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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