Kurtosis of the distribution of the correlation is -1.09, and skew is -0.02.The stock are to be concentrated in the correl.. 2014. 4. 5. ICE Coffee Futures Correlation Distribution X axis : ICE Coffee Futures Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterICE Coffee Futures Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.7.In other words, the correlation coefficient of the other stocks is the many levels -0.7.Kurtosis of the distribution of the correlation is -1.30, and skew is 0.02.The stock are to be conce.. 2014. 4. 4. American Express Company - EUR/CAD Pair Moving Correlation Distribution Moving Correlation (American Express, EUR/CAD, 200 Day Parameter) X axis : DateY axis : Moving Correlation Coefficient Moving Correlation Distribution (American Express, EUR/CAD, 200 Day Parameter) X axis : Moving Correlation CoefficientY axis : Number of Day AnalysisApril 2004 to February 2014 correlation coefficient is -0.41.The moving correlation coefficient are to be concentrated in the corr.. 2014. 4. 1. 이전 1 ··· 6 7 8 9 10 11 12 ··· 14 다음 반응형