반응형 distribution10 [Forex] KRW/USD vs KOSPI,KOSDAQ Correlation Distribution X axis : KRW/USD Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterKRW/USD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is -0.5.In other words, the correlation coefficient of the other stocks is the many levels -0.5.Kurtosis of the distribution of the correlation is -1.24, and skew is 0.04.The stock are to be concentrated in the correla.. 2014. 4. 11. [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. 이전 1 2 3 다음 반응형